NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.545 |
0.075 |
2.2% |
3.392 |
| High |
3.559 |
3.562 |
0.003 |
0.1% |
3.562 |
| Low |
3.451 |
3.473 |
0.022 |
0.6% |
3.385 |
| Close |
3.545 |
3.485 |
-0.060 |
-1.7% |
3.485 |
| Range |
0.108 |
0.089 |
-0.019 |
-17.6% |
0.177 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.0% |
0.000 |
| Volume |
136,260 |
85,908 |
-50,352 |
-37.0% |
536,468 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.774 |
3.718 |
3.534 |
|
| R3 |
3.685 |
3.629 |
3.509 |
|
| R2 |
3.596 |
3.596 |
3.501 |
|
| R1 |
3.540 |
3.540 |
3.493 |
3.524 |
| PP |
3.507 |
3.507 |
3.507 |
3.498 |
| S1 |
3.451 |
3.451 |
3.477 |
3.435 |
| S2 |
3.418 |
3.418 |
3.469 |
|
| S3 |
3.329 |
3.362 |
3.461 |
|
| S4 |
3.240 |
3.273 |
3.436 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.008 |
3.924 |
3.582 |
|
| R3 |
3.831 |
3.747 |
3.534 |
|
| R2 |
3.654 |
3.654 |
3.517 |
|
| R1 |
3.570 |
3.570 |
3.501 |
3.612 |
| PP |
3.477 |
3.477 |
3.477 |
3.499 |
| S1 |
3.393 |
3.393 |
3.469 |
3.435 |
| S2 |
3.300 |
3.300 |
3.453 |
|
| S3 |
3.123 |
3.216 |
3.436 |
|
| S4 |
2.946 |
3.039 |
3.388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.562 |
3.385 |
0.177 |
5.1% |
0.098 |
2.8% |
56% |
True |
False |
107,293 |
| 10 |
3.562 |
3.244 |
0.318 |
9.1% |
0.097 |
2.8% |
76% |
True |
False |
129,868 |
| 20 |
3.562 |
3.129 |
0.433 |
12.4% |
0.095 |
2.7% |
82% |
True |
False |
128,161 |
| 40 |
3.833 |
3.129 |
0.704 |
20.2% |
0.105 |
3.0% |
51% |
False |
False |
91,300 |
| 60 |
4.075 |
3.129 |
0.946 |
27.1% |
0.104 |
3.0% |
38% |
False |
False |
73,502 |
| 80 |
4.425 |
3.129 |
1.296 |
37.2% |
0.108 |
3.1% |
27% |
False |
False |
59,591 |
| 100 |
4.517 |
3.129 |
1.388 |
39.8% |
0.110 |
3.1% |
26% |
False |
False |
50,726 |
| 120 |
4.517 |
3.129 |
1.388 |
39.8% |
0.106 |
3.0% |
26% |
False |
False |
44,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.940 |
|
2.618 |
3.795 |
|
1.618 |
3.706 |
|
1.000 |
3.651 |
|
0.618 |
3.617 |
|
HIGH |
3.562 |
|
0.618 |
3.528 |
|
0.500 |
3.518 |
|
0.382 |
3.507 |
|
LOW |
3.473 |
|
0.618 |
3.418 |
|
1.000 |
3.384 |
|
1.618 |
3.329 |
|
2.618 |
3.240 |
|
4.250 |
3.095 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.482 |
| PP |
3.507 |
3.478 |
| S1 |
3.496 |
3.475 |
|