NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.497 |
3.575 |
0.078 |
2.2% |
3.411 |
| High |
3.587 |
3.591 |
0.004 |
0.1% |
3.591 |
| Low |
3.484 |
3.511 |
0.027 |
0.8% |
3.410 |
| Close |
3.575 |
3.521 |
-0.054 |
-1.5% |
3.521 |
| Range |
0.103 |
0.080 |
-0.023 |
-22.3% |
0.181 |
| ATR |
0.101 |
0.100 |
-0.002 |
-1.5% |
0.000 |
| Volume |
93,181 |
81,387 |
-11,794 |
-12.7% |
376,916 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.781 |
3.731 |
3.565 |
|
| R3 |
3.701 |
3.651 |
3.543 |
|
| R2 |
3.621 |
3.621 |
3.536 |
|
| R1 |
3.571 |
3.571 |
3.528 |
3.556 |
| PP |
3.541 |
3.541 |
3.541 |
3.534 |
| S1 |
3.491 |
3.491 |
3.514 |
3.476 |
| S2 |
3.461 |
3.461 |
3.506 |
|
| S3 |
3.381 |
3.411 |
3.499 |
|
| S4 |
3.301 |
3.331 |
3.477 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
3.967 |
3.621 |
|
| R3 |
3.869 |
3.786 |
3.571 |
|
| R2 |
3.688 |
3.688 |
3.554 |
|
| R1 |
3.605 |
3.605 |
3.538 |
3.647 |
| PP |
3.507 |
3.507 |
3.507 |
3.528 |
| S1 |
3.424 |
3.424 |
3.504 |
3.466 |
| S2 |
3.326 |
3.326 |
3.488 |
|
| S3 |
3.145 |
3.243 |
3.471 |
|
| S4 |
2.964 |
3.062 |
3.421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.591 |
3.410 |
0.181 |
5.1% |
0.094 |
2.7% |
61% |
True |
False |
75,383 |
| 10 |
3.591 |
3.272 |
0.319 |
9.1% |
0.094 |
2.7% |
78% |
True |
False |
81,860 |
| 20 |
3.591 |
3.154 |
0.437 |
12.4% |
0.093 |
2.6% |
84% |
True |
False |
67,137 |
| 40 |
3.844 |
3.154 |
0.690 |
19.6% |
0.101 |
2.9% |
53% |
False |
False |
48,783 |
| 60 |
4.085 |
3.154 |
0.931 |
26.4% |
0.100 |
2.8% |
39% |
False |
False |
40,709 |
| 80 |
4.447 |
3.154 |
1.293 |
36.7% |
0.104 |
2.9% |
28% |
False |
False |
36,875 |
| 100 |
4.525 |
3.154 |
1.371 |
38.9% |
0.107 |
3.0% |
27% |
False |
False |
35,509 |
| 120 |
4.525 |
3.154 |
1.371 |
38.9% |
0.104 |
3.0% |
27% |
False |
False |
35,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.931 |
|
2.618 |
3.800 |
|
1.618 |
3.720 |
|
1.000 |
3.671 |
|
0.618 |
3.640 |
|
HIGH |
3.591 |
|
0.618 |
3.560 |
|
0.500 |
3.551 |
|
0.382 |
3.542 |
|
LOW |
3.511 |
|
0.618 |
3.462 |
|
1.000 |
3.431 |
|
1.618 |
3.382 |
|
2.618 |
3.302 |
|
4.250 |
3.171 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.551 |
3.516 |
| PP |
3.541 |
3.510 |
| S1 |
3.531 |
3.505 |
|