NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.487 |
3.470 |
-0.017 |
-0.5% |
3.281 |
| High |
3.523 |
3.524 |
0.001 |
0.0% |
3.458 |
| Low |
3.459 |
3.418 |
-0.041 |
-1.2% |
3.272 |
| Close |
3.473 |
3.491 |
0.018 |
0.5% |
3.393 |
| Range |
0.064 |
0.106 |
0.042 |
65.6% |
0.186 |
| ATR |
0.101 |
0.101 |
0.000 |
0.4% |
0.000 |
| Volume |
66,832 |
63,366 |
-3,466 |
-5.2% |
441,686 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.749 |
3.549 |
|
| R3 |
3.690 |
3.643 |
3.520 |
|
| R2 |
3.584 |
3.584 |
3.510 |
|
| R1 |
3.537 |
3.537 |
3.501 |
3.561 |
| PP |
3.478 |
3.478 |
3.478 |
3.489 |
| S1 |
3.431 |
3.431 |
3.481 |
3.455 |
| S2 |
3.372 |
3.372 |
3.472 |
|
| S3 |
3.266 |
3.325 |
3.462 |
|
| S4 |
3.160 |
3.219 |
3.433 |
|
|
| 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 |
3.329 |
0.196 |
5.6% |
0.097 |
2.8% |
83% |
False |
False |
64,634 |
| 10 |
3.525 |
3.154 |
0.371 |
10.6% |
0.106 |
3.0% |
91% |
False |
False |
84,159 |
| 20 |
3.771 |
3.154 |
0.617 |
17.7% |
0.095 |
2.7% |
55% |
False |
False |
61,205 |
| 40 |
3.844 |
3.154 |
0.690 |
19.8% |
0.103 |
3.0% |
49% |
False |
False |
45,729 |
| 60 |
4.251 |
3.154 |
1.097 |
31.4% |
0.101 |
2.9% |
31% |
False |
False |
38,639 |
| 80 |
4.525 |
3.154 |
1.371 |
39.3% |
0.104 |
3.0% |
25% |
False |
False |
35,231 |
| 100 |
4.525 |
3.154 |
1.371 |
39.3% |
0.107 |
3.1% |
25% |
False |
False |
34,391 |
| 120 |
4.525 |
3.154 |
1.371 |
39.3% |
0.104 |
3.0% |
25% |
False |
False |
34,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.975 |
|
2.618 |
3.802 |
|
1.618 |
3.696 |
|
1.000 |
3.630 |
|
0.618 |
3.590 |
|
HIGH |
3.524 |
|
0.618 |
3.484 |
|
0.500 |
3.471 |
|
0.382 |
3.458 |
|
LOW |
3.418 |
|
0.618 |
3.352 |
|
1.000 |
3.312 |
|
1.618 |
3.246 |
|
2.618 |
3.140 |
|
4.250 |
2.968 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.484 |
3.483 |
| PP |
3.478 |
3.475 |
| S1 |
3.471 |
3.468 |
|