NYMEX Natural Gas Future February 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 |
3.921 |
3.980 |
0.059 |
1.5% |
3.832 |
High |
3.945 |
3.990 |
0.045 |
1.1% |
3.956 |
Low |
3.860 |
3.885 |
0.025 |
0.6% |
3.832 |
Close |
3.938 |
3.936 |
-0.002 |
-0.1% |
3.899 |
Range |
0.085 |
0.105 |
0.020 |
23.5% |
0.124 |
ATR |
0.073 |
0.076 |
0.002 |
3.1% |
0.000 |
Volume |
3,754 |
4,839 |
1,085 |
28.9% |
19,188 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.252 |
4.199 |
3.994 |
|
R3 |
4.147 |
4.094 |
3.965 |
|
R2 |
4.042 |
4.042 |
3.955 |
|
R1 |
3.989 |
3.989 |
3.946 |
3.963 |
PP |
3.937 |
3.937 |
3.937 |
3.924 |
S1 |
3.884 |
3.884 |
3.926 |
3.858 |
S2 |
3.832 |
3.832 |
3.917 |
|
S3 |
3.727 |
3.779 |
3.907 |
|
S4 |
3.622 |
3.674 |
3.878 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.268 |
4.207 |
3.967 |
|
R3 |
4.144 |
4.083 |
3.933 |
|
R2 |
4.020 |
4.020 |
3.922 |
|
R1 |
3.959 |
3.959 |
3.910 |
3.990 |
PP |
3.896 |
3.896 |
3.896 |
3.911 |
S1 |
3.835 |
3.835 |
3.888 |
3.866 |
S2 |
3.772 |
3.772 |
3.876 |
|
S3 |
3.648 |
3.711 |
3.865 |
|
S4 |
3.524 |
3.587 |
3.831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.990 |
3.860 |
0.130 |
3.3% |
0.072 |
1.8% |
58% |
True |
False |
3,659 |
10 |
3.990 |
3.736 |
0.254 |
6.5% |
0.065 |
1.7% |
79% |
True |
False |
3,863 |
20 |
3.990 |
3.570 |
0.420 |
10.7% |
0.070 |
1.8% |
87% |
True |
False |
3,936 |
40 |
4.130 |
3.570 |
0.560 |
14.2% |
0.071 |
1.8% |
65% |
False |
False |
3,670 |
60 |
4.326 |
3.570 |
0.756 |
19.2% |
0.071 |
1.8% |
48% |
False |
False |
3,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.436 |
2.618 |
4.265 |
1.618 |
4.160 |
1.000 |
4.095 |
0.618 |
4.055 |
HIGH |
3.990 |
0.618 |
3.950 |
0.500 |
3.938 |
0.382 |
3.925 |
LOW |
3.885 |
0.618 |
3.820 |
1.000 |
3.780 |
1.618 |
3.715 |
2.618 |
3.610 |
4.250 |
3.439 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3.938 |
3.932 |
PP |
3.937 |
3.929 |
S1 |
3.937 |
3.925 |
|