NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.600 |
3.645 |
0.045 |
1.3% |
3.650 |
| High |
3.689 |
3.667 |
-0.022 |
-0.6% |
3.679 |
| Low |
3.590 |
3.613 |
0.023 |
0.6% |
3.469 |
| Close |
3.648 |
3.623 |
-0.025 |
-0.7% |
3.574 |
| Range |
0.099 |
0.054 |
-0.045 |
-45.5% |
0.210 |
| ATR |
0.093 |
0.090 |
-0.003 |
-3.0% |
0.000 |
| Volume |
21,798 |
23,563 |
1,765 |
8.1% |
90,126 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.796 |
3.764 |
3.653 |
|
| R3 |
3.742 |
3.710 |
3.638 |
|
| R2 |
3.688 |
3.688 |
3.633 |
|
| R1 |
3.656 |
3.656 |
3.628 |
3.645 |
| PP |
3.634 |
3.634 |
3.634 |
3.629 |
| S1 |
3.602 |
3.602 |
3.618 |
3.591 |
| S2 |
3.580 |
3.580 |
3.613 |
|
| S3 |
3.526 |
3.548 |
3.608 |
|
| S4 |
3.472 |
3.494 |
3.593 |
|
|
| 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 |
6.1% |
0.097 |
2.7% |
70% |
False |
False |
22,869 |
| 10 |
3.765 |
3.469 |
0.296 |
8.2% |
0.078 |
2.2% |
52% |
False |
False |
17,633 |
| 20 |
4.061 |
3.469 |
0.592 |
16.3% |
0.084 |
2.3% |
26% |
False |
False |
13,985 |
| 40 |
4.215 |
3.469 |
0.746 |
20.6% |
0.091 |
2.5% |
21% |
False |
False |
11,460 |
| 60 |
4.583 |
3.469 |
1.114 |
30.7% |
0.090 |
2.5% |
14% |
False |
False |
9,763 |
| 80 |
4.744 |
3.469 |
1.275 |
35.2% |
0.094 |
2.6% |
12% |
False |
False |
9,035 |
| 100 |
4.744 |
3.469 |
1.275 |
35.2% |
0.095 |
2.6% |
12% |
False |
False |
8,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.897 |
|
2.618 |
3.808 |
|
1.618 |
3.754 |
|
1.000 |
3.721 |
|
0.618 |
3.700 |
|
HIGH |
3.667 |
|
0.618 |
3.646 |
|
0.500 |
3.640 |
|
0.382 |
3.634 |
|
LOW |
3.613 |
|
0.618 |
3.580 |
|
1.000 |
3.559 |
|
1.618 |
3.526 |
|
2.618 |
3.472 |
|
4.250 |
3.384 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.640 |
3.626 |
| PP |
3.634 |
3.625 |
| S1 |
3.629 |
3.624 |
|