NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.543 |
3.577 |
0.034 |
1.0% |
3.411 |
| High |
3.585 |
3.628 |
0.043 |
1.2% |
3.591 |
| Low |
3.483 |
3.511 |
0.028 |
0.8% |
3.410 |
| Close |
3.573 |
3.582 |
0.009 |
0.3% |
3.521 |
| Range |
0.102 |
0.117 |
0.015 |
14.7% |
0.181 |
| ATR |
0.098 |
0.099 |
0.001 |
1.4% |
0.000 |
| Volume |
94,498 |
98,022 |
3,524 |
3.7% |
376,916 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.925 |
3.870 |
3.646 |
|
| R3 |
3.808 |
3.753 |
3.614 |
|
| R2 |
3.691 |
3.691 |
3.603 |
|
| R1 |
3.636 |
3.636 |
3.593 |
3.664 |
| PP |
3.574 |
3.574 |
3.574 |
3.587 |
| S1 |
3.519 |
3.519 |
3.571 |
3.547 |
| S2 |
3.457 |
3.457 |
3.561 |
|
| S3 |
3.340 |
3.402 |
3.550 |
|
| S4 |
3.223 |
3.285 |
3.518 |
|
|
| 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 |
3.628 |
3.483 |
0.145 |
4.0% |
0.094 |
2.6% |
68% |
True |
False |
85,675 |
| 10 |
3.628 |
3.329 |
0.299 |
8.3% |
0.095 |
2.7% |
85% |
True |
False |
75,154 |
| 20 |
3.628 |
3.154 |
0.474 |
13.2% |
0.096 |
2.7% |
90% |
True |
False |
72,835 |
| 40 |
3.844 |
3.154 |
0.690 |
19.3% |
0.102 |
2.9% |
62% |
False |
False |
52,499 |
| 60 |
4.044 |
3.154 |
0.890 |
24.8% |
0.101 |
2.8% |
48% |
False |
False |
43,800 |
| 80 |
4.373 |
3.154 |
1.219 |
34.0% |
0.101 |
2.8% |
35% |
False |
False |
38,899 |
| 100 |
4.525 |
3.154 |
1.371 |
38.3% |
0.106 |
3.0% |
31% |
False |
False |
36,879 |
| 120 |
4.525 |
3.154 |
1.371 |
38.3% |
0.105 |
2.9% |
31% |
False |
False |
37,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.125 |
|
2.618 |
3.934 |
|
1.618 |
3.817 |
|
1.000 |
3.745 |
|
0.618 |
3.700 |
|
HIGH |
3.628 |
|
0.618 |
3.583 |
|
0.500 |
3.570 |
|
0.382 |
3.556 |
|
LOW |
3.511 |
|
0.618 |
3.439 |
|
1.000 |
3.394 |
|
1.618 |
3.322 |
|
2.618 |
3.205 |
|
4.250 |
3.014 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.578 |
3.573 |
| PP |
3.574 |
3.564 |
| S1 |
3.570 |
3.556 |
|