NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.717 |
3.793 |
0.076 |
2.0% |
3.600 |
| High |
3.816 |
3.816 |
0.000 |
0.0% |
3.743 |
| Low |
3.716 |
3.769 |
0.053 |
1.4% |
3.590 |
| Close |
3.788 |
3.780 |
-0.008 |
-0.2% |
3.697 |
| Range |
0.100 |
0.047 |
-0.053 |
-53.0% |
0.153 |
| ATR |
0.090 |
0.087 |
-0.003 |
-3.4% |
0.000 |
| Volume |
12,133 |
19,233 |
7,100 |
58.5% |
108,684 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.902 |
3.806 |
|
| R3 |
3.882 |
3.855 |
3.793 |
|
| R2 |
3.835 |
3.835 |
3.789 |
|
| R1 |
3.808 |
3.808 |
3.784 |
3.798 |
| PP |
3.788 |
3.788 |
3.788 |
3.784 |
| S1 |
3.761 |
3.761 |
3.776 |
3.751 |
| S2 |
3.741 |
3.741 |
3.771 |
|
| S3 |
3.694 |
3.714 |
3.767 |
|
| S4 |
3.647 |
3.667 |
3.754 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.136 |
4.069 |
3.781 |
|
| R3 |
3.983 |
3.916 |
3.739 |
|
| R2 |
3.830 |
3.830 |
3.725 |
|
| R1 |
3.763 |
3.763 |
3.711 |
3.797 |
| PP |
3.677 |
3.677 |
3.677 |
3.693 |
| S1 |
3.610 |
3.610 |
3.683 |
3.644 |
| S2 |
3.524 |
3.524 |
3.669 |
|
| S3 |
3.371 |
3.457 |
3.655 |
|
| S4 |
3.218 |
3.304 |
3.613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.816 |
3.615 |
0.201 |
5.3% |
0.077 |
2.0% |
82% |
True |
False |
18,937 |
| 10 |
3.816 |
3.469 |
0.347 |
9.2% |
0.087 |
2.3% |
90% |
True |
False |
20,903 |
| 20 |
4.017 |
3.469 |
0.548 |
14.5% |
0.079 |
2.1% |
57% |
False |
False |
15,854 |
| 40 |
4.061 |
3.469 |
0.592 |
15.7% |
0.090 |
2.4% |
53% |
False |
False |
13,070 |
| 60 |
4.583 |
3.469 |
1.114 |
29.5% |
0.090 |
2.4% |
28% |
False |
False |
10,925 |
| 80 |
4.744 |
3.469 |
1.275 |
33.7% |
0.093 |
2.4% |
24% |
False |
False |
9,879 |
| 100 |
4.744 |
3.469 |
1.275 |
33.7% |
0.095 |
2.5% |
24% |
False |
False |
9,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.016 |
|
2.618 |
3.939 |
|
1.618 |
3.892 |
|
1.000 |
3.863 |
|
0.618 |
3.845 |
|
HIGH |
3.816 |
|
0.618 |
3.798 |
|
0.500 |
3.793 |
|
0.382 |
3.787 |
|
LOW |
3.769 |
|
0.618 |
3.740 |
|
1.000 |
3.722 |
|
1.618 |
3.693 |
|
2.618 |
3.646 |
|
4.250 |
3.569 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.793 |
3.771 |
| PP |
3.788 |
3.762 |
| S1 |
3.784 |
3.753 |
|