NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.718 |
3.772 |
0.054 |
1.5% |
3.688 |
| High |
3.789 |
3.789 |
0.000 |
0.0% |
3.757 |
| Low |
3.718 |
3.727 |
0.009 |
0.2% |
3.600 |
| Close |
3.760 |
3.767 |
0.007 |
0.2% |
3.684 |
| Range |
0.071 |
0.062 |
-0.009 |
-12.7% |
0.157 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.5% |
0.000 |
| Volume |
50,630 |
50,569 |
-61 |
-0.1% |
148,831 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.947 |
3.919 |
3.801 |
|
| R3 |
3.885 |
3.857 |
3.784 |
|
| R2 |
3.823 |
3.823 |
3.778 |
|
| R1 |
3.795 |
3.795 |
3.773 |
3.778 |
| PP |
3.761 |
3.761 |
3.761 |
3.753 |
| S1 |
3.733 |
3.733 |
3.761 |
3.716 |
| S2 |
3.699 |
3.699 |
3.756 |
|
| S3 |
3.637 |
3.671 |
3.750 |
|
| S4 |
3.575 |
3.609 |
3.733 |
|
|
| 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 |
3.789 |
3.618 |
0.171 |
4.5% |
0.095 |
2.5% |
87% |
True |
False |
42,275 |
| 10 |
3.789 |
3.547 |
0.242 |
6.4% |
0.091 |
2.4% |
91% |
True |
False |
37,969 |
| 20 |
3.789 |
3.281 |
0.508 |
13.5% |
0.093 |
2.5% |
96% |
True |
False |
55,079 |
| 40 |
3.910 |
3.281 |
0.629 |
16.7% |
0.093 |
2.5% |
77% |
False |
False |
36,152 |
| 60 |
4.070 |
3.281 |
0.789 |
20.9% |
0.093 |
2.5% |
62% |
False |
False |
28,570 |
| 80 |
4.442 |
3.281 |
1.161 |
30.8% |
0.093 |
2.5% |
42% |
False |
False |
23,760 |
| 100 |
4.594 |
3.281 |
1.313 |
34.9% |
0.097 |
2.6% |
37% |
False |
False |
20,913 |
| 120 |
4.594 |
3.281 |
1.313 |
34.9% |
0.096 |
2.6% |
37% |
False |
False |
19,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.053 |
|
2.618 |
3.951 |
|
1.618 |
3.889 |
|
1.000 |
3.851 |
|
0.618 |
3.827 |
|
HIGH |
3.789 |
|
0.618 |
3.765 |
|
0.500 |
3.758 |
|
0.382 |
3.751 |
|
LOW |
3.727 |
|
0.618 |
3.689 |
|
1.000 |
3.665 |
|
1.618 |
3.627 |
|
2.618 |
3.565 |
|
4.250 |
3.464 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.764 |
3.755 |
| PP |
3.761 |
3.742 |
| S1 |
3.758 |
3.730 |
|