NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.392 |
3.465 |
0.073 |
2.2% |
3.260 |
| High |
3.501 |
3.500 |
-0.001 |
0.0% |
3.434 |
| Low |
3.385 |
3.431 |
0.046 |
1.4% |
3.244 |
| Close |
3.463 |
3.444 |
-0.019 |
-0.5% |
3.368 |
| Range |
0.116 |
0.069 |
-0.047 |
-40.5% |
0.190 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.5% |
0.000 |
| Volume |
123,885 |
106,926 |
-16,959 |
-13.7% |
762,219 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.665 |
3.624 |
3.482 |
|
| R3 |
3.596 |
3.555 |
3.463 |
|
| R2 |
3.527 |
3.527 |
3.457 |
|
| R1 |
3.486 |
3.486 |
3.450 |
3.472 |
| PP |
3.458 |
3.458 |
3.458 |
3.452 |
| S1 |
3.417 |
3.417 |
3.438 |
3.403 |
| S2 |
3.389 |
3.389 |
3.431 |
|
| S3 |
3.320 |
3.348 |
3.425 |
|
| S4 |
3.251 |
3.279 |
3.406 |
|
|
| 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 |
3.285 |
0.216 |
6.3% |
0.096 |
2.8% |
74% |
False |
False |
122,454 |
| 10 |
3.501 |
3.129 |
0.372 |
10.8% |
0.107 |
3.1% |
85% |
False |
False |
155,839 |
| 20 |
3.784 |
3.129 |
0.655 |
19.0% |
0.096 |
2.8% |
48% |
False |
False |
126,475 |
| 40 |
3.833 |
3.129 |
0.704 |
20.4% |
0.107 |
3.1% |
45% |
False |
False |
86,255 |
| 60 |
4.366 |
3.129 |
1.237 |
35.9% |
0.107 |
3.1% |
25% |
False |
False |
69,383 |
| 80 |
4.517 |
3.129 |
1.388 |
40.3% |
0.109 |
3.2% |
23% |
False |
False |
56,297 |
| 100 |
4.517 |
3.129 |
1.388 |
40.3% |
0.109 |
3.2% |
23% |
False |
False |
48,029 |
| 120 |
4.517 |
3.129 |
1.388 |
40.3% |
0.106 |
3.1% |
23% |
False |
False |
41,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.793 |
|
2.618 |
3.681 |
|
1.618 |
3.612 |
|
1.000 |
3.569 |
|
0.618 |
3.543 |
|
HIGH |
3.500 |
|
0.618 |
3.474 |
|
0.500 |
3.466 |
|
0.382 |
3.457 |
|
LOW |
3.431 |
|
0.618 |
3.388 |
|
1.000 |
3.362 |
|
1.618 |
3.319 |
|
2.618 |
3.250 |
|
4.250 |
3.138 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.466 |
3.440 |
| PP |
3.458 |
3.435 |
| S1 |
3.451 |
3.431 |
|