NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.382 |
3.462 |
0.080 |
2.4% |
3.474 |
| High |
3.467 |
3.468 |
0.001 |
0.0% |
3.494 |
| Low |
3.281 |
3.376 |
0.095 |
2.9% |
3.281 |
| Close |
3.442 |
3.389 |
-0.053 |
-1.5% |
3.389 |
| Range |
0.186 |
0.092 |
-0.094 |
-50.5% |
0.213 |
| ATR |
0.097 |
0.096 |
0.000 |
-0.3% |
0.000 |
| Volume |
87,553 |
114,565 |
27,012 |
30.9% |
264,195 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.687 |
3.630 |
3.440 |
|
| R3 |
3.595 |
3.538 |
3.414 |
|
| R2 |
3.503 |
3.503 |
3.406 |
|
| R1 |
3.446 |
3.446 |
3.397 |
3.429 |
| PP |
3.411 |
3.411 |
3.411 |
3.402 |
| S1 |
3.354 |
3.354 |
3.381 |
3.337 |
| S2 |
3.319 |
3.319 |
3.372 |
|
| S3 |
3.227 |
3.262 |
3.364 |
|
| S4 |
3.135 |
3.170 |
3.338 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.921 |
3.506 |
|
| R3 |
3.814 |
3.708 |
3.448 |
|
| R2 |
3.601 |
3.601 |
3.428 |
|
| R1 |
3.495 |
3.495 |
3.409 |
3.442 |
| PP |
3.388 |
3.388 |
3.388 |
3.361 |
| S1 |
3.282 |
3.282 |
3.369 |
3.229 |
| S2 |
3.175 |
3.175 |
3.350 |
|
| S3 |
2.962 |
3.069 |
3.330 |
|
| S4 |
2.749 |
2.856 |
3.272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.494 |
3.281 |
0.213 |
6.3% |
0.091 |
2.7% |
51% |
False |
False |
52,839 |
| 10 |
3.630 |
3.281 |
0.349 |
10.3% |
0.084 |
2.5% |
31% |
False |
False |
38,533 |
| 20 |
3.910 |
3.281 |
0.629 |
18.6% |
0.093 |
2.8% |
17% |
False |
False |
26,446 |
| 40 |
4.070 |
3.281 |
0.789 |
23.3% |
0.095 |
2.8% |
14% |
False |
False |
19,802 |
| 60 |
4.442 |
3.281 |
1.161 |
34.3% |
0.095 |
2.8% |
9% |
False |
False |
16,498 |
| 80 |
4.594 |
3.281 |
1.313 |
38.7% |
0.098 |
2.9% |
8% |
False |
False |
14,788 |
| 100 |
4.594 |
3.281 |
1.313 |
38.7% |
0.098 |
2.9% |
8% |
False |
False |
13,578 |
| 120 |
4.594 |
3.281 |
1.313 |
38.7% |
0.093 |
2.8% |
8% |
False |
False |
12,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.859 |
|
2.618 |
3.709 |
|
1.618 |
3.617 |
|
1.000 |
3.560 |
|
0.618 |
3.525 |
|
HIGH |
3.468 |
|
0.618 |
3.433 |
|
0.500 |
3.422 |
|
0.382 |
3.411 |
|
LOW |
3.376 |
|
0.618 |
3.319 |
|
1.000 |
3.284 |
|
1.618 |
3.227 |
|
2.618 |
3.135 |
|
4.250 |
2.985 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.422 |
3.384 |
| PP |
3.411 |
3.379 |
| S1 |
3.400 |
3.375 |
|