NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.915 |
3.937 |
0.022 |
0.6% |
3.807 |
| High |
3.944 |
3.989 |
0.045 |
1.1% |
3.959 |
| Low |
3.856 |
3.880 |
0.024 |
0.6% |
3.807 |
| Close |
3.936 |
3.935 |
-0.001 |
0.0% |
3.899 |
| Range |
0.088 |
0.109 |
0.021 |
23.9% |
0.152 |
| ATR |
0.082 |
0.084 |
0.002 |
2.4% |
0.000 |
| Volume |
11,653 |
16,804 |
5,151 |
44.2% |
118,391 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.262 |
4.207 |
3.995 |
|
| R3 |
4.153 |
4.098 |
3.965 |
|
| R2 |
4.044 |
4.044 |
3.955 |
|
| R1 |
3.989 |
3.989 |
3.945 |
3.962 |
| PP |
3.935 |
3.935 |
3.935 |
3.921 |
| S1 |
3.880 |
3.880 |
3.925 |
3.853 |
| S2 |
3.826 |
3.826 |
3.915 |
|
| S3 |
3.717 |
3.771 |
3.905 |
|
| S4 |
3.608 |
3.662 |
3.875 |
|
|
| 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 |
3.989 |
3.856 |
0.133 |
3.4% |
0.075 |
1.9% |
59% |
True |
False |
19,318 |
| 10 |
3.989 |
3.724 |
0.265 |
6.7% |
0.076 |
1.9% |
80% |
True |
False |
21,316 |
| 20 |
3.989 |
3.565 |
0.424 |
10.8% |
0.078 |
2.0% |
87% |
True |
False |
24,439 |
| 40 |
4.137 |
3.565 |
0.572 |
14.5% |
0.086 |
2.2% |
65% |
False |
False |
21,571 |
| 60 |
4.343 |
3.565 |
0.778 |
19.8% |
0.086 |
2.2% |
48% |
False |
False |
20,832 |
| 80 |
4.665 |
3.565 |
1.100 |
28.0% |
0.088 |
2.2% |
34% |
False |
False |
19,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.452 |
|
2.618 |
4.274 |
|
1.618 |
4.165 |
|
1.000 |
4.098 |
|
0.618 |
4.056 |
|
HIGH |
3.989 |
|
0.618 |
3.947 |
|
0.500 |
3.935 |
|
0.382 |
3.922 |
|
LOW |
3.880 |
|
0.618 |
3.813 |
|
1.000 |
3.771 |
|
1.618 |
3.704 |
|
2.618 |
3.595 |
|
4.250 |
3.417 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.935 |
3.931 |
| PP |
3.935 |
3.927 |
| S1 |
3.935 |
3.923 |
|