NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.463 |
3.456 |
-0.007 |
-0.2% |
3.474 |
| High |
3.486 |
3.517 |
0.031 |
0.9% |
3.494 |
| Low |
3.428 |
3.433 |
0.005 |
0.1% |
3.281 |
| Close |
3.440 |
3.487 |
0.047 |
1.4% |
3.389 |
| Range |
0.058 |
0.084 |
0.026 |
44.8% |
0.213 |
| ATR |
0.095 |
0.095 |
-0.001 |
-0.9% |
0.000 |
| Volume |
98,985 |
124,029 |
25,044 |
25.3% |
264,195 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.731 |
3.693 |
3.533 |
|
| R3 |
3.647 |
3.609 |
3.510 |
|
| R2 |
3.563 |
3.563 |
3.502 |
|
| R1 |
3.525 |
3.525 |
3.495 |
3.544 |
| PP |
3.479 |
3.479 |
3.479 |
3.489 |
| S1 |
3.441 |
3.441 |
3.479 |
3.460 |
| S2 |
3.395 |
3.395 |
3.472 |
|
| S3 |
3.311 |
3.357 |
3.464 |
|
| S4 |
3.227 |
3.273 |
3.441 |
|
|
| 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 |
3.517 |
3.281 |
0.236 |
6.8% |
0.105 |
3.0% |
87% |
True |
False |
105,390 |
| 10 |
3.582 |
3.281 |
0.301 |
8.6% |
0.088 |
2.5% |
68% |
False |
False |
63,550 |
| 20 |
3.910 |
3.281 |
0.629 |
18.0% |
0.091 |
2.6% |
33% |
False |
False |
40,551 |
| 40 |
4.070 |
3.281 |
0.789 |
22.6% |
0.094 |
2.7% |
26% |
False |
False |
26,878 |
| 60 |
4.442 |
3.281 |
1.161 |
33.3% |
0.093 |
2.7% |
18% |
False |
False |
21,449 |
| 80 |
4.594 |
3.281 |
1.313 |
37.7% |
0.097 |
2.8% |
16% |
False |
False |
18,450 |
| 100 |
4.594 |
3.281 |
1.313 |
37.7% |
0.098 |
2.8% |
16% |
False |
False |
16,541 |
| 120 |
4.594 |
3.281 |
1.313 |
37.7% |
0.094 |
2.7% |
16% |
False |
False |
15,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.874 |
|
2.618 |
3.737 |
|
1.618 |
3.653 |
|
1.000 |
3.601 |
|
0.618 |
3.569 |
|
HIGH |
3.517 |
|
0.618 |
3.485 |
|
0.500 |
3.475 |
|
0.382 |
3.465 |
|
LOW |
3.433 |
|
0.618 |
3.381 |
|
1.000 |
3.349 |
|
1.618 |
3.297 |
|
2.618 |
3.213 |
|
4.250 |
3.076 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.483 |
3.479 |
| PP |
3.479 |
3.470 |
| S1 |
3.475 |
3.462 |
|