NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.642 |
3.600 |
-0.042 |
-1.2% |
3.650 |
| High |
3.644 |
3.689 |
0.045 |
1.2% |
3.679 |
| Low |
3.562 |
3.590 |
0.028 |
0.8% |
3.469 |
| Close |
3.574 |
3.648 |
0.074 |
2.1% |
3.574 |
| Range |
0.082 |
0.099 |
0.017 |
20.7% |
0.210 |
| ATR |
0.091 |
0.093 |
0.002 |
1.9% |
0.000 |
| Volume |
30,786 |
21,798 |
-8,988 |
-29.2% |
90,126 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.939 |
3.893 |
3.702 |
|
| R3 |
3.840 |
3.794 |
3.675 |
|
| R2 |
3.741 |
3.741 |
3.666 |
|
| R1 |
3.695 |
3.695 |
3.657 |
3.718 |
| PP |
3.642 |
3.642 |
3.642 |
3.654 |
| S1 |
3.596 |
3.596 |
3.639 |
3.619 |
| S2 |
3.543 |
3.543 |
3.630 |
|
| S3 |
3.444 |
3.497 |
3.621 |
|
| S4 |
3.345 |
3.398 |
3.594 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.204 |
4.099 |
3.690 |
|
| R3 |
3.994 |
3.889 |
3.632 |
|
| R2 |
3.784 |
3.784 |
3.613 |
|
| R1 |
3.679 |
3.679 |
3.593 |
3.627 |
| PP |
3.574 |
3.574 |
3.574 |
3.548 |
| S1 |
3.469 |
3.469 |
3.555 |
3.417 |
| S2 |
3.364 |
3.364 |
3.536 |
|
| S3 |
3.154 |
3.259 |
3.516 |
|
| S4 |
2.944 |
3.049 |
3.459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.689 |
3.469 |
0.220 |
6.0% |
0.096 |
2.6% |
81% |
True |
False |
20,289 |
| 10 |
3.779 |
3.469 |
0.310 |
8.5% |
0.079 |
2.2% |
58% |
False |
False |
17,017 |
| 20 |
4.061 |
3.469 |
0.592 |
16.2% |
0.086 |
2.4% |
30% |
False |
False |
13,407 |
| 40 |
4.215 |
3.469 |
0.746 |
20.4% |
0.092 |
2.5% |
24% |
False |
False |
11,006 |
| 60 |
4.583 |
3.469 |
1.114 |
30.5% |
0.091 |
2.5% |
16% |
False |
False |
9,460 |
| 80 |
4.744 |
3.469 |
1.275 |
35.0% |
0.094 |
2.6% |
14% |
False |
False |
8,920 |
| 100 |
4.744 |
3.469 |
1.275 |
35.0% |
0.096 |
2.6% |
14% |
False |
False |
8,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.110 |
|
2.618 |
3.948 |
|
1.618 |
3.849 |
|
1.000 |
3.788 |
|
0.618 |
3.750 |
|
HIGH |
3.689 |
|
0.618 |
3.651 |
|
0.500 |
3.640 |
|
0.382 |
3.628 |
|
LOW |
3.590 |
|
0.618 |
3.529 |
|
1.000 |
3.491 |
|
1.618 |
3.430 |
|
2.618 |
3.331 |
|
4.250 |
3.169 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.645 |
3.625 |
| PP |
3.642 |
3.602 |
| S1 |
3.640 |
3.579 |
|