NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.505 |
3.542 |
0.037 |
1.1% |
3.392 |
| High |
3.547 |
3.589 |
0.042 |
1.2% |
3.562 |
| Low |
3.451 |
3.479 |
0.028 |
0.8% |
3.385 |
| Close |
3.534 |
3.567 |
0.033 |
0.9% |
3.485 |
| Range |
0.096 |
0.110 |
0.014 |
14.6% |
0.177 |
| ATR |
0.100 |
0.101 |
0.001 |
0.7% |
0.000 |
| Volume |
57,257 |
13,175 |
-44,082 |
-77.0% |
536,468 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.831 |
3.628 |
|
| R3 |
3.765 |
3.721 |
3.597 |
|
| R2 |
3.655 |
3.655 |
3.587 |
|
| R1 |
3.611 |
3.611 |
3.577 |
3.633 |
| PP |
3.545 |
3.545 |
3.545 |
3.556 |
| S1 |
3.501 |
3.501 |
3.557 |
3.523 |
| S2 |
3.435 |
3.435 |
3.547 |
|
| S3 |
3.325 |
3.391 |
3.537 |
|
| S4 |
3.215 |
3.281 |
3.507 |
|
|
| 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 |
3.589 |
3.451 |
0.138 |
3.9% |
0.094 |
2.6% |
84% |
True |
False |
67,093 |
| 10 |
3.589 |
3.303 |
0.286 |
8.0% |
0.097 |
2.7% |
92% |
True |
False |
87,913 |
| 20 |
3.589 |
3.129 |
0.460 |
12.9% |
0.097 |
2.7% |
95% |
True |
False |
117,985 |
| 40 |
3.833 |
3.129 |
0.704 |
19.7% |
0.105 |
2.9% |
62% |
False |
False |
91,159 |
| 60 |
4.034 |
3.129 |
0.905 |
25.4% |
0.105 |
2.9% |
48% |
False |
False |
74,282 |
| 80 |
4.366 |
3.129 |
1.237 |
34.7% |
0.105 |
2.9% |
35% |
False |
False |
60,305 |
| 100 |
4.517 |
3.129 |
1.388 |
38.9% |
0.108 |
3.0% |
32% |
False |
False |
51,254 |
| 120 |
4.517 |
3.129 |
1.388 |
38.9% |
0.106 |
3.0% |
32% |
False |
False |
44,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.057 |
|
2.618 |
3.877 |
|
1.618 |
3.767 |
|
1.000 |
3.699 |
|
0.618 |
3.657 |
|
HIGH |
3.589 |
|
0.618 |
3.547 |
|
0.500 |
3.534 |
|
0.382 |
3.521 |
|
LOW |
3.479 |
|
0.618 |
3.411 |
|
1.000 |
3.369 |
|
1.618 |
3.301 |
|
2.618 |
3.191 |
|
4.250 |
3.012 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.556 |
3.551 |
| PP |
3.545 |
3.536 |
| S1 |
3.534 |
3.520 |
|