NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.601 |
3.674 |
0.073 |
2.0% |
3.550 |
| High |
3.689 |
3.699 |
0.010 |
0.3% |
3.655 |
| Low |
3.601 |
3.640 |
0.039 |
1.1% |
3.483 |
| Close |
3.666 |
3.683 |
0.017 |
0.5% |
3.581 |
| Range |
0.088 |
0.059 |
-0.029 |
-33.0% |
0.172 |
| ATR |
0.102 |
0.099 |
-0.003 |
-3.0% |
0.000 |
| Volume |
124,206 |
111,744 |
-12,462 |
-10.0% |
509,116 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.826 |
3.715 |
|
| R3 |
3.792 |
3.767 |
3.699 |
|
| R2 |
3.733 |
3.733 |
3.694 |
|
| R1 |
3.708 |
3.708 |
3.688 |
3.721 |
| PP |
3.674 |
3.674 |
3.674 |
3.680 |
| S1 |
3.649 |
3.649 |
3.678 |
3.662 |
| S2 |
3.615 |
3.615 |
3.672 |
|
| S3 |
3.556 |
3.590 |
3.667 |
|
| S4 |
3.497 |
3.531 |
3.651 |
|
|
| 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 |
3.699 |
3.510 |
0.189 |
5.1% |
0.099 |
2.7% |
92% |
True |
False |
117,856 |
| 10 |
3.699 |
3.418 |
0.281 |
7.6% |
0.096 |
2.6% |
94% |
True |
False |
98,300 |
| 20 |
3.699 |
3.154 |
0.545 |
14.8% |
0.100 |
2.7% |
97% |
True |
False |
90,015 |
| 40 |
3.844 |
3.154 |
0.690 |
18.7% |
0.099 |
2.7% |
77% |
False |
False |
62,215 |
| 60 |
4.004 |
3.154 |
0.850 |
23.1% |
0.102 |
2.8% |
62% |
False |
False |
50,239 |
| 80 |
4.373 |
3.154 |
1.219 |
33.1% |
0.101 |
2.7% |
43% |
False |
False |
43,774 |
| 100 |
4.525 |
3.154 |
1.371 |
37.2% |
0.106 |
2.9% |
39% |
False |
False |
40,455 |
| 120 |
4.525 |
3.154 |
1.371 |
37.2% |
0.105 |
2.9% |
39% |
False |
False |
40,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.950 |
|
2.618 |
3.853 |
|
1.618 |
3.794 |
|
1.000 |
3.758 |
|
0.618 |
3.735 |
|
HIGH |
3.699 |
|
0.618 |
3.676 |
|
0.500 |
3.670 |
|
0.382 |
3.663 |
|
LOW |
3.640 |
|
0.618 |
3.604 |
|
1.000 |
3.581 |
|
1.618 |
3.545 |
|
2.618 |
3.486 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.679 |
3.666 |
| PP |
3.674 |
3.649 |
| S1 |
3.670 |
3.633 |
|