NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.550 |
-0.025 |
-0.7% |
3.411 |
| High |
3.591 |
3.583 |
-0.008 |
-0.2% |
3.591 |
| Low |
3.511 |
3.514 |
0.003 |
0.1% |
3.410 |
| Close |
3.521 |
3.553 |
0.032 |
0.9% |
3.521 |
| Range |
0.080 |
0.069 |
-0.011 |
-13.8% |
0.181 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.2% |
0.000 |
| Volume |
81,387 |
61,288 |
-20,099 |
-24.7% |
376,916 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.757 |
3.724 |
3.591 |
|
| R3 |
3.688 |
3.655 |
3.572 |
|
| R2 |
3.619 |
3.619 |
3.566 |
|
| R1 |
3.586 |
3.586 |
3.559 |
3.603 |
| PP |
3.550 |
3.550 |
3.550 |
3.558 |
| S1 |
3.517 |
3.517 |
3.547 |
3.534 |
| S2 |
3.481 |
3.481 |
3.540 |
|
| S3 |
3.412 |
3.448 |
3.534 |
|
| S4 |
3.343 |
3.379 |
3.515 |
|
|
| 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 |
3.418 |
0.173 |
4.9% |
0.084 |
2.4% |
78% |
False |
False |
73,210 |
| 10 |
3.591 |
3.288 |
0.303 |
8.5% |
0.089 |
2.5% |
87% |
False |
False |
78,014 |
| 20 |
3.591 |
3.154 |
0.437 |
12.3% |
0.091 |
2.6% |
91% |
False |
False |
68,472 |
| 40 |
3.844 |
3.154 |
0.690 |
19.4% |
0.101 |
2.8% |
58% |
False |
False |
49,190 |
| 60 |
4.056 |
3.154 |
0.902 |
25.4% |
0.100 |
2.8% |
44% |
False |
False |
41,247 |
| 80 |
4.373 |
3.154 |
1.219 |
34.3% |
0.101 |
2.8% |
33% |
False |
False |
37,269 |
| 100 |
4.525 |
3.154 |
1.371 |
38.6% |
0.107 |
3.0% |
29% |
False |
False |
35,865 |
| 120 |
4.525 |
3.154 |
1.371 |
38.6% |
0.104 |
2.9% |
29% |
False |
False |
36,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.876 |
|
2.618 |
3.764 |
|
1.618 |
3.695 |
|
1.000 |
3.652 |
|
0.618 |
3.626 |
|
HIGH |
3.583 |
|
0.618 |
3.557 |
|
0.500 |
3.549 |
|
0.382 |
3.540 |
|
LOW |
3.514 |
|
0.618 |
3.471 |
|
1.000 |
3.445 |
|
1.618 |
3.402 |
|
2.618 |
3.333 |
|
4.250 |
3.221 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.552 |
3.548 |
| PP |
3.550 |
3.543 |
| S1 |
3.549 |
3.538 |
|