NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.456 |
3.489 |
0.033 |
1.0% |
3.474 |
| High |
3.517 |
3.570 |
0.053 |
1.5% |
3.494 |
| Low |
3.433 |
3.453 |
0.020 |
0.6% |
3.281 |
| Close |
3.487 |
3.562 |
0.075 |
2.2% |
3.389 |
| Range |
0.084 |
0.117 |
0.033 |
39.3% |
0.213 |
| ATR |
0.095 |
0.096 |
0.002 |
1.7% |
0.000 |
| Volume |
124,029 |
61,104 |
-62,925 |
-50.7% |
264,195 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.879 |
3.838 |
3.626 |
|
| R3 |
3.762 |
3.721 |
3.594 |
|
| R2 |
3.645 |
3.645 |
3.583 |
|
| R1 |
3.604 |
3.604 |
3.573 |
3.625 |
| PP |
3.528 |
3.528 |
3.528 |
3.539 |
| S1 |
3.487 |
3.487 |
3.551 |
3.508 |
| S2 |
3.411 |
3.411 |
3.541 |
|
| S3 |
3.294 |
3.370 |
3.530 |
|
| S4 |
3.177 |
3.253 |
3.498 |
|
|
| 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 |
3.570 |
3.376 |
0.194 |
5.4% |
0.091 |
2.6% |
96% |
True |
False |
100,100 |
| 10 |
3.570 |
3.281 |
0.289 |
8.1% |
0.089 |
2.5% |
97% |
True |
False |
67,665 |
| 20 |
3.885 |
3.281 |
0.604 |
17.0% |
0.087 |
2.4% |
47% |
False |
False |
43,118 |
| 40 |
4.019 |
3.281 |
0.738 |
20.7% |
0.096 |
2.7% |
38% |
False |
False |
28,144 |
| 60 |
4.442 |
3.281 |
1.161 |
32.6% |
0.093 |
2.6% |
24% |
False |
False |
22,350 |
| 80 |
4.594 |
3.281 |
1.313 |
36.9% |
0.098 |
2.7% |
21% |
False |
False |
19,131 |
| 100 |
4.594 |
3.281 |
1.313 |
36.9% |
0.098 |
2.7% |
21% |
False |
False |
17,106 |
| 120 |
4.594 |
3.281 |
1.313 |
36.9% |
0.095 |
2.7% |
21% |
False |
False |
15,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.067 |
|
2.618 |
3.876 |
|
1.618 |
3.759 |
|
1.000 |
3.687 |
|
0.618 |
3.642 |
|
HIGH |
3.570 |
|
0.618 |
3.525 |
|
0.500 |
3.512 |
|
0.382 |
3.498 |
|
LOW |
3.453 |
|
0.618 |
3.381 |
|
1.000 |
3.336 |
|
1.618 |
3.264 |
|
2.618 |
3.147 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.545 |
3.541 |
| PP |
3.528 |
3.520 |
| S1 |
3.512 |
3.499 |
|