NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
3.853 |
3.903 |
0.050 |
1.3% |
3.687 |
High |
3.915 |
3.959 |
0.044 |
1.1% |
3.840 |
Low |
3.849 |
3.901 |
0.052 |
1.4% |
3.679 |
Close |
3.882 |
3.954 |
0.072 |
1.9% |
3.788 |
Range |
0.066 |
0.058 |
-0.008 |
-12.1% |
0.161 |
ATR |
0.085 |
0.085 |
-0.001 |
-0.7% |
0.000 |
Volume |
19,553 |
21,517 |
1,964 |
10.0% |
141,686 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.112 |
4.091 |
3.986 |
|
R3 |
4.054 |
4.033 |
3.970 |
|
R2 |
3.996 |
3.996 |
3.965 |
|
R1 |
3.975 |
3.975 |
3.959 |
3.986 |
PP |
3.938 |
3.938 |
3.938 |
3.943 |
S1 |
3.917 |
3.917 |
3.949 |
3.928 |
S2 |
3.880 |
3.880 |
3.943 |
|
S3 |
3.822 |
3.859 |
3.938 |
|
S4 |
3.764 |
3.801 |
3.922 |
|
|
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 |
3.959 |
3.782 |
0.177 |
4.5% |
0.065 |
1.6% |
97% |
True |
False |
21,430 |
10 |
3.959 |
3.655 |
0.304 |
7.7% |
0.074 |
1.9% |
98% |
True |
False |
27,289 |
20 |
3.964 |
3.565 |
0.399 |
10.1% |
0.075 |
1.9% |
97% |
False |
False |
25,329 |
40 |
4.137 |
3.565 |
0.572 |
14.5% |
0.088 |
2.2% |
68% |
False |
False |
21,822 |
60 |
4.507 |
3.565 |
0.942 |
23.8% |
0.086 |
2.2% |
41% |
False |
False |
20,722 |
80 |
4.825 |
3.565 |
1.260 |
31.9% |
0.091 |
2.3% |
31% |
False |
False |
20,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.206 |
2.618 |
4.111 |
1.618 |
4.053 |
1.000 |
4.017 |
0.618 |
3.995 |
HIGH |
3.959 |
0.618 |
3.937 |
0.500 |
3.930 |
0.382 |
3.923 |
LOW |
3.901 |
0.618 |
3.865 |
1.000 |
3.843 |
1.618 |
3.807 |
2.618 |
3.749 |
4.250 |
3.655 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3.946 |
3.937 |
PP |
3.938 |
3.921 |
S1 |
3.930 |
3.904 |
|