NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.580 |
3.626 |
0.046 |
1.3% |
3.407 |
| High |
3.650 |
3.705 |
0.055 |
1.5% |
3.572 |
| Low |
3.547 |
3.610 |
0.063 |
1.8% |
3.406 |
| Close |
3.618 |
3.696 |
0.078 |
2.2% |
3.513 |
| Range |
0.103 |
0.095 |
-0.008 |
-7.8% |
0.166 |
| ATR |
0.094 |
0.094 |
0.000 |
0.1% |
0.000 |
| Volume |
50,582 |
34,029 |
-16,553 |
-32.7% |
431,452 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.955 |
3.921 |
3.748 |
|
| R3 |
3.860 |
3.826 |
3.722 |
|
| R2 |
3.765 |
3.765 |
3.713 |
|
| R1 |
3.731 |
3.731 |
3.705 |
3.748 |
| PP |
3.670 |
3.670 |
3.670 |
3.679 |
| S1 |
3.636 |
3.636 |
3.687 |
3.653 |
| S2 |
3.575 |
3.575 |
3.679 |
|
| S3 |
3.480 |
3.541 |
3.670 |
|
| S4 |
3.385 |
3.446 |
3.644 |
|
|
| 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 |
3.705 |
3.506 |
0.199 |
5.4% |
0.088 |
2.4% |
95% |
True |
False |
39,391 |
| 10 |
3.705 |
3.376 |
0.329 |
8.9% |
0.090 |
2.4% |
97% |
True |
False |
69,745 |
| 20 |
3.742 |
3.281 |
0.461 |
12.5% |
0.087 |
2.3% |
90% |
False |
False |
49,399 |
| 40 |
3.910 |
3.281 |
0.629 |
17.0% |
0.097 |
2.6% |
66% |
False |
False |
31,982 |
| 60 |
4.280 |
3.281 |
0.999 |
27.0% |
0.093 |
2.5% |
42% |
False |
False |
25,077 |
| 80 |
4.594 |
3.281 |
1.313 |
35.5% |
0.096 |
2.6% |
32% |
False |
False |
21,017 |
| 100 |
4.594 |
3.281 |
1.313 |
35.5% |
0.098 |
2.6% |
32% |
False |
False |
18,722 |
| 120 |
4.594 |
3.281 |
1.313 |
35.5% |
0.095 |
2.6% |
32% |
False |
False |
16,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.109 |
|
2.618 |
3.954 |
|
1.618 |
3.859 |
|
1.000 |
3.800 |
|
0.618 |
3.764 |
|
HIGH |
3.705 |
|
0.618 |
3.669 |
|
0.500 |
3.658 |
|
0.382 |
3.646 |
|
LOW |
3.610 |
|
0.618 |
3.551 |
|
1.000 |
3.515 |
|
1.618 |
3.456 |
|
2.618 |
3.361 |
|
4.250 |
3.206 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.683 |
3.673 |
| PP |
3.670 |
3.649 |
| S1 |
3.658 |
3.626 |
|