NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.722 |
3.752 |
0.030 |
0.8% |
3.750 |
| High |
3.787 |
3.840 |
0.053 |
1.4% |
3.768 |
| Low |
3.711 |
3.724 |
0.013 |
0.4% |
3.565 |
| Close |
3.761 |
3.832 |
0.071 |
1.9% |
3.664 |
| Range |
0.076 |
0.116 |
0.040 |
52.6% |
0.203 |
| ATR |
0.088 |
0.090 |
0.002 |
2.3% |
0.000 |
| Volume |
32,282 |
30,937 |
-1,345 |
-4.2% |
144,469 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.147 |
4.105 |
3.896 |
|
| R3 |
4.031 |
3.989 |
3.864 |
|
| R2 |
3.915 |
3.915 |
3.853 |
|
| R1 |
3.873 |
3.873 |
3.843 |
3.894 |
| PP |
3.799 |
3.799 |
3.799 |
3.809 |
| S1 |
3.757 |
3.757 |
3.821 |
3.778 |
| S2 |
3.683 |
3.683 |
3.811 |
|
| S3 |
3.567 |
3.641 |
3.800 |
|
| S4 |
3.451 |
3.525 |
3.768 |
|
|
| 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 |
3.840 |
3.655 |
0.185 |
4.8% |
0.084 |
2.2% |
96% |
True |
False |
33,147 |
| 10 |
3.840 |
3.565 |
0.275 |
7.2% |
0.083 |
2.2% |
97% |
True |
False |
29,223 |
| 20 |
4.108 |
3.565 |
0.543 |
14.2% |
0.080 |
2.1% |
49% |
False |
False |
24,862 |
| 40 |
4.250 |
3.565 |
0.685 |
17.9% |
0.091 |
2.4% |
39% |
False |
False |
21,087 |
| 60 |
4.665 |
3.565 |
1.100 |
28.7% |
0.089 |
2.3% |
24% |
False |
False |
20,275 |
| 80 |
4.825 |
3.565 |
1.260 |
32.9% |
0.094 |
2.4% |
21% |
False |
False |
19,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.333 |
|
2.618 |
4.144 |
|
1.618 |
4.028 |
|
1.000 |
3.956 |
|
0.618 |
3.912 |
|
HIGH |
3.840 |
|
0.618 |
3.796 |
|
0.500 |
3.782 |
|
0.382 |
3.768 |
|
LOW |
3.724 |
|
0.618 |
3.652 |
|
1.000 |
3.608 |
|
1.618 |
3.536 |
|
2.618 |
3.420 |
|
4.250 |
3.231 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.815 |
3.812 |
| PP |
3.799 |
3.791 |
| S1 |
3.782 |
3.771 |
|