NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.442 |
3.382 |
-0.060 |
-1.7% |
3.630 |
| High |
3.450 |
3.467 |
0.017 |
0.5% |
3.630 |
| Low |
3.375 |
3.281 |
-0.094 |
-2.8% |
3.468 |
| Close |
3.392 |
3.442 |
0.050 |
1.5% |
3.482 |
| Range |
0.075 |
0.186 |
0.111 |
148.0% |
0.162 |
| ATR |
0.090 |
0.097 |
0.007 |
7.6% |
0.000 |
| Volume |
21,484 |
87,553 |
66,069 |
307.5% |
121,136 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.955 |
3.884 |
3.544 |
|
| R3 |
3.769 |
3.698 |
3.493 |
|
| R2 |
3.583 |
3.583 |
3.476 |
|
| R1 |
3.512 |
3.512 |
3.459 |
3.548 |
| PP |
3.397 |
3.397 |
3.397 |
3.414 |
| S1 |
3.326 |
3.326 |
3.425 |
3.362 |
| S2 |
3.211 |
3.211 |
3.408 |
|
| S3 |
3.025 |
3.140 |
3.391 |
|
| S4 |
2.839 |
2.954 |
3.340 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.909 |
3.571 |
|
| R3 |
3.851 |
3.747 |
3.527 |
|
| R2 |
3.689 |
3.689 |
3.512 |
|
| R1 |
3.585 |
3.585 |
3.497 |
3.556 |
| PP |
3.527 |
3.527 |
3.527 |
3.512 |
| S1 |
3.423 |
3.423 |
3.467 |
3.394 |
| S2 |
3.365 |
3.365 |
3.452 |
|
| S3 |
3.203 |
3.261 |
3.437 |
|
| S4 |
3.041 |
3.099 |
3.393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.540 |
3.281 |
0.259 |
7.5% |
0.087 |
2.5% |
62% |
False |
True |
35,231 |
| 10 |
3.742 |
3.281 |
0.461 |
13.4% |
0.084 |
2.4% |
35% |
False |
True |
29,053 |
| 20 |
3.910 |
3.281 |
0.629 |
18.3% |
0.093 |
2.7% |
26% |
False |
True |
21,391 |
| 40 |
4.070 |
3.281 |
0.789 |
22.9% |
0.096 |
2.8% |
20% |
False |
True |
17,327 |
| 60 |
4.442 |
3.281 |
1.161 |
33.7% |
0.094 |
2.7% |
14% |
False |
True |
14,743 |
| 80 |
4.594 |
3.281 |
1.313 |
38.1% |
0.098 |
2.8% |
12% |
False |
True |
13,469 |
| 100 |
4.594 |
3.281 |
1.313 |
38.1% |
0.098 |
2.8% |
12% |
False |
True |
12,538 |
| 120 |
4.594 |
3.281 |
1.313 |
38.1% |
0.094 |
2.7% |
12% |
False |
True |
11,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.258 |
|
2.618 |
3.954 |
|
1.618 |
3.768 |
|
1.000 |
3.653 |
|
0.618 |
3.582 |
|
HIGH |
3.467 |
|
0.618 |
3.396 |
|
0.500 |
3.374 |
|
0.382 |
3.352 |
|
LOW |
3.281 |
|
0.618 |
3.166 |
|
1.000 |
3.095 |
|
1.618 |
2.980 |
|
2.618 |
2.794 |
|
4.250 |
2.491 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.419 |
3.423 |
| PP |
3.397 |
3.404 |
| S1 |
3.374 |
3.385 |
|