NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.645 |
3.627 |
-0.018 |
-0.5% |
3.650 |
| High |
3.667 |
3.695 |
0.028 |
0.8% |
3.679 |
| Low |
3.613 |
3.615 |
0.002 |
0.1% |
3.469 |
| Close |
3.623 |
3.669 |
0.046 |
1.3% |
3.574 |
| Range |
0.054 |
0.080 |
0.026 |
48.1% |
0.210 |
| ATR |
0.090 |
0.089 |
-0.001 |
-0.8% |
0.000 |
| Volume |
23,563 |
28,267 |
4,704 |
20.0% |
90,126 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.900 |
3.864 |
3.713 |
|
| R3 |
3.820 |
3.784 |
3.691 |
|
| R2 |
3.740 |
3.740 |
3.684 |
|
| R1 |
3.704 |
3.704 |
3.676 |
3.722 |
| PP |
3.660 |
3.660 |
3.660 |
3.669 |
| S1 |
3.624 |
3.624 |
3.662 |
3.642 |
| S2 |
3.580 |
3.580 |
3.654 |
|
| S3 |
3.500 |
3.544 |
3.647 |
|
| S4 |
3.420 |
3.464 |
3.625 |
|
|
| 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 |
3.695 |
3.469 |
0.226 |
6.2% |
0.099 |
2.7% |
88% |
True |
False |
26,154 |
| 10 |
3.762 |
3.469 |
0.293 |
8.0% |
0.082 |
2.2% |
68% |
False |
False |
19,098 |
| 20 |
4.061 |
3.469 |
0.592 |
16.1% |
0.085 |
2.3% |
34% |
False |
False |
14,930 |
| 40 |
4.215 |
3.469 |
0.746 |
20.3% |
0.091 |
2.5% |
27% |
False |
False |
11,968 |
| 60 |
4.583 |
3.469 |
1.114 |
30.4% |
0.090 |
2.5% |
18% |
False |
False |
10,150 |
| 80 |
4.744 |
3.469 |
1.275 |
34.8% |
0.094 |
2.6% |
16% |
False |
False |
9,316 |
| 100 |
4.744 |
3.469 |
1.275 |
34.8% |
0.095 |
2.6% |
16% |
False |
False |
9,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.035 |
|
2.618 |
3.904 |
|
1.618 |
3.824 |
|
1.000 |
3.775 |
|
0.618 |
3.744 |
|
HIGH |
3.695 |
|
0.618 |
3.664 |
|
0.500 |
3.655 |
|
0.382 |
3.646 |
|
LOW |
3.615 |
|
0.618 |
3.566 |
|
1.000 |
3.535 |
|
1.618 |
3.486 |
|
2.618 |
3.406 |
|
4.250 |
3.275 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.664 |
3.660 |
| PP |
3.660 |
3.651 |
| S1 |
3.655 |
3.643 |
|