NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.957 |
3.932 |
-0.025 |
-0.6% |
3.807 |
| High |
3.957 |
3.950 |
-0.007 |
-0.2% |
3.959 |
| Low |
3.892 |
3.893 |
0.001 |
0.0% |
3.807 |
| Close |
3.899 |
3.920 |
0.021 |
0.5% |
3.899 |
| Range |
0.065 |
0.057 |
-0.008 |
-12.3% |
0.152 |
| ATR |
0.083 |
0.081 |
-0.002 |
-2.3% |
0.000 |
| Volume |
32,883 |
13,736 |
-19,147 |
-58.2% |
118,391 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.092 |
4.063 |
3.951 |
|
| R3 |
4.035 |
4.006 |
3.936 |
|
| R2 |
3.978 |
3.978 |
3.930 |
|
| R1 |
3.949 |
3.949 |
3.925 |
3.935 |
| PP |
3.921 |
3.921 |
3.921 |
3.914 |
| S1 |
3.892 |
3.892 |
3.915 |
3.878 |
| S2 |
3.864 |
3.864 |
3.910 |
|
| S3 |
3.807 |
3.835 |
3.904 |
|
| S4 |
3.750 |
3.778 |
3.889 |
|
|
| 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 |
3.849 |
0.110 |
2.8% |
0.059 |
1.5% |
65% |
False |
False |
22,951 |
| 10 |
3.959 |
3.702 |
0.257 |
6.6% |
0.069 |
1.8% |
85% |
False |
False |
24,582 |
| 20 |
3.959 |
3.565 |
0.394 |
10.1% |
0.074 |
1.9% |
90% |
False |
False |
25,700 |
| 40 |
4.137 |
3.565 |
0.572 |
14.6% |
0.084 |
2.2% |
62% |
False |
False |
21,745 |
| 60 |
4.360 |
3.565 |
0.795 |
20.3% |
0.085 |
2.2% |
45% |
False |
False |
20,815 |
| 80 |
4.665 |
3.565 |
1.100 |
28.1% |
0.087 |
2.2% |
32% |
False |
False |
20,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.192 |
|
2.618 |
4.099 |
|
1.618 |
4.042 |
|
1.000 |
4.007 |
|
0.618 |
3.985 |
|
HIGH |
3.950 |
|
0.618 |
3.928 |
|
0.500 |
3.922 |
|
0.382 |
3.915 |
|
LOW |
3.893 |
|
0.618 |
3.858 |
|
1.000 |
3.836 |
|
1.618 |
3.801 |
|
2.618 |
3.744 |
|
4.250 |
3.651 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.922 |
3.926 |
| PP |
3.921 |
3.924 |
| S1 |
3.921 |
3.922 |
|