NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.341 |
3.425 |
0.084 |
2.5% |
3.260 |
| High |
3.433 |
3.434 |
0.001 |
0.0% |
3.434 |
| Low |
3.303 |
3.360 |
0.057 |
1.7% |
3.244 |
| Close |
3.419 |
3.368 |
-0.051 |
-1.5% |
3.368 |
| Range |
0.130 |
0.074 |
-0.056 |
-43.1% |
0.190 |
| ATR |
0.106 |
0.104 |
-0.002 |
-2.2% |
0.000 |
| Volume |
152,294 |
77,072 |
-75,222 |
-49.4% |
762,219 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.609 |
3.563 |
3.409 |
|
| R3 |
3.535 |
3.489 |
3.388 |
|
| R2 |
3.461 |
3.461 |
3.382 |
|
| R1 |
3.415 |
3.415 |
3.375 |
3.401 |
| PP |
3.387 |
3.387 |
3.387 |
3.381 |
| S1 |
3.341 |
3.341 |
3.361 |
3.327 |
| S2 |
3.313 |
3.313 |
3.354 |
|
| S3 |
3.239 |
3.267 |
3.348 |
|
| S4 |
3.165 |
3.193 |
3.327 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.919 |
3.833 |
3.473 |
|
| R3 |
3.729 |
3.643 |
3.420 |
|
| R2 |
3.539 |
3.539 |
3.403 |
|
| R1 |
3.453 |
3.453 |
3.385 |
3.496 |
| PP |
3.349 |
3.349 |
3.349 |
3.370 |
| S1 |
3.263 |
3.263 |
3.351 |
3.306 |
| S2 |
3.159 |
3.159 |
3.333 |
|
| S3 |
2.969 |
3.073 |
3.316 |
|
| S4 |
2.779 |
2.883 |
3.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.434 |
3.244 |
0.190 |
5.6% |
0.097 |
2.9% |
65% |
True |
False |
152,443 |
| 10 |
3.434 |
3.129 |
0.305 |
9.1% |
0.099 |
2.9% |
78% |
True |
False |
147,877 |
| 20 |
3.784 |
3.129 |
0.655 |
19.4% |
0.098 |
2.9% |
36% |
False |
False |
121,679 |
| 40 |
3.921 |
3.129 |
0.792 |
23.5% |
0.108 |
3.2% |
30% |
False |
False |
82,031 |
| 60 |
4.366 |
3.129 |
1.237 |
36.7% |
0.107 |
3.2% |
19% |
False |
False |
66,077 |
| 80 |
4.517 |
3.129 |
1.388 |
41.2% |
0.109 |
3.2% |
17% |
False |
False |
53,742 |
| 100 |
4.517 |
3.129 |
1.388 |
41.2% |
0.110 |
3.3% |
17% |
False |
False |
45,968 |
| 120 |
4.517 |
3.129 |
1.388 |
41.2% |
0.106 |
3.1% |
17% |
False |
False |
39,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.749 |
|
2.618 |
3.628 |
|
1.618 |
3.554 |
|
1.000 |
3.508 |
|
0.618 |
3.480 |
|
HIGH |
3.434 |
|
0.618 |
3.406 |
|
0.500 |
3.397 |
|
0.382 |
3.388 |
|
LOW |
3.360 |
|
0.618 |
3.314 |
|
1.000 |
3.286 |
|
1.618 |
3.240 |
|
2.618 |
3.166 |
|
4.250 |
3.046 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.397 |
3.365 |
| PP |
3.387 |
3.362 |
| S1 |
3.378 |
3.360 |
|