NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.521 |
3.617 |
0.096 |
2.7% |
3.407 |
| High |
3.638 |
3.644 |
0.006 |
0.2% |
3.572 |
| Low |
3.521 |
3.584 |
0.063 |
1.8% |
3.406 |
| Close |
3.608 |
3.601 |
-0.007 |
-0.2% |
3.513 |
| Range |
0.117 |
0.060 |
-0.057 |
-48.7% |
0.166 |
| ATR |
0.096 |
0.094 |
-0.003 |
-2.7% |
0.000 |
| Volume |
20,586 |
46,243 |
25,657 |
124.6% |
431,452 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.790 |
3.755 |
3.634 |
|
| R3 |
3.730 |
3.695 |
3.618 |
|
| R2 |
3.670 |
3.670 |
3.612 |
|
| R1 |
3.635 |
3.635 |
3.607 |
3.623 |
| PP |
3.610 |
3.610 |
3.610 |
3.603 |
| S1 |
3.575 |
3.575 |
3.596 |
3.563 |
| S2 |
3.550 |
3.550 |
3.590 |
|
| S3 |
3.490 |
3.515 |
3.585 |
|
| S4 |
3.430 |
3.455 |
3.568 |
|
|
| 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 |
3.644 |
3.433 |
0.211 |
5.9% |
0.089 |
2.5% |
80% |
True |
False |
59,495 |
| 10 |
3.644 |
3.281 |
0.363 |
10.1% |
0.096 |
2.7% |
88% |
True |
False |
72,188 |
| 20 |
3.864 |
3.281 |
0.583 |
16.2% |
0.086 |
2.4% |
55% |
False |
False |
46,261 |
| 40 |
3.910 |
3.281 |
0.629 |
17.5% |
0.096 |
2.7% |
51% |
False |
False |
30,400 |
| 60 |
4.442 |
3.281 |
1.161 |
32.2% |
0.094 |
2.6% |
28% |
False |
False |
23,892 |
| 80 |
4.594 |
3.281 |
1.313 |
36.5% |
0.096 |
2.7% |
24% |
False |
False |
20,226 |
| 100 |
4.594 |
3.281 |
1.313 |
36.5% |
0.097 |
2.7% |
24% |
False |
False |
18,034 |
| 120 |
4.594 |
3.281 |
1.313 |
36.5% |
0.094 |
2.6% |
24% |
False |
False |
16,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.899 |
|
2.618 |
3.801 |
|
1.618 |
3.741 |
|
1.000 |
3.704 |
|
0.618 |
3.681 |
|
HIGH |
3.644 |
|
0.618 |
3.621 |
|
0.500 |
3.614 |
|
0.382 |
3.607 |
|
LOW |
3.584 |
|
0.618 |
3.547 |
|
1.000 |
3.524 |
|
1.618 |
3.487 |
|
2.618 |
3.427 |
|
4.250 |
3.329 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.614 |
3.592 |
| PP |
3.610 |
3.584 |
| S1 |
3.605 |
3.575 |
|