NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.330 |
3.318 |
-0.012 |
-0.4% |
3.322 |
| High |
3.356 |
3.400 |
0.044 |
1.3% |
3.386 |
| Low |
3.288 |
3.311 |
0.023 |
0.7% |
3.154 |
| Close |
3.312 |
3.365 |
0.053 |
1.6% |
3.257 |
| Range |
0.068 |
0.089 |
0.021 |
30.9% |
0.232 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.0% |
0.000 |
| Volume |
123,875 |
97,246 |
-26,629 |
-21.5% |
302,017 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.626 |
3.584 |
3.414 |
|
| R3 |
3.537 |
3.495 |
3.389 |
|
| R2 |
3.448 |
3.448 |
3.381 |
|
| R1 |
3.406 |
3.406 |
3.373 |
3.427 |
| PP |
3.359 |
3.359 |
3.359 |
3.369 |
| S1 |
3.317 |
3.317 |
3.357 |
3.338 |
| S2 |
3.270 |
3.270 |
3.349 |
|
| S3 |
3.181 |
3.228 |
3.341 |
|
| S4 |
3.092 |
3.139 |
3.316 |
|
|
| 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 |
3.400 |
3.154 |
0.246 |
7.3% |
0.115 |
3.4% |
86% |
True |
False |
103,684 |
| 10 |
3.479 |
3.154 |
0.325 |
9.7% |
0.096 |
2.9% |
65% |
False |
False |
70,515 |
| 20 |
3.844 |
3.154 |
0.690 |
20.5% |
0.099 |
2.9% |
31% |
False |
False |
53,128 |
| 40 |
4.004 |
3.154 |
0.850 |
25.3% |
0.103 |
3.1% |
25% |
False |
False |
40,271 |
| 60 |
4.373 |
3.154 |
1.219 |
36.2% |
0.102 |
3.0% |
17% |
False |
False |
35,005 |
| 80 |
4.525 |
3.154 |
1.371 |
40.7% |
0.106 |
3.1% |
15% |
False |
False |
32,605 |
| 100 |
4.525 |
3.154 |
1.371 |
40.7% |
0.108 |
3.2% |
15% |
False |
False |
32,658 |
| 120 |
4.525 |
3.154 |
1.371 |
40.7% |
0.104 |
3.1% |
15% |
False |
False |
33,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.778 |
|
2.618 |
3.633 |
|
1.618 |
3.544 |
|
1.000 |
3.489 |
|
0.618 |
3.455 |
|
HIGH |
3.400 |
|
0.618 |
3.366 |
|
0.500 |
3.356 |
|
0.382 |
3.345 |
|
LOW |
3.311 |
|
0.618 |
3.256 |
|
1.000 |
3.222 |
|
1.618 |
3.167 |
|
2.618 |
3.078 |
|
4.250 |
2.933 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.362 |
3.355 |
| PP |
3.359 |
3.346 |
| S1 |
3.356 |
3.336 |
|