NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.260 |
-0.060 |
-1.8% |
3.326 |
| High |
3.326 |
3.361 |
0.035 |
1.1% |
3.361 |
| Low |
3.215 |
3.244 |
0.029 |
0.9% |
3.129 |
| Close |
3.230 |
3.310 |
0.080 |
2.5% |
3.230 |
| Range |
0.111 |
0.117 |
0.006 |
5.4% |
0.232 |
| ATR |
0.106 |
0.108 |
0.002 |
1.7% |
0.000 |
| Volume |
155,392 |
185,431 |
30,039 |
19.3% |
716,557 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.656 |
3.600 |
3.374 |
|
| R3 |
3.539 |
3.483 |
3.342 |
|
| R2 |
3.422 |
3.422 |
3.331 |
|
| R1 |
3.366 |
3.366 |
3.321 |
3.394 |
| PP |
3.305 |
3.305 |
3.305 |
3.319 |
| S1 |
3.249 |
3.249 |
3.299 |
3.277 |
| S2 |
3.188 |
3.188 |
3.289 |
|
| S3 |
3.071 |
3.132 |
3.278 |
|
| S4 |
2.954 |
3.015 |
3.246 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.936 |
3.815 |
3.358 |
|
| R3 |
3.704 |
3.583 |
3.294 |
|
| R2 |
3.472 |
3.472 |
3.273 |
|
| R1 |
3.351 |
3.351 |
3.251 |
3.296 |
| PP |
3.240 |
3.240 |
3.240 |
3.212 |
| S1 |
3.119 |
3.119 |
3.209 |
3.064 |
| S2 |
3.008 |
3.008 |
3.187 |
|
| S3 |
2.776 |
2.887 |
3.166 |
|
| S4 |
2.544 |
2.655 |
3.102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.361 |
3.129 |
0.232 |
7.0% |
0.114 |
3.4% |
78% |
True |
False |
165,249 |
| 10 |
3.488 |
3.129 |
0.359 |
10.8% |
0.093 |
2.8% |
50% |
False |
False |
130,559 |
| 20 |
3.833 |
3.129 |
0.704 |
21.3% |
0.103 |
3.1% |
26% |
False |
False |
105,012 |
| 40 |
3.996 |
3.129 |
0.867 |
26.2% |
0.110 |
3.3% |
21% |
False |
False |
70,524 |
| 60 |
4.366 |
3.129 |
1.237 |
37.4% |
0.107 |
3.2% |
15% |
False |
False |
57,771 |
| 80 |
4.517 |
3.129 |
1.388 |
41.9% |
0.109 |
3.3% |
13% |
False |
False |
47,306 |
| 100 |
4.517 |
3.129 |
1.388 |
41.9% |
0.111 |
3.3% |
13% |
False |
False |
40,536 |
| 120 |
4.517 |
3.129 |
1.388 |
41.9% |
0.105 |
3.2% |
13% |
False |
False |
35,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.858 |
|
2.618 |
3.667 |
|
1.618 |
3.550 |
|
1.000 |
3.478 |
|
0.618 |
3.433 |
|
HIGH |
3.361 |
|
0.618 |
3.316 |
|
0.500 |
3.303 |
|
0.382 |
3.289 |
|
LOW |
3.244 |
|
0.618 |
3.172 |
|
1.000 |
3.127 |
|
1.618 |
3.055 |
|
2.618 |
2.938 |
|
4.250 |
2.747 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.308 |
3.288 |
| PP |
3.305 |
3.267 |
| S1 |
3.303 |
3.245 |
|