NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.347 |
3.281 |
-0.066 |
-2.0% |
3.322 |
| High |
3.350 |
3.384 |
0.034 |
1.0% |
3.386 |
| Low |
3.242 |
3.272 |
0.030 |
0.9% |
3.154 |
| Close |
3.257 |
3.335 |
0.078 |
2.4% |
3.257 |
| Range |
0.108 |
0.112 |
0.004 |
3.7% |
0.232 |
| ATR |
0.104 |
0.106 |
0.002 |
1.6% |
0.000 |
| Volume |
104,316 |
99,741 |
-4,575 |
-4.4% |
302,017 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.666 |
3.613 |
3.397 |
|
| R3 |
3.554 |
3.501 |
3.366 |
|
| R2 |
3.442 |
3.442 |
3.356 |
|
| R1 |
3.389 |
3.389 |
3.345 |
3.416 |
| PP |
3.330 |
3.330 |
3.330 |
3.344 |
| S1 |
3.277 |
3.277 |
3.325 |
3.304 |
| S2 |
3.218 |
3.218 |
3.314 |
|
| S3 |
3.106 |
3.165 |
3.304 |
|
| S4 |
2.994 |
3.053 |
3.273 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.962 |
3.841 |
3.385 |
|
| R3 |
3.730 |
3.609 |
3.321 |
|
| R2 |
3.498 |
3.498 |
3.300 |
|
| R1 |
3.377 |
3.377 |
3.278 |
3.322 |
| PP |
3.266 |
3.266 |
3.266 |
3.238 |
| S1 |
3.145 |
3.145 |
3.236 |
3.090 |
| S2 |
3.034 |
3.034 |
3.214 |
|
| S3 |
2.802 |
2.913 |
3.193 |
|
| S4 |
2.570 |
2.681 |
3.129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.384 |
3.154 |
0.230 |
6.9% |
0.112 |
3.3% |
79% |
True |
False |
74,496 |
| 10 |
3.510 |
3.154 |
0.356 |
10.7% |
0.093 |
2.8% |
51% |
False |
False |
58,929 |
| 20 |
3.844 |
3.154 |
0.690 |
20.7% |
0.100 |
3.0% |
26% |
False |
False |
45,309 |
| 40 |
4.004 |
3.154 |
0.850 |
25.5% |
0.106 |
3.2% |
21% |
False |
False |
35,965 |
| 60 |
4.373 |
3.154 |
1.219 |
36.6% |
0.103 |
3.1% |
15% |
False |
False |
32,356 |
| 80 |
4.525 |
3.154 |
1.371 |
41.1% |
0.106 |
3.2% |
13% |
False |
False |
30,802 |
| 100 |
4.525 |
3.154 |
1.371 |
41.1% |
0.108 |
3.2% |
13% |
False |
False |
31,167 |
| 120 |
4.525 |
3.154 |
1.371 |
41.1% |
0.104 |
3.1% |
13% |
False |
False |
31,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.860 |
|
2.618 |
3.677 |
|
1.618 |
3.565 |
|
1.000 |
3.496 |
|
0.618 |
3.453 |
|
HIGH |
3.384 |
|
0.618 |
3.341 |
|
0.500 |
3.328 |
|
0.382 |
3.315 |
|
LOW |
3.272 |
|
0.618 |
3.203 |
|
1.000 |
3.160 |
|
1.618 |
3.091 |
|
2.618 |
2.979 |
|
4.250 |
2.796 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.313 |
| PP |
3.330 |
3.291 |
| S1 |
3.328 |
3.269 |
|