NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
3.832 |
3.885 |
0.053 |
1.4% |
3.700 |
High |
3.902 |
3.902 |
0.000 |
0.0% |
3.847 |
Low |
3.832 |
3.864 |
0.032 |
0.8% |
3.694 |
Close |
3.876 |
3.870 |
-0.006 |
-0.2% |
3.787 |
Range |
0.070 |
0.038 |
-0.032 |
-45.7% |
0.153 |
ATR |
0.082 |
0.079 |
-0.003 |
-3.8% |
0.000 |
Volume |
3,390 |
4,907 |
1,517 |
44.7% |
23,587 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.993 |
3.969 |
3.891 |
|
R3 |
3.955 |
3.931 |
3.880 |
|
R2 |
3.917 |
3.917 |
3.877 |
|
R1 |
3.893 |
3.893 |
3.873 |
3.886 |
PP |
3.879 |
3.879 |
3.879 |
3.875 |
S1 |
3.855 |
3.855 |
3.867 |
3.848 |
S2 |
3.841 |
3.841 |
3.863 |
|
S3 |
3.803 |
3.817 |
3.860 |
|
S4 |
3.765 |
3.779 |
3.849 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.235 |
4.164 |
3.871 |
|
R3 |
4.082 |
4.011 |
3.829 |
|
R2 |
3.929 |
3.929 |
3.815 |
|
R1 |
3.858 |
3.858 |
3.801 |
3.894 |
PP |
3.776 |
3.776 |
3.776 |
3.794 |
S1 |
3.705 |
3.705 |
3.773 |
3.741 |
S2 |
3.623 |
3.623 |
3.759 |
|
S3 |
3.470 |
3.552 |
3.745 |
|
S4 |
3.317 |
3.399 |
3.703 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.902 |
3.710 |
0.192 |
5.0% |
0.069 |
1.8% |
83% |
True |
False |
4,444 |
10 |
3.902 |
3.570 |
0.332 |
8.6% |
0.079 |
2.0% |
90% |
True |
False |
4,429 |
20 |
4.083 |
3.570 |
0.513 |
13.3% |
0.069 |
1.8% |
58% |
False |
False |
3,847 |
40 |
4.130 |
3.570 |
0.560 |
14.5% |
0.073 |
1.9% |
54% |
False |
False |
3,691 |
60 |
4.537 |
3.570 |
0.967 |
25.0% |
0.071 |
1.8% |
31% |
False |
False |
3,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.064 |
2.618 |
4.001 |
1.618 |
3.963 |
1.000 |
3.940 |
0.618 |
3.925 |
HIGH |
3.902 |
0.618 |
3.887 |
0.500 |
3.883 |
0.382 |
3.879 |
LOW |
3.864 |
0.618 |
3.841 |
1.000 |
3.826 |
1.618 |
3.803 |
2.618 |
3.765 |
4.250 |
3.703 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3.883 |
3.861 |
PP |
3.879 |
3.852 |
S1 |
3.874 |
3.843 |
|