NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.260 |
3.304 |
0.044 |
1.3% |
3.326 |
| High |
3.361 |
3.334 |
-0.027 |
-0.8% |
3.361 |
| Low |
3.244 |
3.262 |
0.018 |
0.6% |
3.129 |
| Close |
3.310 |
3.285 |
-0.025 |
-0.8% |
3.230 |
| Range |
0.117 |
0.072 |
-0.045 |
-38.5% |
0.232 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.4% |
0.000 |
| Volume |
185,431 |
195,325 |
9,894 |
5.3% |
716,557 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.469 |
3.325 |
|
| R3 |
3.438 |
3.397 |
3.305 |
|
| R2 |
3.366 |
3.366 |
3.298 |
|
| R1 |
3.325 |
3.325 |
3.292 |
3.310 |
| PP |
3.294 |
3.294 |
3.294 |
3.286 |
| S1 |
3.253 |
3.253 |
3.278 |
3.238 |
| S2 |
3.222 |
3.222 |
3.272 |
|
| S3 |
3.150 |
3.181 |
3.265 |
|
| S4 |
3.078 |
3.109 |
3.245 |
|
|
| 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 |
7.1% |
0.117 |
3.6% |
67% |
False |
False |
189,224 |
| 10 |
3.472 |
3.129 |
0.343 |
10.4% |
0.094 |
2.8% |
45% |
False |
False |
140,954 |
| 20 |
3.833 |
3.129 |
0.704 |
21.4% |
0.101 |
3.1% |
22% |
False |
False |
111,930 |
| 40 |
3.996 |
3.129 |
0.867 |
26.4% |
0.107 |
3.3% |
18% |
False |
False |
74,832 |
| 60 |
4.366 |
3.129 |
1.237 |
37.7% |
0.106 |
3.2% |
13% |
False |
False |
60,616 |
| 80 |
4.517 |
3.129 |
1.388 |
42.3% |
0.110 |
3.3% |
11% |
False |
False |
49,411 |
| 100 |
4.517 |
3.129 |
1.388 |
42.3% |
0.110 |
3.3% |
11% |
False |
False |
42,428 |
| 120 |
4.517 |
3.129 |
1.388 |
42.3% |
0.105 |
3.2% |
11% |
False |
False |
36,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.640 |
|
2.618 |
3.522 |
|
1.618 |
3.450 |
|
1.000 |
3.406 |
|
0.618 |
3.378 |
|
HIGH |
3.334 |
|
0.618 |
3.306 |
|
0.500 |
3.298 |
|
0.382 |
3.290 |
|
LOW |
3.262 |
|
0.618 |
3.218 |
|
1.000 |
3.190 |
|
1.618 |
3.146 |
|
2.618 |
3.074 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.298 |
3.288 |
| PP |
3.294 |
3.287 |
| S1 |
3.289 |
3.286 |
|