NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.807 |
3.892 |
0.085 |
2.2% |
3.687 |
| High |
3.905 |
3.903 |
-0.002 |
-0.1% |
3.840 |
| Low |
3.807 |
3.853 |
0.046 |
1.2% |
3.679 |
| Close |
3.876 |
3.869 |
-0.007 |
-0.2% |
3.788 |
| Range |
0.098 |
0.050 |
-0.048 |
-49.0% |
0.161 |
| ATR |
0.090 |
0.087 |
-0.003 |
-3.2% |
0.000 |
| Volume |
17,371 |
27,067 |
9,696 |
55.8% |
141,686 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.025 |
3.997 |
3.897 |
|
| R3 |
3.975 |
3.947 |
3.883 |
|
| R2 |
3.925 |
3.925 |
3.878 |
|
| R1 |
3.897 |
3.897 |
3.874 |
3.886 |
| PP |
3.875 |
3.875 |
3.875 |
3.870 |
| S1 |
3.847 |
3.847 |
3.864 |
3.836 |
| S2 |
3.825 |
3.825 |
3.860 |
|
| S3 |
3.775 |
3.797 |
3.855 |
|
| S4 |
3.725 |
3.747 |
3.842 |
|
|
| 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 |
3.711 |
0.194 |
5.0% |
0.079 |
2.0% |
81% |
False |
False |
25,860 |
| 10 |
3.905 |
3.565 |
0.340 |
8.8% |
0.087 |
2.3% |
89% |
False |
False |
28,850 |
| 20 |
4.094 |
3.565 |
0.529 |
13.7% |
0.078 |
2.0% |
57% |
False |
False |
24,540 |
| 40 |
4.137 |
3.565 |
0.572 |
14.8% |
0.089 |
2.3% |
53% |
False |
False |
21,747 |
| 60 |
4.665 |
3.565 |
1.100 |
28.4% |
0.089 |
2.3% |
28% |
False |
False |
20,448 |
| 80 |
4.825 |
3.565 |
1.260 |
32.6% |
0.092 |
2.4% |
24% |
False |
False |
20,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
4.034 |
|
1.618 |
3.984 |
|
1.000 |
3.953 |
|
0.618 |
3.934 |
|
HIGH |
3.903 |
|
0.618 |
3.884 |
|
0.500 |
3.878 |
|
0.382 |
3.872 |
|
LOW |
3.853 |
|
0.618 |
3.822 |
|
1.000 |
3.803 |
|
1.618 |
3.772 |
|
2.618 |
3.722 |
|
4.250 |
3.641 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.878 |
3.861 |
| PP |
3.875 |
3.852 |
| S1 |
3.872 |
3.844 |
|