NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.465 |
3.437 |
-0.028 |
-0.8% |
3.260 |
| High |
3.500 |
3.495 |
-0.005 |
-0.1% |
3.434 |
| Low |
3.431 |
3.388 |
-0.043 |
-1.3% |
3.244 |
| Close |
3.444 |
3.460 |
0.016 |
0.5% |
3.368 |
| Range |
0.069 |
0.107 |
0.038 |
55.1% |
0.190 |
| ATR |
0.103 |
0.104 |
0.000 |
0.3% |
0.000 |
| Volume |
106,926 |
83,489 |
-23,437 |
-21.9% |
762,219 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.769 |
3.721 |
3.519 |
|
| R3 |
3.662 |
3.614 |
3.489 |
|
| R2 |
3.555 |
3.555 |
3.480 |
|
| R1 |
3.507 |
3.507 |
3.470 |
3.531 |
| PP |
3.448 |
3.448 |
3.448 |
3.460 |
| S1 |
3.400 |
3.400 |
3.450 |
3.424 |
| S2 |
3.341 |
3.341 |
3.440 |
|
| S3 |
3.234 |
3.293 |
3.431 |
|
| S4 |
3.127 |
3.186 |
3.401 |
|
|
| 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 |
3.303 |
0.198 |
5.7% |
0.099 |
2.9% |
79% |
False |
False |
108,733 |
| 10 |
3.501 |
3.129 |
0.372 |
10.8% |
0.108 |
3.1% |
89% |
False |
False |
146,447 |
| 20 |
3.757 |
3.129 |
0.628 |
18.2% |
0.096 |
2.8% |
53% |
False |
False |
127,166 |
| 40 |
3.833 |
3.129 |
0.704 |
20.3% |
0.107 |
3.1% |
47% |
False |
False |
87,687 |
| 60 |
4.242 |
3.129 |
1.113 |
32.2% |
0.105 |
3.0% |
30% |
False |
False |
70,488 |
| 80 |
4.517 |
3.129 |
1.388 |
40.1% |
0.108 |
3.1% |
24% |
False |
False |
57,154 |
| 100 |
4.517 |
3.129 |
1.388 |
40.1% |
0.109 |
3.2% |
24% |
False |
False |
48,756 |
| 120 |
4.517 |
3.129 |
1.388 |
40.1% |
0.106 |
3.1% |
24% |
False |
False |
42,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.950 |
|
2.618 |
3.775 |
|
1.618 |
3.668 |
|
1.000 |
3.602 |
|
0.618 |
3.561 |
|
HIGH |
3.495 |
|
0.618 |
3.454 |
|
0.500 |
3.442 |
|
0.382 |
3.429 |
|
LOW |
3.388 |
|
0.618 |
3.322 |
|
1.000 |
3.281 |
|
1.618 |
3.215 |
|
2.618 |
3.108 |
|
4.250 |
2.933 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.454 |
3.454 |
| PP |
3.448 |
3.449 |
| S1 |
3.442 |
3.443 |
|