NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.727 |
3.722 |
-0.005 |
-0.1% |
3.750 |
| High |
3.751 |
3.787 |
0.036 |
1.0% |
3.768 |
| Low |
3.702 |
3.711 |
0.009 |
0.2% |
3.565 |
| Close |
3.715 |
3.761 |
0.046 |
1.2% |
3.664 |
| Range |
0.049 |
0.076 |
0.027 |
55.1% |
0.203 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.1% |
0.000 |
| Volume |
28,828 |
32,282 |
3,454 |
12.0% |
144,469 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.981 |
3.947 |
3.803 |
|
| R3 |
3.905 |
3.871 |
3.782 |
|
| R2 |
3.829 |
3.829 |
3.775 |
|
| R1 |
3.795 |
3.795 |
3.768 |
3.812 |
| PP |
3.753 |
3.753 |
3.753 |
3.762 |
| S1 |
3.719 |
3.719 |
3.754 |
3.736 |
| S2 |
3.677 |
3.677 |
3.747 |
|
| S3 |
3.601 |
3.643 |
3.740 |
|
| S4 |
3.525 |
3.567 |
3.719 |
|
|
| 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 |
3.787 |
3.565 |
0.222 |
5.9% |
0.095 |
2.5% |
88% |
True |
False |
34,490 |
| 10 |
3.851 |
3.565 |
0.286 |
7.6% |
0.081 |
2.1% |
69% |
False |
False |
27,562 |
| 20 |
4.137 |
3.565 |
0.572 |
15.2% |
0.084 |
2.2% |
34% |
False |
False |
24,040 |
| 40 |
4.295 |
3.565 |
0.730 |
19.4% |
0.089 |
2.4% |
27% |
False |
False |
20,698 |
| 60 |
4.665 |
3.565 |
1.100 |
29.2% |
0.088 |
2.3% |
18% |
False |
False |
19,969 |
| 80 |
4.825 |
3.565 |
1.260 |
33.5% |
0.093 |
2.5% |
16% |
False |
False |
19,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.110 |
|
2.618 |
3.986 |
|
1.618 |
3.910 |
|
1.000 |
3.863 |
|
0.618 |
3.834 |
|
HIGH |
3.787 |
|
0.618 |
3.758 |
|
0.500 |
3.749 |
|
0.382 |
3.740 |
|
LOW |
3.711 |
|
0.618 |
3.664 |
|
1.000 |
3.635 |
|
1.618 |
3.588 |
|
2.618 |
3.512 |
|
4.250 |
3.388 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.752 |
| PP |
3.753 |
3.742 |
| S1 |
3.749 |
3.733 |
|