NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.407 |
3.463 |
0.056 |
1.6% |
3.474 |
| High |
3.512 |
3.486 |
-0.026 |
-0.7% |
3.494 |
| Low |
3.406 |
3.428 |
0.022 |
0.6% |
3.281 |
| Close |
3.467 |
3.440 |
-0.027 |
-0.8% |
3.389 |
| Range |
0.106 |
0.058 |
-0.048 |
-45.3% |
0.213 |
| ATR |
0.098 |
0.095 |
-0.003 |
-2.9% |
0.000 |
| Volume |
101,819 |
98,985 |
-2,834 |
-2.8% |
264,195 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.625 |
3.591 |
3.472 |
|
| R3 |
3.567 |
3.533 |
3.456 |
|
| R2 |
3.509 |
3.509 |
3.451 |
|
| R1 |
3.475 |
3.475 |
3.445 |
3.463 |
| PP |
3.451 |
3.451 |
3.451 |
3.446 |
| S1 |
3.417 |
3.417 |
3.435 |
3.405 |
| S2 |
3.393 |
3.393 |
3.429 |
|
| S3 |
3.335 |
3.359 |
3.424 |
|
| S4 |
3.277 |
3.301 |
3.408 |
|
|
| 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% |
69% |
False |
False |
84,881 |
| 10 |
3.591 |
3.281 |
0.310 |
9.0% |
0.084 |
2.5% |
51% |
False |
False |
53,491 |
| 20 |
3.910 |
3.281 |
0.629 |
18.3% |
0.090 |
2.6% |
25% |
False |
False |
35,023 |
| 40 |
4.070 |
3.281 |
0.789 |
22.9% |
0.094 |
2.7% |
20% |
False |
False |
24,116 |
| 60 |
4.442 |
3.281 |
1.161 |
33.8% |
0.093 |
2.7% |
14% |
False |
False |
19,540 |
| 80 |
4.594 |
3.281 |
1.313 |
38.2% |
0.097 |
2.8% |
12% |
False |
False |
17,016 |
| 100 |
4.594 |
3.281 |
1.313 |
38.2% |
0.098 |
2.8% |
12% |
False |
False |
15,398 |
| 120 |
4.594 |
3.281 |
1.313 |
38.2% |
0.094 |
2.7% |
12% |
False |
False |
14,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.733 |
|
2.618 |
3.638 |
|
1.618 |
3.580 |
|
1.000 |
3.544 |
|
0.618 |
3.522 |
|
HIGH |
3.486 |
|
0.618 |
3.464 |
|
0.500 |
3.457 |
|
0.382 |
3.450 |
|
LOW |
3.428 |
|
0.618 |
3.392 |
|
1.000 |
3.370 |
|
1.618 |
3.334 |
|
2.618 |
3.276 |
|
4.250 |
3.182 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.457 |
3.444 |
| PP |
3.451 |
3.443 |
| S1 |
3.446 |
3.441 |
|