NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.912 |
3.902 |
-0.010 |
-0.3% |
3.844 |
| High |
3.931 |
3.946 |
0.015 |
0.4% |
3.912 |
| Low |
3.878 |
3.823 |
-0.055 |
-1.4% |
3.770 |
| Close |
3.915 |
3.830 |
-0.085 |
-2.2% |
3.841 |
| Range |
0.053 |
0.123 |
0.070 |
132.1% |
0.142 |
| ATR |
0.087 |
0.089 |
0.003 |
3.0% |
0.000 |
| Volume |
26,047 |
33,093 |
7,046 |
27.1% |
70,016 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.235 |
4.156 |
3.898 |
|
| R3 |
4.112 |
4.033 |
3.864 |
|
| R2 |
3.989 |
3.989 |
3.853 |
|
| R1 |
3.910 |
3.910 |
3.841 |
3.888 |
| PP |
3.866 |
3.866 |
3.866 |
3.856 |
| S1 |
3.787 |
3.787 |
3.819 |
3.765 |
| S2 |
3.743 |
3.743 |
3.807 |
|
| S3 |
3.620 |
3.664 |
3.796 |
|
| S4 |
3.497 |
3.541 |
3.762 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.267 |
4.196 |
3.919 |
|
| R3 |
4.125 |
4.054 |
3.880 |
|
| R2 |
3.983 |
3.983 |
3.867 |
|
| R1 |
3.912 |
3.912 |
3.854 |
3.877 |
| PP |
3.841 |
3.841 |
3.841 |
3.823 |
| S1 |
3.770 |
3.770 |
3.828 |
3.735 |
| S2 |
3.699 |
3.699 |
3.815 |
|
| S3 |
3.557 |
3.628 |
3.802 |
|
| S4 |
3.415 |
3.486 |
3.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.946 |
3.780 |
0.166 |
4.3% |
0.092 |
2.4% |
30% |
True |
False |
24,573 |
| 10 |
3.946 |
3.770 |
0.176 |
4.6% |
0.085 |
2.2% |
34% |
True |
False |
18,394 |
| 20 |
3.946 |
3.469 |
0.477 |
12.5% |
0.087 |
2.3% |
76% |
True |
False |
20,095 |
| 40 |
4.061 |
3.469 |
0.592 |
15.5% |
0.086 |
2.2% |
61% |
False |
False |
15,350 |
| 60 |
4.215 |
3.469 |
0.746 |
19.5% |
0.089 |
2.3% |
48% |
False |
False |
13,184 |
| 80 |
4.583 |
3.469 |
1.114 |
29.1% |
0.089 |
2.3% |
32% |
False |
False |
11,375 |
| 100 |
4.744 |
3.469 |
1.275 |
33.3% |
0.093 |
2.4% |
28% |
False |
False |
10,560 |
| 120 |
4.744 |
3.469 |
1.275 |
33.3% |
0.093 |
2.4% |
28% |
False |
False |
10,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.268 |
|
1.618 |
4.145 |
|
1.000 |
4.069 |
|
0.618 |
4.022 |
|
HIGH |
3.946 |
|
0.618 |
3.899 |
|
0.500 |
3.885 |
|
0.382 |
3.870 |
|
LOW |
3.823 |
|
0.618 |
3.747 |
|
1.000 |
3.700 |
|
1.618 |
3.624 |
|
2.618 |
3.501 |
|
4.250 |
3.300 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.885 |
3.885 |
| PP |
3.866 |
3.866 |
| S1 |
3.848 |
3.848 |
|