NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
3.932 |
3.915 |
-0.017 |
-0.4% |
3.807 |
High |
3.950 |
3.944 |
-0.006 |
-0.2% |
3.959 |
Low |
3.893 |
3.856 |
-0.037 |
-1.0% |
3.807 |
Close |
3.920 |
3.936 |
0.016 |
0.4% |
3.899 |
Range |
0.057 |
0.088 |
0.031 |
54.4% |
0.152 |
ATR |
0.081 |
0.082 |
0.000 |
0.6% |
0.000 |
Volume |
13,736 |
11,653 |
-2,083 |
-15.2% |
118,391 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.176 |
4.144 |
3.984 |
|
R3 |
4.088 |
4.056 |
3.960 |
|
R2 |
4.000 |
4.000 |
3.952 |
|
R1 |
3.968 |
3.968 |
3.944 |
3.984 |
PP |
3.912 |
3.912 |
3.912 |
3.920 |
S1 |
3.880 |
3.880 |
3.928 |
3.896 |
S2 |
3.824 |
3.824 |
3.920 |
|
S3 |
3.736 |
3.792 |
3.912 |
|
S4 |
3.648 |
3.704 |
3.888 |
|
|
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% |
0.067 |
1.7% |
79% |
False |
False |
19,868 |
10 |
3.959 |
3.711 |
0.248 |
6.3% |
0.073 |
1.8% |
91% |
False |
False |
22,864 |
20 |
3.959 |
3.565 |
0.394 |
10.0% |
0.075 |
1.9% |
94% |
False |
False |
24,642 |
40 |
4.137 |
3.565 |
0.572 |
14.5% |
0.085 |
2.2% |
65% |
False |
False |
21,562 |
60 |
4.350 |
3.565 |
0.785 |
19.9% |
0.085 |
2.2% |
47% |
False |
False |
20,816 |
80 |
4.665 |
3.565 |
1.100 |
27.9% |
0.087 |
2.2% |
34% |
False |
False |
19,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.318 |
2.618 |
4.174 |
1.618 |
4.086 |
1.000 |
4.032 |
0.618 |
3.998 |
HIGH |
3.944 |
0.618 |
3.910 |
0.500 |
3.900 |
0.382 |
3.890 |
LOW |
3.856 |
0.618 |
3.802 |
1.000 |
3.768 |
1.618 |
3.714 |
2.618 |
3.626 |
4.250 |
3.482 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3.924 |
3.926 |
PP |
3.912 |
3.916 |
S1 |
3.900 |
3.907 |
|