NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.580 |
3.624 |
0.044 |
1.2% |
3.550 |
| High |
3.655 |
3.653 |
-0.002 |
-0.1% |
3.655 |
| Low |
3.510 |
3.566 |
0.056 |
1.6% |
3.483 |
| Close |
3.618 |
3.581 |
-0.037 |
-1.0% |
3.581 |
| Range |
0.145 |
0.087 |
-0.058 |
-40.0% |
0.172 |
| ATR |
0.103 |
0.101 |
-0.001 |
-1.1% |
0.000 |
| Volume |
166,099 |
89,209 |
-76,890 |
-46.3% |
509,116 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.861 |
3.808 |
3.629 |
|
| R3 |
3.774 |
3.721 |
3.605 |
|
| R2 |
3.687 |
3.687 |
3.597 |
|
| R1 |
3.634 |
3.634 |
3.589 |
3.617 |
| PP |
3.600 |
3.600 |
3.600 |
3.592 |
| S1 |
3.547 |
3.547 |
3.573 |
3.530 |
| S2 |
3.513 |
3.513 |
3.565 |
|
| S3 |
3.426 |
3.460 |
3.557 |
|
| S4 |
3.339 |
3.373 |
3.533 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.007 |
3.676 |
|
| R3 |
3.917 |
3.835 |
3.628 |
|
| R2 |
3.745 |
3.745 |
3.613 |
|
| R1 |
3.663 |
3.663 |
3.597 |
3.704 |
| PP |
3.573 |
3.573 |
3.573 |
3.594 |
| S1 |
3.491 |
3.491 |
3.565 |
3.532 |
| S2 |
3.401 |
3.401 |
3.549 |
|
| S3 |
3.229 |
3.319 |
3.534 |
|
| S4 |
3.057 |
3.147 |
3.486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.655 |
3.483 |
0.172 |
4.8% |
0.104 |
2.9% |
57% |
False |
False |
101,823 |
| 10 |
3.655 |
3.410 |
0.245 |
6.8% |
0.099 |
2.8% |
70% |
False |
False |
88,603 |
| 20 |
3.655 |
3.154 |
0.501 |
14.0% |
0.098 |
2.7% |
85% |
False |
False |
81,486 |
| 40 |
3.844 |
3.154 |
0.690 |
19.3% |
0.102 |
2.9% |
62% |
False |
False |
57,452 |
| 60 |
4.004 |
3.154 |
0.850 |
23.7% |
0.102 |
2.8% |
50% |
False |
False |
47,505 |
| 80 |
4.373 |
3.154 |
1.219 |
34.0% |
0.102 |
2.8% |
35% |
False |
False |
41,560 |
| 100 |
4.525 |
3.154 |
1.371 |
38.3% |
0.107 |
3.0% |
31% |
False |
False |
38,826 |
| 120 |
4.525 |
3.154 |
1.371 |
38.3% |
0.106 |
2.9% |
31% |
False |
False |
38,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.023 |
|
2.618 |
3.881 |
|
1.618 |
3.794 |
|
1.000 |
3.740 |
|
0.618 |
3.707 |
|
HIGH |
3.653 |
|
0.618 |
3.620 |
|
0.500 |
3.610 |
|
0.382 |
3.599 |
|
LOW |
3.566 |
|
0.618 |
3.512 |
|
1.000 |
3.479 |
|
1.618 |
3.425 |
|
2.618 |
3.338 |
|
4.250 |
3.196 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.610 |
3.583 |
| PP |
3.600 |
3.582 |
| S1 |
3.591 |
3.582 |
|