NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.752 |
0.002 |
0.1% |
3.968 |
| High |
3.765 |
3.762 |
-0.003 |
-0.1% |
4.017 |
| Low |
3.722 |
3.664 |
-0.058 |
-1.6% |
3.819 |
| Close |
3.752 |
3.707 |
-0.045 |
-1.2% |
3.829 |
| Range |
0.043 |
0.098 |
0.055 |
127.9% |
0.198 |
| ATR |
0.094 |
0.095 |
0.000 |
0.3% |
0.000 |
| Volume |
13,617 |
11,803 |
-1,814 |
-13.3% |
41,969 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.005 |
3.954 |
3.761 |
|
| R3 |
3.907 |
3.856 |
3.734 |
|
| R2 |
3.809 |
3.809 |
3.725 |
|
| R1 |
3.758 |
3.758 |
3.716 |
3.735 |
| PP |
3.711 |
3.711 |
3.711 |
3.699 |
| S1 |
3.660 |
3.660 |
3.698 |
3.637 |
| S2 |
3.613 |
3.613 |
3.689 |
|
| S3 |
3.515 |
3.562 |
3.680 |
|
| S4 |
3.417 |
3.464 |
3.653 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.354 |
3.938 |
|
| R3 |
4.284 |
4.156 |
3.883 |
|
| R2 |
4.086 |
4.086 |
3.865 |
|
| R1 |
3.958 |
3.958 |
3.847 |
3.923 |
| PP |
3.888 |
3.888 |
3.888 |
3.871 |
| S1 |
3.760 |
3.760 |
3.811 |
3.725 |
| S2 |
3.690 |
3.690 |
3.793 |
|
| S3 |
3.492 |
3.562 |
3.775 |
|
| S4 |
3.294 |
3.364 |
3.720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.902 |
3.664 |
0.238 |
6.4% |
0.076 |
2.1% |
18% |
False |
True |
12,065 |
| 10 |
4.033 |
3.664 |
0.369 |
10.0% |
0.079 |
2.1% |
12% |
False |
True |
11,319 |
| 20 |
4.061 |
3.664 |
0.397 |
10.7% |
0.096 |
2.6% |
11% |
False |
True |
9,860 |
| 40 |
4.227 |
3.664 |
0.563 |
15.2% |
0.093 |
2.5% |
8% |
False |
True |
9,223 |
| 60 |
4.583 |
3.664 |
0.919 |
24.8% |
0.092 |
2.5% |
5% |
False |
True |
8,072 |
| 80 |
4.744 |
3.664 |
1.080 |
29.1% |
0.098 |
2.6% |
4% |
False |
True |
8,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.179 |
|
2.618 |
4.019 |
|
1.618 |
3.921 |
|
1.000 |
3.860 |
|
0.618 |
3.823 |
|
HIGH |
3.762 |
|
0.618 |
3.725 |
|
0.500 |
3.713 |
|
0.382 |
3.701 |
|
LOW |
3.664 |
|
0.618 |
3.603 |
|
1.000 |
3.566 |
|
1.618 |
3.505 |
|
2.618 |
3.407 |
|
4.250 |
3.248 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.713 |
3.722 |
| PP |
3.711 |
3.717 |
| S1 |
3.709 |
3.712 |
|