NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.497 |
0.027 |
0.8% |
3.281 |
| High |
3.524 |
3.587 |
0.063 |
1.8% |
3.458 |
| Low |
3.418 |
3.484 |
0.066 |
1.9% |
3.272 |
| Close |
3.491 |
3.575 |
0.084 |
2.4% |
3.393 |
| Range |
0.106 |
0.103 |
-0.003 |
-2.8% |
0.186 |
| ATR |
0.101 |
0.101 |
0.000 |
0.1% |
0.000 |
| Volume |
63,366 |
93,181 |
29,815 |
47.1% |
441,686 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.858 |
3.819 |
3.632 |
|
| R3 |
3.755 |
3.716 |
3.603 |
|
| R2 |
3.652 |
3.652 |
3.594 |
|
| R1 |
3.613 |
3.613 |
3.584 |
3.633 |
| PP |
3.549 |
3.549 |
3.549 |
3.558 |
| S1 |
3.510 |
3.510 |
3.566 |
3.530 |
| S2 |
3.446 |
3.446 |
3.556 |
|
| S3 |
3.343 |
3.407 |
3.547 |
|
| S4 |
3.240 |
3.304 |
3.518 |
|
|
| 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 |
3.587 |
3.386 |
0.201 |
5.6% |
0.092 |
2.6% |
94% |
True |
False |
68,527 |
| 10 |
3.587 |
3.242 |
0.345 |
9.7% |
0.096 |
2.7% |
97% |
True |
False |
84,153 |
| 20 |
3.667 |
3.154 |
0.513 |
14.3% |
0.094 |
2.6% |
82% |
False |
False |
64,990 |
| 40 |
3.844 |
3.154 |
0.690 |
19.3% |
0.104 |
2.9% |
61% |
False |
False |
47,274 |
| 60 |
4.204 |
3.154 |
1.050 |
29.4% |
0.101 |
2.8% |
40% |
False |
False |
39,778 |
| 80 |
4.525 |
3.154 |
1.371 |
38.3% |
0.104 |
2.9% |
31% |
False |
False |
36,135 |
| 100 |
4.525 |
3.154 |
1.371 |
38.3% |
0.107 |
3.0% |
31% |
False |
False |
34,995 |
| 120 |
4.525 |
3.154 |
1.371 |
38.3% |
0.104 |
2.9% |
31% |
False |
False |
35,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.025 |
|
2.618 |
3.857 |
|
1.618 |
3.754 |
|
1.000 |
3.690 |
|
0.618 |
3.651 |
|
HIGH |
3.587 |
|
0.618 |
3.548 |
|
0.500 |
3.536 |
|
0.382 |
3.523 |
|
LOW |
3.484 |
|
0.618 |
3.420 |
|
1.000 |
3.381 |
|
1.618 |
3.317 |
|
2.618 |
3.214 |
|
4.250 |
3.046 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.562 |
3.551 |
| PP |
3.549 |
3.527 |
| S1 |
3.536 |
3.503 |
|