NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.685 |
3.730 |
0.045 |
1.2% |
3.688 |
| High |
3.756 |
3.757 |
0.001 |
0.0% |
3.757 |
| Low |
3.618 |
3.670 |
0.052 |
1.4% |
3.600 |
| Close |
3.720 |
3.684 |
-0.036 |
-1.0% |
3.684 |
| Range |
0.138 |
0.087 |
-0.051 |
-37.0% |
0.157 |
| ATR |
0.096 |
0.096 |
-0.001 |
-0.7% |
0.000 |
| Volume |
32,310 |
50,630 |
18,320 |
56.7% |
148,831 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.965 |
3.911 |
3.732 |
|
| R3 |
3.878 |
3.824 |
3.708 |
|
| R2 |
3.791 |
3.791 |
3.700 |
|
| R1 |
3.737 |
3.737 |
3.692 |
3.721 |
| PP |
3.704 |
3.704 |
3.704 |
3.695 |
| S1 |
3.650 |
3.650 |
3.676 |
3.634 |
| S2 |
3.617 |
3.617 |
3.668 |
|
| S3 |
3.530 |
3.563 |
3.660 |
|
| S4 |
3.443 |
3.476 |
3.636 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.075 |
3.770 |
|
| R3 |
3.994 |
3.918 |
3.727 |
|
| R2 |
3.837 |
3.837 |
3.713 |
|
| R1 |
3.761 |
3.761 |
3.698 |
3.721 |
| PP |
3.680 |
3.680 |
3.680 |
3.660 |
| S1 |
3.604 |
3.604 |
3.670 |
3.564 |
| S2 |
3.523 |
3.523 |
3.655 |
|
| S3 |
3.366 |
3.447 |
3.641 |
|
| S4 |
3.209 |
3.290 |
3.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.757 |
3.600 |
0.157 |
4.3% |
0.100 |
2.7% |
54% |
True |
False |
29,766 |
| 10 |
3.757 |
3.521 |
0.236 |
6.4% |
0.095 |
2.6% |
69% |
True |
False |
34,532 |
| 20 |
3.757 |
3.281 |
0.476 |
12.9% |
0.092 |
2.5% |
85% |
True |
False |
52,048 |
| 40 |
3.910 |
3.281 |
0.629 |
17.1% |
0.096 |
2.6% |
64% |
False |
False |
34,244 |
| 60 |
4.070 |
3.281 |
0.789 |
21.4% |
0.093 |
2.5% |
51% |
False |
False |
27,389 |
| 80 |
4.442 |
3.281 |
1.161 |
31.5% |
0.094 |
2.5% |
35% |
False |
False |
22,773 |
| 100 |
4.594 |
3.281 |
1.313 |
35.6% |
0.098 |
2.6% |
31% |
False |
False |
20,116 |
| 120 |
4.594 |
3.281 |
1.313 |
35.6% |
0.096 |
2.6% |
31% |
False |
False |
18,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.127 |
|
2.618 |
3.985 |
|
1.618 |
3.898 |
|
1.000 |
3.844 |
|
0.618 |
3.811 |
|
HIGH |
3.757 |
|
0.618 |
3.724 |
|
0.500 |
3.714 |
|
0.382 |
3.703 |
|
LOW |
3.670 |
|
0.618 |
3.616 |
|
1.000 |
3.583 |
|
1.618 |
3.529 |
|
2.618 |
3.442 |
|
4.250 |
3.300 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.714 |
3.688 |
| PP |
3.704 |
3.686 |
| S1 |
3.694 |
3.685 |
|