NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.728 |
3.687 |
-0.041 |
-1.1% |
3.750 |
| High |
3.739 |
3.772 |
0.033 |
0.9% |
3.768 |
| Low |
3.655 |
3.679 |
0.024 |
0.7% |
3.565 |
| Close |
3.664 |
3.736 |
0.072 |
2.0% |
3.664 |
| Range |
0.084 |
0.093 |
0.009 |
10.7% |
0.203 |
| ATR |
0.091 |
0.092 |
0.001 |
1.3% |
0.000 |
| Volume |
45,699 |
27,993 |
-17,706 |
-38.7% |
144,469 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.008 |
3.965 |
3.787 |
|
| R3 |
3.915 |
3.872 |
3.762 |
|
| R2 |
3.822 |
3.822 |
3.753 |
|
| R1 |
3.779 |
3.779 |
3.745 |
3.801 |
| PP |
3.729 |
3.729 |
3.729 |
3.740 |
| S1 |
3.686 |
3.686 |
3.727 |
3.708 |
| S2 |
3.636 |
3.636 |
3.719 |
|
| S3 |
3.543 |
3.593 |
3.710 |
|
| S4 |
3.450 |
3.500 |
3.685 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.172 |
3.776 |
|
| R3 |
4.072 |
3.969 |
3.720 |
|
| R2 |
3.869 |
3.869 |
3.701 |
|
| R1 |
3.766 |
3.766 |
3.683 |
3.716 |
| PP |
3.666 |
3.666 |
3.666 |
3.641 |
| S1 |
3.563 |
3.563 |
3.645 |
3.513 |
| S2 |
3.463 |
3.463 |
3.627 |
|
| S3 |
3.260 |
3.360 |
3.608 |
|
| S4 |
3.057 |
3.157 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.772 |
3.565 |
0.207 |
5.5% |
0.096 |
2.6% |
83% |
True |
False |
30,491 |
| 10 |
3.867 |
3.565 |
0.302 |
8.1% |
0.078 |
2.1% |
57% |
False |
False |
26,819 |
| 20 |
4.137 |
3.565 |
0.572 |
15.3% |
0.085 |
2.3% |
30% |
False |
False |
22,703 |
| 40 |
4.295 |
3.565 |
0.730 |
19.5% |
0.091 |
2.4% |
23% |
False |
False |
20,225 |
| 60 |
4.665 |
3.565 |
1.100 |
29.4% |
0.090 |
2.4% |
16% |
False |
False |
19,491 |
| 80 |
4.825 |
3.565 |
1.260 |
33.7% |
0.094 |
2.5% |
14% |
False |
False |
19,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.167 |
|
2.618 |
4.015 |
|
1.618 |
3.922 |
|
1.000 |
3.865 |
|
0.618 |
3.829 |
|
HIGH |
3.772 |
|
0.618 |
3.736 |
|
0.500 |
3.726 |
|
0.382 |
3.715 |
|
LOW |
3.679 |
|
0.618 |
3.622 |
|
1.000 |
3.586 |
|
1.618 |
3.529 |
|
2.618 |
3.436 |
|
4.250 |
3.284 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.733 |
3.714 |
| PP |
3.729 |
3.691 |
| S1 |
3.726 |
3.669 |
|