NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
3.782 |
3.750 |
-0.032 |
-0.8% |
3.887 |
High |
3.808 |
3.768 |
-0.040 |
-1.1% |
3.887 |
Low |
3.747 |
3.723 |
-0.024 |
-0.6% |
3.747 |
Close |
3.758 |
3.735 |
-0.023 |
-0.6% |
3.758 |
Range |
0.061 |
0.045 |
-0.016 |
-26.2% |
0.140 |
ATR |
0.092 |
0.088 |
-0.003 |
-3.6% |
0.000 |
Volume |
27,727 |
20,004 |
-7,723 |
-27.9% |
114,767 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.877 |
3.851 |
3.760 |
|
R3 |
3.832 |
3.806 |
3.747 |
|
R2 |
3.787 |
3.787 |
3.743 |
|
R1 |
3.761 |
3.761 |
3.739 |
3.752 |
PP |
3.742 |
3.742 |
3.742 |
3.737 |
S1 |
3.716 |
3.716 |
3.731 |
3.707 |
S2 |
3.697 |
3.697 |
3.727 |
|
S3 |
3.652 |
3.671 |
3.723 |
|
S4 |
3.607 |
3.626 |
3.710 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.217 |
4.128 |
3.835 |
|
R3 |
4.077 |
3.988 |
3.797 |
|
R2 |
3.937 |
3.937 |
3.784 |
|
R1 |
3.848 |
3.848 |
3.771 |
3.823 |
PP |
3.797 |
3.797 |
3.797 |
3.785 |
S1 |
3.708 |
3.708 |
3.745 |
3.683 |
S2 |
3.657 |
3.657 |
3.732 |
|
S3 |
3.517 |
3.568 |
3.720 |
|
S4 |
3.377 |
3.428 |
3.681 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.867 |
3.723 |
0.144 |
3.9% |
0.061 |
1.6% |
8% |
False |
True |
23,148 |
10 |
4.094 |
3.723 |
0.371 |
9.9% |
0.073 |
2.0% |
3% |
False |
True |
19,751 |
20 |
4.137 |
3.723 |
0.414 |
11.1% |
0.088 |
2.3% |
3% |
False |
True |
19,339 |
40 |
4.295 |
3.723 |
0.572 |
15.3% |
0.089 |
2.4% |
2% |
False |
True |
19,220 |
60 |
4.665 |
3.723 |
0.942 |
25.2% |
0.090 |
2.4% |
1% |
False |
True |
18,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.959 |
2.618 |
3.886 |
1.618 |
3.841 |
1.000 |
3.813 |
0.618 |
3.796 |
HIGH |
3.768 |
0.618 |
3.751 |
0.500 |
3.746 |
0.382 |
3.740 |
LOW |
3.723 |
0.618 |
3.695 |
1.000 |
3.678 |
1.618 |
3.650 |
2.618 |
3.605 |
4.250 |
3.532 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3.746 |
3.787 |
PP |
3.742 |
3.770 |
S1 |
3.739 |
3.752 |
|