NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.752 |
3.690 |
-0.062 |
-1.7% |
3.800 |
| High |
3.762 |
3.718 |
-0.044 |
-1.2% |
3.800 |
| Low |
3.664 |
3.657 |
-0.007 |
-0.2% |
3.657 |
| Close |
3.707 |
3.668 |
-0.039 |
-1.1% |
3.668 |
| Range |
0.098 |
0.061 |
-0.037 |
-37.8% |
0.143 |
| ATR |
0.095 |
0.092 |
-0.002 |
-2.5% |
0.000 |
| Volume |
11,803 |
15,425 |
3,622 |
30.7% |
66,417 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.864 |
3.827 |
3.702 |
|
| R3 |
3.803 |
3.766 |
3.685 |
|
| R2 |
3.742 |
3.742 |
3.679 |
|
| R1 |
3.705 |
3.705 |
3.674 |
3.693 |
| PP |
3.681 |
3.681 |
3.681 |
3.675 |
| S1 |
3.644 |
3.644 |
3.662 |
3.632 |
| S2 |
3.620 |
3.620 |
3.657 |
|
| S3 |
3.559 |
3.583 |
3.651 |
|
| S4 |
3.498 |
3.522 |
3.634 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.137 |
4.046 |
3.747 |
|
| R3 |
3.994 |
3.903 |
3.707 |
|
| R2 |
3.851 |
3.851 |
3.694 |
|
| R1 |
3.760 |
3.760 |
3.681 |
3.734 |
| PP |
3.708 |
3.708 |
3.708 |
3.696 |
| S1 |
3.617 |
3.617 |
3.655 |
3.591 |
| S2 |
3.565 |
3.565 |
3.642 |
|
| S3 |
3.422 |
3.474 |
3.629 |
|
| S4 |
3.279 |
3.331 |
3.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.800 |
3.657 |
0.143 |
3.9% |
0.072 |
2.0% |
8% |
False |
True |
13,283 |
| 10 |
4.017 |
3.657 |
0.360 |
9.8% |
0.080 |
2.2% |
3% |
False |
True |
10,838 |
| 20 |
4.061 |
3.657 |
0.404 |
11.0% |
0.094 |
2.6% |
3% |
False |
True |
10,237 |
| 40 |
4.215 |
3.657 |
0.558 |
15.2% |
0.091 |
2.5% |
2% |
False |
True |
9,490 |
| 60 |
4.583 |
3.657 |
0.926 |
25.2% |
0.092 |
2.5% |
1% |
False |
True |
8,234 |
| 80 |
4.744 |
3.657 |
1.087 |
29.6% |
0.097 |
2.6% |
1% |
False |
True |
8,262 |
| 100 |
4.744 |
3.657 |
1.087 |
29.6% |
0.095 |
2.6% |
1% |
False |
True |
8,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.977 |
|
2.618 |
3.878 |
|
1.618 |
3.817 |
|
1.000 |
3.779 |
|
0.618 |
3.756 |
|
HIGH |
3.718 |
|
0.618 |
3.695 |
|
0.500 |
3.688 |
|
0.382 |
3.680 |
|
LOW |
3.657 |
|
0.618 |
3.619 |
|
1.000 |
3.596 |
|
1.618 |
3.558 |
|
2.618 |
3.497 |
|
4.250 |
3.398 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.688 |
3.711 |
| PP |
3.681 |
3.697 |
| S1 |
3.675 |
3.682 |
|