NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.298 |
3.341 |
0.043 |
1.3% |
3.326 |
| High |
3.376 |
3.433 |
0.057 |
1.7% |
3.361 |
| Low |
3.285 |
3.303 |
0.018 |
0.5% |
3.129 |
| Close |
3.342 |
3.419 |
0.077 |
2.3% |
3.230 |
| Range |
0.091 |
0.130 |
0.039 |
42.9% |
0.232 |
| ATR |
0.104 |
0.106 |
0.002 |
1.8% |
0.000 |
| Volume |
152,097 |
152,294 |
197 |
0.1% |
716,557 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.775 |
3.727 |
3.491 |
|
| R3 |
3.645 |
3.597 |
3.455 |
|
| R2 |
3.515 |
3.515 |
3.443 |
|
| R1 |
3.467 |
3.467 |
3.431 |
3.491 |
| PP |
3.385 |
3.385 |
3.385 |
3.397 |
| S1 |
3.337 |
3.337 |
3.407 |
3.361 |
| S2 |
3.255 |
3.255 |
3.395 |
|
| S3 |
3.125 |
3.207 |
3.383 |
|
| S4 |
2.995 |
3.077 |
3.348 |
|
|
| 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 |
3.433 |
3.215 |
0.218 |
6.4% |
0.104 |
3.0% |
94% |
True |
False |
168,107 |
| 10 |
3.433 |
3.129 |
0.304 |
8.9% |
0.099 |
2.9% |
95% |
True |
False |
147,994 |
| 20 |
3.825 |
3.129 |
0.696 |
20.4% |
0.097 |
2.8% |
42% |
False |
False |
120,113 |
| 40 |
3.975 |
3.129 |
0.846 |
24.7% |
0.109 |
3.2% |
34% |
False |
False |
80,665 |
| 60 |
4.366 |
3.129 |
1.237 |
36.2% |
0.107 |
3.1% |
23% |
False |
False |
65,082 |
| 80 |
4.517 |
3.129 |
1.388 |
40.6% |
0.110 |
3.2% |
21% |
False |
False |
52,883 |
| 100 |
4.517 |
3.129 |
1.388 |
40.6% |
0.110 |
3.2% |
21% |
False |
False |
45,258 |
| 120 |
4.517 |
3.129 |
1.388 |
40.6% |
0.106 |
3.1% |
21% |
False |
False |
39,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.986 |
|
2.618 |
3.773 |
|
1.618 |
3.643 |
|
1.000 |
3.563 |
|
0.618 |
3.513 |
|
HIGH |
3.433 |
|
0.618 |
3.383 |
|
0.500 |
3.368 |
|
0.382 |
3.353 |
|
LOW |
3.303 |
|
0.618 |
3.223 |
|
1.000 |
3.173 |
|
1.618 |
3.093 |
|
2.618 |
2.963 |
|
4.250 |
2.751 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.402 |
3.395 |
| PP |
3.385 |
3.371 |
| S1 |
3.368 |
3.348 |
|