NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.489 |
3.572 |
0.083 |
2.4% |
3.407 |
| High |
3.570 |
3.572 |
0.002 |
0.1% |
3.572 |
| Low |
3.453 |
3.506 |
0.053 |
1.5% |
3.406 |
| Close |
3.562 |
3.513 |
-0.049 |
-1.4% |
3.513 |
| Range |
0.117 |
0.066 |
-0.051 |
-43.6% |
0.166 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.2% |
0.000 |
| Volume |
61,104 |
45,515 |
-15,589 |
-25.5% |
431,452 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.728 |
3.687 |
3.549 |
|
| R3 |
3.662 |
3.621 |
3.531 |
|
| R2 |
3.596 |
3.596 |
3.525 |
|
| R1 |
3.555 |
3.555 |
3.519 |
3.543 |
| PP |
3.530 |
3.530 |
3.530 |
3.524 |
| S1 |
3.489 |
3.489 |
3.507 |
3.477 |
| S2 |
3.464 |
3.464 |
3.501 |
|
| S3 |
3.398 |
3.423 |
3.495 |
|
| S4 |
3.332 |
3.357 |
3.477 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.995 |
3.920 |
3.604 |
|
| R3 |
3.829 |
3.754 |
3.559 |
|
| R2 |
3.663 |
3.663 |
3.543 |
|
| R1 |
3.588 |
3.588 |
3.528 |
3.626 |
| PP |
3.497 |
3.497 |
3.497 |
3.516 |
| S1 |
3.422 |
3.422 |
3.498 |
3.460 |
| S2 |
3.331 |
3.331 |
3.483 |
|
| S3 |
3.165 |
3.256 |
3.467 |
|
| S4 |
2.999 |
3.090 |
3.422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.572 |
3.406 |
0.166 |
4.7% |
0.086 |
2.5% |
64% |
True |
False |
86,290 |
| 10 |
3.572 |
3.281 |
0.291 |
8.3% |
0.089 |
2.5% |
80% |
True |
False |
69,564 |
| 20 |
3.864 |
3.281 |
0.583 |
16.6% |
0.088 |
2.5% |
40% |
False |
False |
44,194 |
| 40 |
3.976 |
3.281 |
0.695 |
19.8% |
0.096 |
2.7% |
33% |
False |
False |
29,131 |
| 60 |
4.442 |
3.281 |
1.161 |
33.0% |
0.094 |
2.7% |
20% |
False |
False |
23,023 |
| 80 |
4.594 |
3.281 |
1.313 |
37.4% |
0.097 |
2.8% |
18% |
False |
False |
19,623 |
| 100 |
4.594 |
3.281 |
1.313 |
37.4% |
0.098 |
2.8% |
18% |
False |
False |
17,514 |
| 120 |
4.594 |
3.281 |
1.313 |
37.4% |
0.095 |
2.7% |
18% |
False |
False |
15,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.853 |
|
2.618 |
3.745 |
|
1.618 |
3.679 |
|
1.000 |
3.638 |
|
0.618 |
3.613 |
|
HIGH |
3.572 |
|
0.618 |
3.547 |
|
0.500 |
3.539 |
|
0.382 |
3.531 |
|
LOW |
3.506 |
|
0.618 |
3.465 |
|
1.000 |
3.440 |
|
1.618 |
3.399 |
|
2.618 |
3.333 |
|
4.250 |
3.226 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.539 |
3.510 |
| PP |
3.530 |
3.506 |
| S1 |
3.522 |
3.503 |
|