NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.826 |
3.853 |
0.027 |
0.7% |
3.717 |
| High |
3.858 |
3.905 |
0.047 |
1.2% |
3.875 |
| Low |
3.770 |
3.797 |
0.027 |
0.7% |
3.716 |
| Close |
3.851 |
3.851 |
0.000 |
0.0% |
3.814 |
| Range |
0.088 |
0.108 |
0.020 |
22.7% |
0.159 |
| ATR |
0.084 |
0.086 |
0.002 |
2.0% |
0.000 |
| Volume |
7,915 |
11,715 |
3,800 |
48.0% |
83,215 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.121 |
3.910 |
|
| R3 |
4.067 |
4.013 |
3.881 |
|
| R2 |
3.959 |
3.959 |
3.871 |
|
| R1 |
3.905 |
3.905 |
3.861 |
3.878 |
| PP |
3.851 |
3.851 |
3.851 |
3.838 |
| S1 |
3.797 |
3.797 |
3.841 |
3.770 |
| S2 |
3.743 |
3.743 |
3.831 |
|
| S3 |
3.635 |
3.689 |
3.821 |
|
| S4 |
3.527 |
3.581 |
3.792 |
|
|
| 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 |
3.905 |
3.770 |
0.135 |
3.5% |
0.077 |
2.0% |
60% |
True |
False |
12,215 |
| 10 |
3.905 |
3.633 |
0.272 |
7.1% |
0.080 |
2.1% |
80% |
True |
False |
14,826 |
| 20 |
3.905 |
3.469 |
0.436 |
11.3% |
0.081 |
2.1% |
88% |
True |
False |
16,962 |
| 40 |
4.061 |
3.469 |
0.592 |
15.4% |
0.089 |
2.3% |
65% |
False |
False |
13,614 |
| 60 |
4.264 |
3.469 |
0.795 |
20.6% |
0.088 |
2.3% |
48% |
False |
False |
11,691 |
| 80 |
4.583 |
3.469 |
1.114 |
28.9% |
0.089 |
2.3% |
34% |
False |
False |
10,200 |
| 100 |
4.744 |
3.469 |
1.275 |
33.1% |
0.094 |
2.4% |
30% |
False |
False |
9,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.364 |
|
2.618 |
4.188 |
|
1.618 |
4.080 |
|
1.000 |
4.013 |
|
0.618 |
3.972 |
|
HIGH |
3.905 |
|
0.618 |
3.864 |
|
0.500 |
3.851 |
|
0.382 |
3.838 |
|
LOW |
3.797 |
|
0.618 |
3.730 |
|
1.000 |
3.689 |
|
1.618 |
3.622 |
|
2.618 |
3.514 |
|
4.250 |
3.338 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.851 |
3.847 |
| PP |
3.851 |
3.842 |
| S1 |
3.851 |
3.838 |
|