NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.624 |
3.601 |
-0.023 |
-0.6% |
3.550 |
| High |
3.653 |
3.689 |
0.036 |
1.0% |
3.655 |
| Low |
3.566 |
3.601 |
0.035 |
1.0% |
3.483 |
| Close |
3.581 |
3.666 |
0.085 |
2.4% |
3.581 |
| Range |
0.087 |
0.088 |
0.001 |
1.1% |
0.172 |
| ATR |
0.101 |
0.102 |
0.000 |
0.5% |
0.000 |
| Volume |
89,209 |
124,206 |
34,997 |
39.2% |
509,116 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.916 |
3.879 |
3.714 |
|
| R3 |
3.828 |
3.791 |
3.690 |
|
| R2 |
3.740 |
3.740 |
3.682 |
|
| R1 |
3.703 |
3.703 |
3.674 |
3.722 |
| PP |
3.652 |
3.652 |
3.652 |
3.661 |
| S1 |
3.615 |
3.615 |
3.658 |
3.634 |
| S2 |
3.564 |
3.564 |
3.650 |
|
| S3 |
3.476 |
3.527 |
3.642 |
|
| S4 |
3.388 |
3.439 |
3.618 |
|
|
| 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 |
3.689 |
3.483 |
0.206 |
5.6% |
0.108 |
2.9% |
89% |
True |
False |
114,406 |
| 10 |
3.689 |
3.418 |
0.271 |
7.4% |
0.096 |
2.6% |
92% |
True |
False |
93,808 |
| 20 |
3.689 |
3.154 |
0.535 |
14.6% |
0.099 |
2.7% |
96% |
True |
False |
86,233 |
| 40 |
3.844 |
3.154 |
0.690 |
18.8% |
0.101 |
2.7% |
74% |
False |
False |
60,005 |
| 60 |
4.004 |
3.154 |
0.850 |
23.2% |
0.102 |
2.8% |
60% |
False |
False |
48,981 |
| 80 |
4.373 |
3.154 |
1.219 |
33.3% |
0.102 |
2.8% |
42% |
False |
False |
42,799 |
| 100 |
4.525 |
3.154 |
1.371 |
37.4% |
0.106 |
2.9% |
37% |
False |
False |
39,746 |
| 120 |
4.525 |
3.154 |
1.371 |
37.4% |
0.106 |
2.9% |
37% |
False |
False |
39,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.063 |
|
2.618 |
3.919 |
|
1.618 |
3.831 |
|
1.000 |
3.777 |
|
0.618 |
3.743 |
|
HIGH |
3.689 |
|
0.618 |
3.655 |
|
0.500 |
3.645 |
|
0.382 |
3.635 |
|
LOW |
3.601 |
|
0.618 |
3.547 |
|
1.000 |
3.513 |
|
1.618 |
3.459 |
|
2.618 |
3.371 |
|
4.250 |
3.227 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.659 |
3.644 |
| PP |
3.652 |
3.622 |
| S1 |
3.645 |
3.600 |
|