NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.425 |
3.392 |
-0.033 |
-1.0% |
3.260 |
| High |
3.434 |
3.501 |
0.067 |
2.0% |
3.434 |
| Low |
3.360 |
3.385 |
0.025 |
0.7% |
3.244 |
| Close |
3.368 |
3.463 |
0.095 |
2.8% |
3.368 |
| Range |
0.074 |
0.116 |
0.042 |
56.8% |
0.190 |
| ATR |
0.104 |
0.106 |
0.002 |
2.0% |
0.000 |
| Volume |
77,072 |
123,885 |
46,813 |
60.7% |
762,219 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.798 |
3.746 |
3.527 |
|
| R3 |
3.682 |
3.630 |
3.495 |
|
| R2 |
3.566 |
3.566 |
3.484 |
|
| R1 |
3.514 |
3.514 |
3.474 |
3.540 |
| PP |
3.450 |
3.450 |
3.450 |
3.463 |
| S1 |
3.398 |
3.398 |
3.452 |
3.424 |
| S2 |
3.334 |
3.334 |
3.442 |
|
| S3 |
3.218 |
3.282 |
3.431 |
|
| S4 |
3.102 |
3.166 |
3.399 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.919 |
3.833 |
3.473 |
|
| R3 |
3.729 |
3.643 |
3.420 |
|
| R2 |
3.539 |
3.539 |
3.403 |
|
| R1 |
3.453 |
3.453 |
3.385 |
3.496 |
| PP |
3.349 |
3.349 |
3.349 |
3.370 |
| S1 |
3.263 |
3.263 |
3.351 |
3.306 |
| S2 |
3.159 |
3.159 |
3.333 |
|
| S3 |
2.969 |
3.073 |
3.316 |
|
| S4 |
2.779 |
2.883 |
3.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.501 |
3.262 |
0.239 |
6.9% |
0.097 |
2.8% |
84% |
True |
False |
140,134 |
| 10 |
3.501 |
3.129 |
0.372 |
10.7% |
0.105 |
3.0% |
90% |
True |
False |
152,692 |
| 20 |
3.784 |
3.129 |
0.655 |
18.9% |
0.097 |
2.8% |
51% |
False |
False |
124,545 |
| 40 |
3.838 |
3.129 |
0.709 |
20.5% |
0.107 |
3.1% |
47% |
False |
False |
84,342 |
| 60 |
4.366 |
3.129 |
1.237 |
35.7% |
0.107 |
3.1% |
27% |
False |
False |
67,932 |
| 80 |
4.517 |
3.129 |
1.388 |
40.1% |
0.110 |
3.2% |
24% |
False |
False |
55,115 |
| 100 |
4.517 |
3.129 |
1.388 |
40.1% |
0.110 |
3.2% |
24% |
False |
False |
47,103 |
| 120 |
4.517 |
3.129 |
1.388 |
40.1% |
0.106 |
3.1% |
24% |
False |
False |
40,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.994 |
|
2.618 |
3.805 |
|
1.618 |
3.689 |
|
1.000 |
3.617 |
|
0.618 |
3.573 |
|
HIGH |
3.501 |
|
0.618 |
3.457 |
|
0.500 |
3.443 |
|
0.382 |
3.429 |
|
LOW |
3.385 |
|
0.618 |
3.313 |
|
1.000 |
3.269 |
|
1.618 |
3.197 |
|
2.618 |
3.081 |
|
4.250 |
2.892 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.456 |
3.443 |
| PP |
3.450 |
3.422 |
| S1 |
3.443 |
3.402 |
|