NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.943 |
3.980 |
0.037 |
0.9% |
3.932 |
| High |
3.990 |
3.985 |
-0.005 |
-0.1% |
3.990 |
| Low |
3.865 |
3.915 |
0.050 |
1.3% |
3.856 |
| Close |
3.958 |
3.926 |
-0.032 |
-0.8% |
3.926 |
| Range |
0.125 |
0.070 |
-0.055 |
-44.0% |
0.134 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.4% |
0.000 |
| Volume |
19,400 |
36,683 |
17,283 |
89.1% |
98,276 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.152 |
4.109 |
3.965 |
|
| R3 |
4.082 |
4.039 |
3.945 |
|
| R2 |
4.012 |
4.012 |
3.939 |
|
| R1 |
3.969 |
3.969 |
3.932 |
3.956 |
| PP |
3.942 |
3.942 |
3.942 |
3.935 |
| S1 |
3.899 |
3.899 |
3.920 |
3.886 |
| S2 |
3.872 |
3.872 |
3.913 |
|
| S3 |
3.802 |
3.829 |
3.907 |
|
| S4 |
3.732 |
3.759 |
3.888 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.326 |
4.260 |
4.000 |
|
| R3 |
4.192 |
4.126 |
3.963 |
|
| R2 |
4.058 |
4.058 |
3.951 |
|
| R1 |
3.992 |
3.992 |
3.938 |
3.958 |
| PP |
3.924 |
3.924 |
3.924 |
3.907 |
| S1 |
3.858 |
3.858 |
3.914 |
3.824 |
| S2 |
3.790 |
3.790 |
3.901 |
|
| S3 |
3.656 |
3.724 |
3.889 |
|
| S4 |
3.522 |
3.590 |
3.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.990 |
3.856 |
0.134 |
3.4% |
0.090 |
2.3% |
52% |
False |
False |
19,655 |
| 10 |
3.990 |
3.807 |
0.183 |
4.7% |
0.079 |
2.0% |
65% |
False |
False |
21,666 |
| 20 |
3.990 |
3.565 |
0.425 |
10.8% |
0.080 |
2.0% |
85% |
False |
False |
25,141 |
| 40 |
4.137 |
3.565 |
0.572 |
14.6% |
0.086 |
2.2% |
63% |
False |
False |
22,061 |
| 60 |
4.295 |
3.565 |
0.730 |
18.6% |
0.086 |
2.2% |
49% |
False |
False |
21,440 |
| 80 |
4.665 |
3.565 |
1.100 |
28.0% |
0.088 |
2.2% |
33% |
False |
False |
20,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.283 |
|
2.618 |
4.168 |
|
1.618 |
4.098 |
|
1.000 |
4.055 |
|
0.618 |
4.028 |
|
HIGH |
3.985 |
|
0.618 |
3.958 |
|
0.500 |
3.950 |
|
0.382 |
3.942 |
|
LOW |
3.915 |
|
0.618 |
3.872 |
|
1.000 |
3.845 |
|
1.618 |
3.802 |
|
2.618 |
3.732 |
|
4.250 |
3.618 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.950 |
3.928 |
| PP |
3.942 |
3.927 |
| S1 |
3.934 |
3.927 |
|