NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.364 |
3.449 |
0.085 |
2.5% |
3.281 |
| High |
3.455 |
3.458 |
0.003 |
0.1% |
3.458 |
| Low |
3.329 |
3.386 |
0.057 |
1.7% |
3.272 |
| Close |
3.443 |
3.393 |
-0.050 |
-1.5% |
3.393 |
| Range |
0.126 |
0.072 |
-0.054 |
-42.9% |
0.186 |
| ATR |
0.104 |
0.101 |
-0.002 |
-2.2% |
0.000 |
| Volume |
73,718 |
47,106 |
-26,612 |
-36.1% |
441,686 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.628 |
3.583 |
3.433 |
|
| R3 |
3.556 |
3.511 |
3.413 |
|
| R2 |
3.484 |
3.484 |
3.406 |
|
| R1 |
3.439 |
3.439 |
3.400 |
3.426 |
| PP |
3.412 |
3.412 |
3.412 |
3.406 |
| S1 |
3.367 |
3.367 |
3.386 |
3.354 |
| S2 |
3.340 |
3.340 |
3.380 |
|
| S3 |
3.268 |
3.295 |
3.373 |
|
| S4 |
3.196 |
3.223 |
3.353 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.849 |
3.495 |
|
| R3 |
3.746 |
3.663 |
3.444 |
|
| R2 |
3.560 |
3.560 |
3.427 |
|
| R1 |
3.477 |
3.477 |
3.410 |
3.519 |
| PP |
3.374 |
3.374 |
3.374 |
3.395 |
| S1 |
3.291 |
3.291 |
3.376 |
3.333 |
| S2 |
3.188 |
3.188 |
3.359 |
|
| S3 |
3.002 |
3.105 |
3.342 |
|
| S4 |
2.816 |
2.919 |
3.291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.458 |
3.272 |
0.186 |
5.5% |
0.093 |
2.8% |
65% |
True |
False |
88,337 |
| 10 |
3.458 |
3.154 |
0.304 |
9.0% |
0.098 |
2.9% |
79% |
True |
False |
74,370 |
| 20 |
3.796 |
3.154 |
0.642 |
18.9% |
0.095 |
2.8% |
37% |
False |
False |
55,302 |
| 40 |
3.932 |
3.154 |
0.778 |
22.9% |
0.104 |
3.1% |
31% |
False |
False |
42,230 |
| 60 |
4.373 |
3.154 |
1.219 |
35.9% |
0.103 |
3.0% |
20% |
False |
False |
36,346 |
| 80 |
4.525 |
3.154 |
1.371 |
40.4% |
0.106 |
3.1% |
17% |
False |
False |
33,636 |
| 100 |
4.525 |
3.154 |
1.371 |
40.4% |
0.107 |
3.2% |
17% |
False |
False |
33,411 |
| 120 |
4.525 |
3.154 |
1.371 |
40.4% |
0.104 |
3.1% |
17% |
False |
False |
33,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.764 |
|
2.618 |
3.646 |
|
1.618 |
3.574 |
|
1.000 |
3.530 |
|
0.618 |
3.502 |
|
HIGH |
3.458 |
|
0.618 |
3.430 |
|
0.500 |
3.422 |
|
0.382 |
3.414 |
|
LOW |
3.386 |
|
0.618 |
3.342 |
|
1.000 |
3.314 |
|
1.618 |
3.270 |
|
2.618 |
3.198 |
|
4.250 |
3.080 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.422 |
3.390 |
| PP |
3.412 |
3.387 |
| S1 |
3.403 |
3.385 |
|