NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.666 |
3.688 |
0.022 |
0.6% |
3.521 |
| High |
3.696 |
3.743 |
0.047 |
1.3% |
3.708 |
| Low |
3.600 |
3.628 |
0.028 |
0.8% |
3.521 |
| Close |
3.686 |
3.690 |
0.004 |
0.1% |
3.643 |
| Range |
0.096 |
0.115 |
0.019 |
19.8% |
0.187 |
| ATR |
0.091 |
0.093 |
0.002 |
1.9% |
0.000 |
| Volume |
18,001 |
27,238 |
9,237 |
51.3% |
196,496 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.976 |
3.753 |
|
| R3 |
3.917 |
3.861 |
3.722 |
|
| R2 |
3.802 |
3.802 |
3.711 |
|
| R1 |
3.746 |
3.746 |
3.701 |
3.774 |
| PP |
3.687 |
3.687 |
3.687 |
3.701 |
| S1 |
3.631 |
3.631 |
3.679 |
3.659 |
| S2 |
3.572 |
3.572 |
3.669 |
|
| S3 |
3.457 |
3.516 |
3.658 |
|
| S4 |
3.342 |
3.401 |
3.627 |
|
|
| 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 |
3.743 |
3.600 |
0.143 |
3.9% |
0.089 |
2.4% |
63% |
True |
False |
28,995 |
| 10 |
3.743 |
3.453 |
0.290 |
7.9% |
0.091 |
2.5% |
82% |
True |
False |
36,900 |
| 20 |
3.743 |
3.281 |
0.462 |
12.5% |
0.089 |
2.4% |
89% |
True |
False |
50,225 |
| 40 |
3.910 |
3.281 |
0.629 |
17.0% |
0.095 |
2.6% |
65% |
False |
False |
33,180 |
| 60 |
4.115 |
3.281 |
0.834 |
22.6% |
0.093 |
2.5% |
49% |
False |
False |
26,289 |
| 80 |
4.442 |
3.281 |
1.161 |
31.5% |
0.093 |
2.5% |
35% |
False |
False |
21,929 |
| 100 |
4.594 |
3.281 |
1.313 |
35.6% |
0.097 |
2.6% |
31% |
False |
False |
19,456 |
| 120 |
4.594 |
3.281 |
1.313 |
35.6% |
0.095 |
2.6% |
31% |
False |
False |
17,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.232 |
|
2.618 |
4.044 |
|
1.618 |
3.929 |
|
1.000 |
3.858 |
|
0.618 |
3.814 |
|
HIGH |
3.743 |
|
0.618 |
3.699 |
|
0.500 |
3.686 |
|
0.382 |
3.672 |
|
LOW |
3.628 |
|
0.618 |
3.557 |
|
1.000 |
3.513 |
|
1.618 |
3.442 |
|
2.618 |
3.327 |
|
4.250 |
3.139 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.689 |
3.684 |
| PP |
3.687 |
3.678 |
| S1 |
3.686 |
3.672 |
|