NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.892 |
3.853 |
-0.039 |
-1.0% |
3.687 |
| High |
3.903 |
3.915 |
0.012 |
0.3% |
3.840 |
| Low |
3.853 |
3.849 |
-0.004 |
-0.1% |
3.679 |
| Close |
3.869 |
3.882 |
0.013 |
0.3% |
3.788 |
| Range |
0.050 |
0.066 |
0.016 |
32.0% |
0.161 |
| ATR |
0.087 |
0.085 |
-0.001 |
-1.7% |
0.000 |
| Volume |
27,067 |
19,553 |
-7,514 |
-27.8% |
141,686 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.080 |
4.047 |
3.918 |
|
| R3 |
4.014 |
3.981 |
3.900 |
|
| R2 |
3.948 |
3.948 |
3.894 |
|
| R1 |
3.915 |
3.915 |
3.888 |
3.932 |
| PP |
3.882 |
3.882 |
3.882 |
3.890 |
| S1 |
3.849 |
3.849 |
3.876 |
3.866 |
| S2 |
3.816 |
3.816 |
3.870 |
|
| S3 |
3.750 |
3.783 |
3.864 |
|
| S4 |
3.684 |
3.717 |
3.846 |
|
|
| 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 |
3.915 |
3.724 |
0.191 |
4.9% |
0.077 |
2.0% |
83% |
True |
False |
23,314 |
| 10 |
3.915 |
3.565 |
0.350 |
9.0% |
0.086 |
2.2% |
91% |
True |
False |
28,902 |
| 20 |
4.074 |
3.565 |
0.509 |
13.1% |
0.077 |
2.0% |
62% |
False |
False |
24,923 |
| 40 |
4.137 |
3.565 |
0.572 |
14.7% |
0.088 |
2.3% |
55% |
False |
False |
21,766 |
| 60 |
4.542 |
3.565 |
0.977 |
25.2% |
0.087 |
2.2% |
32% |
False |
False |
20,637 |
| 80 |
4.825 |
3.565 |
1.260 |
32.5% |
0.091 |
2.3% |
25% |
False |
False |
20,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.196 |
|
2.618 |
4.088 |
|
1.618 |
4.022 |
|
1.000 |
3.981 |
|
0.618 |
3.956 |
|
HIGH |
3.915 |
|
0.618 |
3.890 |
|
0.500 |
3.882 |
|
0.382 |
3.874 |
|
LOW |
3.849 |
|
0.618 |
3.808 |
|
1.000 |
3.783 |
|
1.618 |
3.742 |
|
2.618 |
3.676 |
|
4.250 |
3.569 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.882 |
3.875 |
| PP |
3.882 |
3.868 |
| S1 |
3.882 |
3.861 |
|