NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.304 |
3.298 |
-0.006 |
-0.2% |
3.326 |
| High |
3.334 |
3.376 |
0.042 |
1.3% |
3.361 |
| Low |
3.262 |
3.285 |
0.023 |
0.7% |
3.129 |
| Close |
3.285 |
3.342 |
0.057 |
1.7% |
3.230 |
| Range |
0.072 |
0.091 |
0.019 |
26.4% |
0.232 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.0% |
0.000 |
| Volume |
195,325 |
152,097 |
-43,228 |
-22.1% |
716,557 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.607 |
3.566 |
3.392 |
|
| R3 |
3.516 |
3.475 |
3.367 |
|
| R2 |
3.425 |
3.425 |
3.359 |
|
| R1 |
3.384 |
3.384 |
3.350 |
3.405 |
| PP |
3.334 |
3.334 |
3.334 |
3.345 |
| S1 |
3.293 |
3.293 |
3.334 |
3.314 |
| S2 |
3.243 |
3.243 |
3.325 |
|
| S3 |
3.152 |
3.202 |
3.317 |
|
| S4 |
3.061 |
3.111 |
3.292 |
|
|
| 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 |
3.376 |
3.129 |
0.247 |
7.4% |
0.118 |
3.5% |
86% |
True |
False |
184,162 |
| 10 |
3.454 |
3.129 |
0.325 |
9.7% |
0.098 |
2.9% |
66% |
False |
False |
148,057 |
| 20 |
3.833 |
3.129 |
0.704 |
21.1% |
0.102 |
3.0% |
30% |
False |
False |
117,155 |
| 40 |
3.996 |
3.129 |
0.867 |
25.9% |
0.108 |
3.2% |
25% |
False |
False |
77,714 |
| 60 |
4.366 |
3.129 |
1.237 |
37.0% |
0.106 |
3.2% |
17% |
False |
False |
62,752 |
| 80 |
4.517 |
3.129 |
1.388 |
41.5% |
0.109 |
3.3% |
15% |
False |
False |
51,128 |
| 100 |
4.517 |
3.129 |
1.388 |
41.5% |
0.110 |
3.3% |
15% |
False |
False |
43,826 |
| 120 |
4.517 |
3.129 |
1.388 |
41.5% |
0.105 |
3.1% |
15% |
False |
False |
38,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.763 |
|
2.618 |
3.614 |
|
1.618 |
3.523 |
|
1.000 |
3.467 |
|
0.618 |
3.432 |
|
HIGH |
3.376 |
|
0.618 |
3.341 |
|
0.500 |
3.331 |
|
0.382 |
3.320 |
|
LOW |
3.285 |
|
0.618 |
3.229 |
|
1.000 |
3.194 |
|
1.618 |
3.138 |
|
2.618 |
3.047 |
|
4.250 |
2.898 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.338 |
3.331 |
| PP |
3.334 |
3.321 |
| S1 |
3.331 |
3.310 |
|