NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.626 |
3.698 |
0.072 |
2.0% |
3.521 |
| High |
3.705 |
3.708 |
0.003 |
0.1% |
3.708 |
| Low |
3.610 |
3.633 |
0.023 |
0.6% |
3.521 |
| Close |
3.696 |
3.643 |
-0.053 |
-1.4% |
3.643 |
| Range |
0.095 |
0.075 |
-0.020 |
-21.1% |
0.187 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.5% |
0.000 |
| Volume |
34,029 |
45,056 |
11,027 |
32.4% |
196,496 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.886 |
3.840 |
3.684 |
|
| R3 |
3.811 |
3.765 |
3.664 |
|
| R2 |
3.736 |
3.736 |
3.657 |
|
| R1 |
3.690 |
3.690 |
3.650 |
3.676 |
| PP |
3.661 |
3.661 |
3.661 |
3.654 |
| S1 |
3.615 |
3.615 |
3.636 |
3.601 |
| S2 |
3.586 |
3.586 |
3.629 |
|
| S3 |
3.511 |
3.540 |
3.622 |
|
| S4 |
3.436 |
3.465 |
3.602 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.185 |
4.101 |
3.746 |
|
| R3 |
3.998 |
3.914 |
3.694 |
|
| R2 |
3.811 |
3.811 |
3.677 |
|
| R1 |
3.727 |
3.727 |
3.660 |
3.769 |
| PP |
3.624 |
3.624 |
3.624 |
3.645 |
| S1 |
3.540 |
3.540 |
3.626 |
3.582 |
| S2 |
3.437 |
3.437 |
3.609 |
|
| S3 |
3.250 |
3.353 |
3.592 |
|
| S4 |
3.063 |
3.166 |
3.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.708 |
3.521 |
0.187 |
5.1% |
0.090 |
2.5% |
65% |
True |
False |
39,299 |
| 10 |
3.708 |
3.406 |
0.302 |
8.3% |
0.088 |
2.4% |
78% |
True |
False |
62,794 |
| 20 |
3.708 |
3.281 |
0.427 |
11.7% |
0.086 |
2.4% |
85% |
True |
False |
50,663 |
| 40 |
3.910 |
3.281 |
0.629 |
17.3% |
0.094 |
2.6% |
58% |
False |
False |
32,882 |
| 60 |
4.155 |
3.281 |
0.874 |
24.0% |
0.091 |
2.5% |
41% |
False |
False |
25,681 |
| 80 |
4.510 |
3.281 |
1.229 |
33.7% |
0.095 |
2.6% |
29% |
False |
False |
21,465 |
| 100 |
4.594 |
3.281 |
1.313 |
36.0% |
0.098 |
2.7% |
28% |
False |
False |
19,102 |
| 120 |
4.594 |
3.281 |
1.313 |
36.0% |
0.095 |
2.6% |
28% |
False |
False |
17,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.027 |
|
2.618 |
3.904 |
|
1.618 |
3.829 |
|
1.000 |
3.783 |
|
0.618 |
3.754 |
|
HIGH |
3.708 |
|
0.618 |
3.679 |
|
0.500 |
3.671 |
|
0.382 |
3.662 |
|
LOW |
3.633 |
|
0.618 |
3.587 |
|
1.000 |
3.558 |
|
1.618 |
3.512 |
|
2.618 |
3.437 |
|
4.250 |
3.314 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.671 |
3.638 |
| PP |
3.661 |
3.633 |
| S1 |
3.652 |
3.628 |
|