NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.545 |
3.511 |
-0.034 |
-1.0% |
3.392 |
| High |
3.562 |
3.545 |
-0.017 |
-0.5% |
3.562 |
| Low |
3.473 |
3.476 |
0.003 |
0.1% |
3.385 |
| Close |
3.485 |
3.513 |
0.028 |
0.8% |
3.485 |
| Range |
0.089 |
0.069 |
-0.020 |
-22.5% |
0.177 |
| ATR |
0.103 |
0.100 |
-0.002 |
-2.3% |
0.000 |
| Volume |
85,908 |
42,868 |
-43,040 |
-50.1% |
536,468 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.718 |
3.685 |
3.551 |
|
| R3 |
3.649 |
3.616 |
3.532 |
|
| R2 |
3.580 |
3.580 |
3.526 |
|
| R1 |
3.547 |
3.547 |
3.519 |
3.564 |
| PP |
3.511 |
3.511 |
3.511 |
3.520 |
| S1 |
3.478 |
3.478 |
3.507 |
3.495 |
| S2 |
3.442 |
3.442 |
3.500 |
|
| S3 |
3.373 |
3.409 |
3.494 |
|
| S4 |
3.304 |
3.340 |
3.475 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.008 |
3.924 |
3.582 |
|
| R3 |
3.831 |
3.747 |
3.534 |
|
| R2 |
3.654 |
3.654 |
3.517 |
|
| R1 |
3.570 |
3.570 |
3.501 |
3.612 |
| PP |
3.477 |
3.477 |
3.477 |
3.499 |
| S1 |
3.393 |
3.393 |
3.469 |
3.435 |
| S2 |
3.300 |
3.300 |
3.453 |
|
| S3 |
3.123 |
3.216 |
3.436 |
|
| S4 |
2.946 |
3.039 |
3.388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.562 |
3.388 |
0.174 |
5.0% |
0.088 |
2.5% |
72% |
False |
False |
91,090 |
| 10 |
3.562 |
3.262 |
0.300 |
8.5% |
0.093 |
2.6% |
84% |
False |
False |
115,612 |
| 20 |
3.562 |
3.129 |
0.433 |
12.3% |
0.093 |
2.6% |
89% |
False |
False |
123,085 |
| 40 |
3.833 |
3.129 |
0.704 |
20.0% |
0.104 |
3.0% |
55% |
False |
False |
91,089 |
| 60 |
4.047 |
3.129 |
0.918 |
26.1% |
0.104 |
3.0% |
42% |
False |
False |
73,827 |
| 80 |
4.366 |
3.129 |
1.237 |
35.2% |
0.105 |
3.0% |
31% |
False |
False |
59,904 |
| 100 |
4.517 |
3.129 |
1.388 |
39.5% |
0.109 |
3.1% |
28% |
False |
False |
50,999 |
| 120 |
4.517 |
3.129 |
1.388 |
39.5% |
0.106 |
3.0% |
28% |
False |
False |
44,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.838 |
|
2.618 |
3.726 |
|
1.618 |
3.657 |
|
1.000 |
3.614 |
|
0.618 |
3.588 |
|
HIGH |
3.545 |
|
0.618 |
3.519 |
|
0.500 |
3.511 |
|
0.382 |
3.502 |
|
LOW |
3.476 |
|
0.618 |
3.433 |
|
1.000 |
3.407 |
|
1.618 |
3.364 |
|
2.618 |
3.295 |
|
4.250 |
3.183 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.512 |
3.511 |
| PP |
3.511 |
3.509 |
| S1 |
3.511 |
3.507 |
|