NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.903 |
3.957 |
0.054 |
1.4% |
3.807 |
| High |
3.959 |
3.957 |
-0.002 |
-0.1% |
3.959 |
| Low |
3.901 |
3.892 |
-0.009 |
-0.2% |
3.807 |
| Close |
3.954 |
3.899 |
-0.055 |
-1.4% |
3.899 |
| Range |
0.058 |
0.065 |
0.007 |
12.1% |
0.152 |
| ATR |
0.085 |
0.083 |
-0.001 |
-1.7% |
0.000 |
| Volume |
21,517 |
32,883 |
11,366 |
52.8% |
118,391 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
4.070 |
3.935 |
|
| R3 |
4.046 |
4.005 |
3.917 |
|
| R2 |
3.981 |
3.981 |
3.911 |
|
| R1 |
3.940 |
3.940 |
3.905 |
3.928 |
| PP |
3.916 |
3.916 |
3.916 |
3.910 |
| S1 |
3.875 |
3.875 |
3.893 |
3.863 |
| S2 |
3.851 |
3.851 |
3.887 |
|
| S3 |
3.786 |
3.810 |
3.881 |
|
| S4 |
3.721 |
3.745 |
3.863 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.344 |
4.274 |
3.983 |
|
| R3 |
4.192 |
4.122 |
3.941 |
|
| R2 |
4.040 |
4.040 |
3.927 |
|
| R1 |
3.970 |
3.970 |
3.913 |
4.005 |
| PP |
3.888 |
3.888 |
3.888 |
3.906 |
| S1 |
3.818 |
3.818 |
3.885 |
3.853 |
| S2 |
3.736 |
3.736 |
3.871 |
|
| S3 |
3.584 |
3.666 |
3.857 |
|
| S4 |
3.432 |
3.514 |
3.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.959 |
3.807 |
0.152 |
3.9% |
0.067 |
1.7% |
61% |
False |
False |
23,678 |
| 10 |
3.959 |
3.679 |
0.280 |
7.2% |
0.073 |
1.9% |
79% |
False |
False |
26,007 |
| 20 |
3.959 |
3.565 |
0.394 |
10.1% |
0.076 |
1.9% |
85% |
False |
False |
25,965 |
| 40 |
4.137 |
3.565 |
0.572 |
14.7% |
0.085 |
2.2% |
58% |
False |
False |
22,310 |
| 60 |
4.388 |
3.565 |
0.823 |
21.1% |
0.085 |
2.2% |
41% |
False |
False |
20,998 |
| 80 |
4.743 |
3.565 |
1.178 |
30.2% |
0.090 |
2.3% |
28% |
False |
False |
20,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.233 |
|
2.618 |
4.127 |
|
1.618 |
4.062 |
|
1.000 |
4.022 |
|
0.618 |
3.997 |
|
HIGH |
3.957 |
|
0.618 |
3.932 |
|
0.500 |
3.925 |
|
0.382 |
3.917 |
|
LOW |
3.892 |
|
0.618 |
3.852 |
|
1.000 |
3.827 |
|
1.618 |
3.787 |
|
2.618 |
3.722 |
|
4.250 |
3.616 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.925 |
3.904 |
| PP |
3.916 |
3.902 |
| S1 |
3.908 |
3.901 |
|