NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.437 |
3.470 |
0.033 |
1.0% |
3.260 |
| High |
3.495 |
3.559 |
0.064 |
1.8% |
3.434 |
| Low |
3.388 |
3.451 |
0.063 |
1.9% |
3.244 |
| Close |
3.460 |
3.545 |
0.085 |
2.5% |
3.368 |
| Range |
0.107 |
0.108 |
0.001 |
0.9% |
0.190 |
| ATR |
0.104 |
0.104 |
0.000 |
0.3% |
0.000 |
| Volume |
83,489 |
136,260 |
52,771 |
63.2% |
762,219 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.802 |
3.604 |
|
| R3 |
3.734 |
3.694 |
3.575 |
|
| R2 |
3.626 |
3.626 |
3.565 |
|
| R1 |
3.586 |
3.586 |
3.555 |
3.606 |
| PP |
3.518 |
3.518 |
3.518 |
3.529 |
| S1 |
3.478 |
3.478 |
3.535 |
3.498 |
| S2 |
3.410 |
3.410 |
3.525 |
|
| S3 |
3.302 |
3.370 |
3.515 |
|
| S4 |
3.194 |
3.262 |
3.486 |
|
|
| 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 |
3.559 |
3.360 |
0.199 |
5.6% |
0.095 |
2.7% |
93% |
True |
False |
105,526 |
| 10 |
3.559 |
3.215 |
0.344 |
9.7% |
0.100 |
2.8% |
96% |
True |
False |
136,817 |
| 20 |
3.656 |
3.129 |
0.527 |
14.9% |
0.096 |
2.7% |
79% |
False |
False |
129,358 |
| 40 |
3.833 |
3.129 |
0.704 |
19.9% |
0.108 |
3.0% |
59% |
False |
False |
90,134 |
| 60 |
4.192 |
3.129 |
1.063 |
30.0% |
0.105 |
3.0% |
39% |
False |
False |
72,437 |
| 80 |
4.517 |
3.129 |
1.388 |
39.2% |
0.108 |
3.1% |
30% |
False |
False |
58,686 |
| 100 |
4.517 |
3.129 |
1.388 |
39.2% |
0.110 |
3.1% |
30% |
False |
False |
50,014 |
| 120 |
4.517 |
3.129 |
1.388 |
39.2% |
0.106 |
3.0% |
30% |
False |
False |
43,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.018 |
|
2.618 |
3.842 |
|
1.618 |
3.734 |
|
1.000 |
3.667 |
|
0.618 |
3.626 |
|
HIGH |
3.559 |
|
0.618 |
3.518 |
|
0.500 |
3.505 |
|
0.382 |
3.492 |
|
LOW |
3.451 |
|
0.618 |
3.384 |
|
1.000 |
3.343 |
|
1.618 |
3.276 |
|
2.618 |
3.168 |
|
4.250 |
2.992 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.532 |
3.521 |
| PP |
3.518 |
3.497 |
| S1 |
3.505 |
3.474 |
|