NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.698 |
3.688 |
-0.010 |
-0.3% |
3.521 |
| High |
3.708 |
3.699 |
-0.009 |
-0.2% |
3.708 |
| Low |
3.633 |
3.635 |
0.002 |
0.1% |
3.521 |
| Close |
3.643 |
3.668 |
0.025 |
0.7% |
3.643 |
| Range |
0.075 |
0.064 |
-0.011 |
-14.7% |
0.187 |
| ATR |
0.093 |
0.091 |
-0.002 |
-2.2% |
0.000 |
| Volume |
45,056 |
20,652 |
-24,404 |
-54.2% |
196,496 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.859 |
3.828 |
3.703 |
|
| R3 |
3.795 |
3.764 |
3.686 |
|
| R2 |
3.731 |
3.731 |
3.680 |
|
| R1 |
3.700 |
3.700 |
3.674 |
3.684 |
| PP |
3.667 |
3.667 |
3.667 |
3.659 |
| S1 |
3.636 |
3.636 |
3.662 |
3.620 |
| S2 |
3.603 |
3.603 |
3.656 |
|
| S3 |
3.539 |
3.572 |
3.650 |
|
| S4 |
3.475 |
3.508 |
3.633 |
|
|
| 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 |
3.547 |
0.161 |
4.4% |
0.079 |
2.2% |
75% |
False |
False |
39,312 |
| 10 |
3.708 |
3.428 |
0.280 |
7.6% |
0.084 |
2.3% |
86% |
False |
False |
54,678 |
| 20 |
3.708 |
3.281 |
0.427 |
11.6% |
0.084 |
2.3% |
91% |
False |
False |
50,714 |
| 40 |
3.910 |
3.281 |
0.629 |
17.1% |
0.094 |
2.6% |
62% |
False |
False |
32,845 |
| 60 |
4.127 |
3.281 |
0.846 |
23.1% |
0.091 |
2.5% |
46% |
False |
False |
25,836 |
| 80 |
4.442 |
3.281 |
1.161 |
31.7% |
0.092 |
2.5% |
33% |
False |
False |
21,596 |
| 100 |
4.594 |
3.281 |
1.313 |
35.8% |
0.097 |
2.7% |
29% |
False |
False |
19,232 |
| 120 |
4.594 |
3.281 |
1.313 |
35.8% |
0.095 |
2.6% |
29% |
False |
False |
17,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.971 |
|
2.618 |
3.867 |
|
1.618 |
3.803 |
|
1.000 |
3.763 |
|
0.618 |
3.739 |
|
HIGH |
3.699 |
|
0.618 |
3.675 |
|
0.500 |
3.667 |
|
0.382 |
3.659 |
|
LOW |
3.635 |
|
0.618 |
3.595 |
|
1.000 |
3.571 |
|
1.618 |
3.531 |
|
2.618 |
3.467 |
|
4.250 |
3.363 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.668 |
3.665 |
| PP |
3.667 |
3.662 |
| S1 |
3.667 |
3.659 |
|