NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.844 |
3.826 |
-0.018 |
-0.5% |
3.717 |
| High |
3.866 |
3.858 |
-0.008 |
-0.2% |
3.875 |
| Low |
3.807 |
3.770 |
-0.037 |
-1.0% |
3.716 |
| Close |
3.835 |
3.851 |
0.016 |
0.4% |
3.814 |
| Range |
0.059 |
0.088 |
0.029 |
49.2% |
0.159 |
| ATR |
0.084 |
0.084 |
0.000 |
0.3% |
0.000 |
| Volume |
10,359 |
7,915 |
-2,444 |
-23.6% |
83,215 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.090 |
4.059 |
3.899 |
|
| R3 |
4.002 |
3.971 |
3.875 |
|
| R2 |
3.914 |
3.914 |
3.867 |
|
| R1 |
3.883 |
3.883 |
3.859 |
3.899 |
| PP |
3.826 |
3.826 |
3.826 |
3.834 |
| S1 |
3.795 |
3.795 |
3.843 |
3.811 |
| S2 |
3.738 |
3.738 |
3.835 |
|
| S3 |
3.650 |
3.707 |
3.827 |
|
| S4 |
3.562 |
3.619 |
3.803 |
|
|
| 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 |
3.723 |
0.152 |
3.9% |
0.076 |
2.0% |
84% |
False |
False |
14,024 |
| 10 |
3.875 |
3.615 |
0.260 |
6.8% |
0.077 |
2.0% |
91% |
False |
False |
16,481 |
| 20 |
3.875 |
3.469 |
0.406 |
10.5% |
0.077 |
2.0% |
94% |
False |
False |
17,057 |
| 40 |
4.061 |
3.469 |
0.592 |
15.4% |
0.088 |
2.3% |
65% |
False |
False |
13,530 |
| 60 |
4.264 |
3.469 |
0.795 |
20.6% |
0.087 |
2.2% |
48% |
False |
False |
11,625 |
| 80 |
4.583 |
3.469 |
1.114 |
28.9% |
0.089 |
2.3% |
34% |
False |
False |
10,120 |
| 100 |
4.744 |
3.469 |
1.275 |
33.1% |
0.094 |
2.4% |
30% |
False |
False |
9,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.232 |
|
2.618 |
4.088 |
|
1.618 |
4.000 |
|
1.000 |
3.946 |
|
0.618 |
3.912 |
|
HIGH |
3.858 |
|
0.618 |
3.824 |
|
0.500 |
3.814 |
|
0.382 |
3.804 |
|
LOW |
3.770 |
|
0.618 |
3.716 |
|
1.000 |
3.682 |
|
1.618 |
3.628 |
|
2.618 |
3.540 |
|
4.250 |
3.396 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.839 |
3.842 |
| PP |
3.826 |
3.832 |
| S1 |
3.814 |
3.823 |
|