NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.810 |
3.871 |
0.061 |
1.6% |
3.717 |
| High |
3.874 |
3.875 |
0.001 |
0.0% |
3.875 |
| Low |
3.810 |
3.807 |
-0.003 |
-0.1% |
3.716 |
| Close |
3.870 |
3.814 |
-0.056 |
-1.4% |
3.814 |
| Range |
0.064 |
0.068 |
0.004 |
6.3% |
0.159 |
| ATR |
0.088 |
0.086 |
-0.001 |
-1.6% |
0.000 |
| Volume |
12,779 |
18,309 |
5,530 |
43.3% |
83,215 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.036 |
3.993 |
3.851 |
|
| R3 |
3.968 |
3.925 |
3.833 |
|
| R2 |
3.900 |
3.900 |
3.826 |
|
| R1 |
3.857 |
3.857 |
3.820 |
3.845 |
| PP |
3.832 |
3.832 |
3.832 |
3.826 |
| S1 |
3.789 |
3.789 |
3.808 |
3.777 |
| S2 |
3.764 |
3.764 |
3.802 |
|
| S3 |
3.696 |
3.721 |
3.795 |
|
| S4 |
3.628 |
3.653 |
3.777 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.279 |
4.205 |
3.901 |
|
| R3 |
4.120 |
4.046 |
3.858 |
|
| R2 |
3.961 |
3.961 |
3.843 |
|
| R1 |
3.887 |
3.887 |
3.829 |
3.924 |
| PP |
3.802 |
3.802 |
3.802 |
3.820 |
| S1 |
3.728 |
3.728 |
3.799 |
3.765 |
| S2 |
3.643 |
3.643 |
3.785 |
|
| S3 |
3.484 |
3.569 |
3.770 |
|
| S4 |
3.325 |
3.410 |
3.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.875 |
3.716 |
0.159 |
4.2% |
0.076 |
2.0% |
62% |
True |
False |
16,643 |
| 10 |
3.875 |
3.590 |
0.285 |
7.5% |
0.077 |
2.0% |
79% |
True |
False |
19,189 |
| 20 |
3.875 |
3.469 |
0.406 |
10.6% |
0.078 |
2.0% |
85% |
True |
False |
17,422 |
| 40 |
4.061 |
3.469 |
0.592 |
15.5% |
0.088 |
2.3% |
58% |
False |
False |
13,851 |
| 60 |
4.309 |
3.469 |
0.840 |
22.0% |
0.087 |
2.3% |
41% |
False |
False |
11,523 |
| 80 |
4.668 |
3.469 |
1.199 |
31.4% |
0.091 |
2.4% |
29% |
False |
False |
10,162 |
| 100 |
4.744 |
3.469 |
1.275 |
33.4% |
0.095 |
2.5% |
27% |
False |
False |
9,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.164 |
|
2.618 |
4.053 |
|
1.618 |
3.985 |
|
1.000 |
3.943 |
|
0.618 |
3.917 |
|
HIGH |
3.875 |
|
0.618 |
3.849 |
|
0.500 |
3.841 |
|
0.382 |
3.833 |
|
LOW |
3.807 |
|
0.618 |
3.765 |
|
1.000 |
3.739 |
|
1.618 |
3.697 |
|
2.618 |
3.629 |
|
4.250 |
3.518 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.841 |
3.809 |
| PP |
3.832 |
3.804 |
| S1 |
3.823 |
3.799 |
|