NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.411 |
3.487 |
0.076 |
2.2% |
3.281 |
| High |
3.525 |
3.523 |
-0.002 |
-0.1% |
3.458 |
| Low |
3.410 |
3.459 |
0.049 |
1.4% |
3.272 |
| Close |
3.487 |
3.473 |
-0.014 |
-0.4% |
3.393 |
| Range |
0.115 |
0.064 |
-0.051 |
-44.3% |
0.186 |
| ATR |
0.104 |
0.101 |
-0.003 |
-2.7% |
0.000 |
| Volume |
72,150 |
66,832 |
-5,318 |
-7.4% |
441,686 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.677 |
3.639 |
3.508 |
|
| R3 |
3.613 |
3.575 |
3.491 |
|
| R2 |
3.549 |
3.549 |
3.485 |
|
| R1 |
3.511 |
3.511 |
3.479 |
3.498 |
| PP |
3.485 |
3.485 |
3.485 |
3.479 |
| S1 |
3.447 |
3.447 |
3.467 |
3.434 |
| S2 |
3.421 |
3.421 |
3.461 |
|
| S3 |
3.357 |
3.383 |
3.455 |
|
| S4 |
3.293 |
3.319 |
3.438 |
|
|
| 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 |
3.525 |
3.311 |
0.214 |
6.2% |
0.093 |
2.7% |
76% |
False |
False |
71,410 |
| 10 |
3.525 |
3.154 |
0.371 |
10.7% |
0.104 |
3.0% |
86% |
False |
False |
81,730 |
| 20 |
3.796 |
3.154 |
0.642 |
18.5% |
0.094 |
2.7% |
50% |
False |
False |
59,249 |
| 40 |
3.844 |
3.154 |
0.690 |
19.9% |
0.103 |
3.0% |
46% |
False |
False |
44,690 |
| 60 |
4.373 |
3.154 |
1.219 |
35.1% |
0.103 |
3.0% |
26% |
False |
False |
37,855 |
| 80 |
4.525 |
3.154 |
1.371 |
39.5% |
0.105 |
3.0% |
23% |
False |
False |
34,810 |
| 100 |
4.525 |
3.154 |
1.371 |
39.5% |
0.107 |
3.1% |
23% |
False |
False |
34,128 |
| 120 |
4.525 |
3.154 |
1.371 |
39.5% |
0.104 |
3.0% |
23% |
False |
False |
34,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.795 |
|
2.618 |
3.691 |
|
1.618 |
3.627 |
|
1.000 |
3.587 |
|
0.618 |
3.563 |
|
HIGH |
3.523 |
|
0.618 |
3.499 |
|
0.500 |
3.491 |
|
0.382 |
3.483 |
|
LOW |
3.459 |
|
0.618 |
3.419 |
|
1.000 |
3.395 |
|
1.618 |
3.355 |
|
2.618 |
3.291 |
|
4.250 |
3.187 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.491 |
3.467 |
| PP |
3.485 |
3.461 |
| S1 |
3.479 |
3.456 |
|