NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.832 |
3.807 |
-0.025 |
-0.7% |
3.687 |
| High |
3.836 |
3.905 |
0.069 |
1.8% |
3.840 |
| Low |
3.782 |
3.807 |
0.025 |
0.7% |
3.679 |
| Close |
3.788 |
3.876 |
0.088 |
2.3% |
3.788 |
| Range |
0.054 |
0.098 |
0.044 |
81.5% |
0.161 |
| ATR |
0.088 |
0.090 |
0.002 |
2.4% |
0.000 |
| Volume |
21,646 |
17,371 |
-4,275 |
-19.7% |
141,686 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.157 |
4.114 |
3.930 |
|
| R3 |
4.059 |
4.016 |
3.903 |
|
| R2 |
3.961 |
3.961 |
3.894 |
|
| R1 |
3.918 |
3.918 |
3.885 |
3.940 |
| PP |
3.863 |
3.863 |
3.863 |
3.873 |
| S1 |
3.820 |
3.820 |
3.867 |
3.842 |
| S2 |
3.765 |
3.765 |
3.858 |
|
| S3 |
3.667 |
3.722 |
3.849 |
|
| S4 |
3.569 |
3.624 |
3.822 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.252 |
4.181 |
3.877 |
|
| R3 |
4.091 |
4.020 |
3.832 |
|
| R2 |
3.930 |
3.930 |
3.818 |
|
| R1 |
3.859 |
3.859 |
3.803 |
3.895 |
| PP |
3.769 |
3.769 |
3.769 |
3.787 |
| S1 |
3.698 |
3.698 |
3.773 |
3.734 |
| S2 |
3.608 |
3.608 |
3.758 |
|
| S3 |
3.447 |
3.537 |
3.744 |
|
| S4 |
3.286 |
3.376 |
3.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.905 |
3.702 |
0.203 |
5.2% |
0.079 |
2.0% |
86% |
True |
False |
26,212 |
| 10 |
3.905 |
3.565 |
0.340 |
8.8% |
0.087 |
2.3% |
91% |
True |
False |
28,352 |
| 20 |
4.094 |
3.565 |
0.529 |
13.6% |
0.080 |
2.1% |
59% |
False |
False |
24,051 |
| 40 |
4.156 |
3.565 |
0.591 |
15.2% |
0.089 |
2.3% |
53% |
False |
False |
21,376 |
| 60 |
4.665 |
3.565 |
1.100 |
28.4% |
0.089 |
2.3% |
28% |
False |
False |
20,365 |
| 80 |
4.825 |
3.565 |
1.260 |
32.5% |
0.093 |
2.4% |
25% |
False |
False |
19,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.322 |
|
2.618 |
4.162 |
|
1.618 |
4.064 |
|
1.000 |
4.003 |
|
0.618 |
3.966 |
|
HIGH |
3.905 |
|
0.618 |
3.868 |
|
0.500 |
3.856 |
|
0.382 |
3.844 |
|
LOW |
3.807 |
|
0.618 |
3.746 |
|
1.000 |
3.709 |
|
1.618 |
3.648 |
|
2.618 |
3.550 |
|
4.250 |
3.391 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.869 |
3.856 |
| PP |
3.863 |
3.835 |
| S1 |
3.856 |
3.815 |
|