NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.281 |
3.330 |
0.049 |
1.5% |
3.322 |
| High |
3.384 |
3.356 |
-0.028 |
-0.8% |
3.386 |
| Low |
3.272 |
3.288 |
0.016 |
0.5% |
3.154 |
| Close |
3.335 |
3.312 |
-0.023 |
-0.7% |
3.257 |
| Range |
0.112 |
0.068 |
-0.044 |
-39.3% |
0.232 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.5% |
0.000 |
| Volume |
99,741 |
123,875 |
24,134 |
24.2% |
302,017 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.523 |
3.485 |
3.349 |
|
| R3 |
3.455 |
3.417 |
3.331 |
|
| R2 |
3.387 |
3.387 |
3.324 |
|
| R1 |
3.349 |
3.349 |
3.318 |
3.334 |
| PP |
3.319 |
3.319 |
3.319 |
3.311 |
| S1 |
3.281 |
3.281 |
3.306 |
3.266 |
| S2 |
3.251 |
3.251 |
3.300 |
|
| S3 |
3.183 |
3.213 |
3.293 |
|
| S4 |
3.115 |
3.145 |
3.275 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.962 |
3.841 |
3.385 |
|
| R3 |
3.730 |
3.609 |
3.321 |
|
| R2 |
3.498 |
3.498 |
3.300 |
|
| R1 |
3.377 |
3.377 |
3.278 |
3.322 |
| PP |
3.266 |
3.266 |
3.266 |
3.238 |
| S1 |
3.145 |
3.145 |
3.236 |
3.090 |
| S2 |
3.034 |
3.034 |
3.214 |
|
| S3 |
2.802 |
2.913 |
3.193 |
|
| S4 |
2.570 |
2.681 |
3.129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.384 |
3.154 |
0.230 |
6.9% |
0.114 |
3.4% |
69% |
False |
False |
92,050 |
| 10 |
3.493 |
3.154 |
0.339 |
10.2% |
0.092 |
2.8% |
47% |
False |
False |
65,111 |
| 20 |
3.844 |
3.154 |
0.690 |
20.8% |
0.098 |
3.0% |
23% |
False |
False |
49,965 |
| 40 |
4.004 |
3.154 |
0.850 |
25.7% |
0.103 |
3.1% |
19% |
False |
False |
38,641 |
| 60 |
4.373 |
3.154 |
1.219 |
36.8% |
0.102 |
3.1% |
13% |
False |
False |
33,888 |
| 80 |
4.525 |
3.154 |
1.371 |
41.4% |
0.106 |
3.2% |
12% |
False |
False |
31,699 |
| 100 |
4.525 |
3.154 |
1.371 |
41.4% |
0.108 |
3.3% |
12% |
False |
False |
32,127 |
| 120 |
4.525 |
3.154 |
1.371 |
41.4% |
0.104 |
3.1% |
12% |
False |
False |
32,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.645 |
|
2.618 |
3.534 |
|
1.618 |
3.466 |
|
1.000 |
3.424 |
|
0.618 |
3.398 |
|
HIGH |
3.356 |
|
0.618 |
3.330 |
|
0.500 |
3.322 |
|
0.382 |
3.314 |
|
LOW |
3.288 |
|
0.618 |
3.246 |
|
1.000 |
3.220 |
|
1.618 |
3.178 |
|
2.618 |
3.110 |
|
4.250 |
2.999 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.322 |
3.313 |
| PP |
3.319 |
3.313 |
| S1 |
3.315 |
3.312 |
|