NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.462 |
3.407 |
-0.055 |
-1.6% |
3.474 |
| High |
3.468 |
3.512 |
0.044 |
1.3% |
3.494 |
| Low |
3.376 |
3.406 |
0.030 |
0.9% |
3.281 |
| Close |
3.389 |
3.467 |
0.078 |
2.3% |
3.389 |
| Range |
0.092 |
0.106 |
0.014 |
15.2% |
0.213 |
| ATR |
0.096 |
0.098 |
0.002 |
2.0% |
0.000 |
| Volume |
114,565 |
101,819 |
-12,746 |
-11.1% |
264,195 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.780 |
3.729 |
3.525 |
|
| R3 |
3.674 |
3.623 |
3.496 |
|
| R2 |
3.568 |
3.568 |
3.486 |
|
| R1 |
3.517 |
3.517 |
3.477 |
3.543 |
| PP |
3.462 |
3.462 |
3.462 |
3.474 |
| S1 |
3.411 |
3.411 |
3.457 |
3.437 |
| S2 |
3.356 |
3.356 |
3.448 |
|
| S3 |
3.250 |
3.305 |
3.438 |
|
| S4 |
3.144 |
3.199 |
3.409 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.921 |
3.506 |
|
| R3 |
3.814 |
3.708 |
3.448 |
|
| R2 |
3.601 |
3.601 |
3.428 |
|
| R1 |
3.495 |
3.495 |
3.409 |
3.442 |
| PP |
3.388 |
3.388 |
3.388 |
3.361 |
| S1 |
3.282 |
3.282 |
3.369 |
3.229 |
| S2 |
3.175 |
3.175 |
3.350 |
|
| S3 |
2.962 |
3.069 |
3.330 |
|
| S4 |
2.749 |
2.856 |
3.272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.512 |
3.281 |
0.231 |
6.7% |
0.103 |
3.0% |
81% |
True |
False |
69,620 |
| 10 |
3.605 |
3.281 |
0.324 |
9.3% |
0.085 |
2.5% |
57% |
False |
False |
46,750 |
| 20 |
3.910 |
3.281 |
0.629 |
18.1% |
0.092 |
2.7% |
30% |
False |
False |
30,715 |
| 40 |
4.070 |
3.281 |
0.789 |
22.8% |
0.096 |
2.8% |
24% |
False |
False |
21,892 |
| 60 |
4.442 |
3.281 |
1.161 |
33.5% |
0.094 |
2.7% |
16% |
False |
False |
18,056 |
| 80 |
4.594 |
3.281 |
1.313 |
37.9% |
0.097 |
2.8% |
14% |
False |
False |
15,998 |
| 100 |
4.594 |
3.281 |
1.313 |
37.9% |
0.098 |
2.8% |
14% |
False |
False |
14,468 |
| 120 |
4.594 |
3.281 |
1.313 |
37.9% |
0.094 |
2.7% |
14% |
False |
False |
13,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.963 |
|
2.618 |
3.790 |
|
1.618 |
3.684 |
|
1.000 |
3.618 |
|
0.618 |
3.578 |
|
HIGH |
3.512 |
|
0.618 |
3.472 |
|
0.500 |
3.459 |
|
0.382 |
3.446 |
|
LOW |
3.406 |
|
0.618 |
3.340 |
|
1.000 |
3.300 |
|
1.618 |
3.234 |
|
2.618 |
3.128 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.464 |
3.444 |
| PP |
3.462 |
3.420 |
| S1 |
3.459 |
3.397 |
|