NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.627 |
3.660 |
0.033 |
0.9% |
3.650 |
| High |
3.695 |
3.743 |
0.048 |
1.3% |
3.679 |
| Low |
3.615 |
3.633 |
0.018 |
0.5% |
3.469 |
| Close |
3.669 |
3.742 |
0.073 |
2.0% |
3.574 |
| Range |
0.080 |
0.110 |
0.030 |
37.5% |
0.210 |
| ATR |
0.089 |
0.091 |
0.001 |
1.7% |
0.000 |
| Volume |
28,267 |
18,599 |
-9,668 |
-34.2% |
90,126 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.036 |
3.999 |
3.803 |
|
| R3 |
3.926 |
3.889 |
3.772 |
|
| R2 |
3.816 |
3.816 |
3.762 |
|
| R1 |
3.779 |
3.779 |
3.752 |
3.798 |
| PP |
3.706 |
3.706 |
3.706 |
3.715 |
| S1 |
3.669 |
3.669 |
3.732 |
3.688 |
| S2 |
3.596 |
3.596 |
3.722 |
|
| S3 |
3.486 |
3.559 |
3.712 |
|
| S4 |
3.376 |
3.449 |
3.682 |
|
|
| 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 |
3.743 |
3.562 |
0.181 |
4.8% |
0.085 |
2.3% |
99% |
True |
False |
24,602 |
| 10 |
3.743 |
3.469 |
0.274 |
7.3% |
0.083 |
2.2% |
100% |
True |
False |
19,777 |
| 20 |
4.033 |
3.469 |
0.564 |
15.1% |
0.081 |
2.2% |
48% |
False |
False |
15,548 |
| 40 |
4.185 |
3.469 |
0.716 |
19.1% |
0.092 |
2.5% |
38% |
False |
False |
12,308 |
| 60 |
4.583 |
3.469 |
1.114 |
29.8% |
0.090 |
2.4% |
25% |
False |
False |
10,383 |
| 80 |
4.744 |
3.469 |
1.275 |
34.1% |
0.094 |
2.5% |
21% |
False |
False |
9,488 |
| 100 |
4.744 |
3.469 |
1.275 |
34.1% |
0.095 |
2.6% |
21% |
False |
False |
9,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.211 |
|
2.618 |
4.031 |
|
1.618 |
3.921 |
|
1.000 |
3.853 |
|
0.618 |
3.811 |
|
HIGH |
3.743 |
|
0.618 |
3.701 |
|
0.500 |
3.688 |
|
0.382 |
3.675 |
|
LOW |
3.633 |
|
0.618 |
3.565 |
|
1.000 |
3.523 |
|
1.618 |
3.455 |
|
2.618 |
3.345 |
|
4.250 |
3.166 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.724 |
3.721 |
| PP |
3.706 |
3.699 |
| S1 |
3.688 |
3.678 |
|