NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.511 |
3.505 |
-0.006 |
-0.2% |
3.392 |
| High |
3.545 |
3.547 |
0.002 |
0.1% |
3.562 |
| Low |
3.476 |
3.451 |
-0.025 |
-0.7% |
3.385 |
| Close |
3.513 |
3.534 |
0.021 |
0.6% |
3.485 |
| Range |
0.069 |
0.096 |
0.027 |
39.1% |
0.177 |
| ATR |
0.100 |
0.100 |
0.000 |
-0.3% |
0.000 |
| Volume |
42,868 |
57,257 |
14,389 |
33.6% |
536,468 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.799 |
3.762 |
3.587 |
|
| R3 |
3.703 |
3.666 |
3.560 |
|
| R2 |
3.607 |
3.607 |
3.552 |
|
| R1 |
3.570 |
3.570 |
3.543 |
3.589 |
| PP |
3.511 |
3.511 |
3.511 |
3.520 |
| S1 |
3.474 |
3.474 |
3.525 |
3.493 |
| S2 |
3.415 |
3.415 |
3.516 |
|
| S3 |
3.319 |
3.378 |
3.508 |
|
| S4 |
3.223 |
3.282 |
3.481 |
|
|
| 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 |
4.9% |
0.094 |
2.7% |
84% |
False |
False |
81,156 |
| 10 |
3.562 |
3.285 |
0.277 |
7.8% |
0.095 |
2.7% |
90% |
False |
False |
101,805 |
| 20 |
3.562 |
3.129 |
0.433 |
12.3% |
0.094 |
2.7% |
94% |
False |
False |
121,379 |
| 40 |
3.833 |
3.129 |
0.704 |
19.9% |
0.105 |
3.0% |
58% |
False |
False |
91,493 |
| 60 |
4.038 |
3.129 |
0.909 |
25.7% |
0.104 |
2.9% |
45% |
False |
False |
74,405 |
| 80 |
4.366 |
3.129 |
1.237 |
35.0% |
0.105 |
3.0% |
33% |
False |
False |
60,330 |
| 100 |
4.517 |
3.129 |
1.388 |
39.3% |
0.108 |
3.1% |
29% |
False |
False |
51,417 |
| 120 |
4.517 |
3.129 |
1.388 |
39.3% |
0.106 |
3.0% |
29% |
False |
False |
44,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.955 |
|
2.618 |
3.798 |
|
1.618 |
3.702 |
|
1.000 |
3.643 |
|
0.618 |
3.606 |
|
HIGH |
3.547 |
|
0.618 |
3.510 |
|
0.500 |
3.499 |
|
0.382 |
3.488 |
|
LOW |
3.451 |
|
0.618 |
3.392 |
|
1.000 |
3.355 |
|
1.618 |
3.296 |
|
2.618 |
3.200 |
|
4.250 |
3.043 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.522 |
3.525 |
| PP |
3.511 |
3.516 |
| S1 |
3.499 |
3.507 |
|