NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.688 |
3.666 |
-0.022 |
-0.6% |
3.521 |
| High |
3.699 |
3.696 |
-0.003 |
-0.1% |
3.708 |
| Low |
3.635 |
3.600 |
-0.035 |
-1.0% |
3.521 |
| Close |
3.668 |
3.686 |
0.018 |
0.5% |
3.643 |
| Range |
0.064 |
0.096 |
0.032 |
50.0% |
0.187 |
| ATR |
0.091 |
0.091 |
0.000 |
0.4% |
0.000 |
| Volume |
20,652 |
18,001 |
-2,651 |
-12.8% |
196,496 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.913 |
3.739 |
|
| R3 |
3.853 |
3.817 |
3.712 |
|
| R2 |
3.757 |
3.757 |
3.704 |
|
| R1 |
3.721 |
3.721 |
3.695 |
3.739 |
| PP |
3.661 |
3.661 |
3.661 |
3.670 |
| S1 |
3.625 |
3.625 |
3.677 |
3.643 |
| S2 |
3.565 |
3.565 |
3.668 |
|
| S3 |
3.469 |
3.529 |
3.660 |
|
| S4 |
3.373 |
3.433 |
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% |
0.087 |
2.3% |
86% |
False |
False |
33,664 |
| 10 |
3.708 |
3.433 |
0.275 |
7.5% |
0.088 |
2.4% |
92% |
False |
False |
46,579 |
| 20 |
3.708 |
3.281 |
0.427 |
11.6% |
0.086 |
2.3% |
95% |
False |
False |
50,035 |
| 40 |
3.910 |
3.281 |
0.629 |
17.1% |
0.094 |
2.6% |
64% |
False |
False |
32,805 |
| 60 |
4.115 |
3.281 |
0.834 |
22.6% |
0.092 |
2.5% |
49% |
False |
False |
26,004 |
| 80 |
4.442 |
3.281 |
1.161 |
31.5% |
0.092 |
2.5% |
35% |
False |
False |
21,652 |
| 100 |
4.594 |
3.281 |
1.313 |
35.6% |
0.097 |
2.6% |
31% |
False |
False |
19,333 |
| 120 |
4.594 |
3.281 |
1.313 |
35.6% |
0.095 |
2.6% |
31% |
False |
False |
17,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.104 |
|
2.618 |
3.947 |
|
1.618 |
3.851 |
|
1.000 |
3.792 |
|
0.618 |
3.755 |
|
HIGH |
3.696 |
|
0.618 |
3.659 |
|
0.500 |
3.648 |
|
0.382 |
3.637 |
|
LOW |
3.600 |
|
0.618 |
3.541 |
|
1.000 |
3.504 |
|
1.618 |
3.445 |
|
2.618 |
3.349 |
|
4.250 |
3.192 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.673 |
3.675 |
| PP |
3.661 |
3.665 |
| S1 |
3.648 |
3.654 |
|