NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.572 |
3.521 |
-0.051 |
-1.4% |
3.407 |
| High |
3.572 |
3.638 |
0.066 |
1.8% |
3.572 |
| Low |
3.506 |
3.521 |
0.015 |
0.4% |
3.406 |
| Close |
3.513 |
3.608 |
0.095 |
2.7% |
3.513 |
| Range |
0.066 |
0.117 |
0.051 |
77.3% |
0.166 |
| ATR |
0.094 |
0.096 |
0.002 |
2.4% |
0.000 |
| Volume |
45,515 |
20,586 |
-24,929 |
-54.8% |
431,452 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.891 |
3.672 |
|
| R3 |
3.823 |
3.774 |
3.640 |
|
| R2 |
3.706 |
3.706 |
3.629 |
|
| R1 |
3.657 |
3.657 |
3.619 |
3.682 |
| PP |
3.589 |
3.589 |
3.589 |
3.601 |
| S1 |
3.540 |
3.540 |
3.597 |
3.565 |
| S2 |
3.472 |
3.472 |
3.587 |
|
| S3 |
3.355 |
3.423 |
3.576 |
|
| S4 |
3.238 |
3.306 |
3.544 |
|
|
| 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 |
3.638 |
3.428 |
0.210 |
5.8% |
0.088 |
2.5% |
86% |
True |
False |
70,043 |
| 10 |
3.638 |
3.281 |
0.357 |
9.9% |
0.096 |
2.6% |
92% |
True |
False |
69,831 |
| 20 |
3.864 |
3.281 |
0.583 |
16.2% |
0.088 |
2.4% |
56% |
False |
False |
44,664 |
| 40 |
3.923 |
3.281 |
0.642 |
17.8% |
0.096 |
2.7% |
51% |
False |
False |
29,447 |
| 60 |
4.442 |
3.281 |
1.161 |
32.2% |
0.094 |
2.6% |
28% |
False |
False |
23,265 |
| 80 |
4.594 |
3.281 |
1.313 |
36.4% |
0.097 |
2.7% |
25% |
False |
False |
19,767 |
| 100 |
4.594 |
3.281 |
1.313 |
36.4% |
0.098 |
2.7% |
25% |
False |
False |
17,673 |
| 120 |
4.594 |
3.281 |
1.313 |
36.4% |
0.095 |
2.6% |
25% |
False |
False |
16,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.135 |
|
2.618 |
3.944 |
|
1.618 |
3.827 |
|
1.000 |
3.755 |
|
0.618 |
3.710 |
|
HIGH |
3.638 |
|
0.618 |
3.593 |
|
0.500 |
3.580 |
|
0.382 |
3.566 |
|
LOW |
3.521 |
|
0.618 |
3.449 |
|
1.000 |
3.404 |
|
1.618 |
3.332 |
|
2.618 |
3.215 |
|
4.250 |
3.024 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.599 |
3.587 |
| PP |
3.589 |
3.566 |
| S1 |
3.580 |
3.546 |
|