NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.318 |
3.364 |
0.046 |
1.4% |
3.322 |
| High |
3.400 |
3.455 |
0.055 |
1.6% |
3.386 |
| Low |
3.311 |
3.329 |
0.018 |
0.5% |
3.154 |
| Close |
3.365 |
3.443 |
0.078 |
2.3% |
3.257 |
| Range |
0.089 |
0.126 |
0.037 |
41.6% |
0.232 |
| ATR |
0.102 |
0.104 |
0.002 |
1.7% |
0.000 |
| Volume |
97,246 |
73,718 |
-23,528 |
-24.2% |
302,017 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.787 |
3.741 |
3.512 |
|
| R3 |
3.661 |
3.615 |
3.478 |
|
| R2 |
3.535 |
3.535 |
3.466 |
|
| R1 |
3.489 |
3.489 |
3.455 |
3.512 |
| PP |
3.409 |
3.409 |
3.409 |
3.421 |
| S1 |
3.363 |
3.363 |
3.431 |
3.386 |
| S2 |
3.283 |
3.283 |
3.420 |
|
| S3 |
3.157 |
3.237 |
3.408 |
|
| S4 |
3.031 |
3.111 |
3.374 |
|
|
| 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 |
3.455 |
3.242 |
0.213 |
6.2% |
0.101 |
2.9% |
94% |
True |
False |
99,779 |
| 10 |
3.455 |
3.154 |
0.301 |
8.7% |
0.098 |
2.8% |
96% |
True |
False |
74,409 |
| 20 |
3.832 |
3.154 |
0.678 |
19.7% |
0.095 |
2.8% |
43% |
False |
False |
55,497 |
| 40 |
3.986 |
3.154 |
0.832 |
24.2% |
0.105 |
3.1% |
35% |
False |
False |
41,467 |
| 60 |
4.373 |
3.154 |
1.219 |
35.4% |
0.103 |
3.0% |
24% |
False |
False |
35,900 |
| 80 |
4.525 |
3.154 |
1.371 |
39.8% |
0.106 |
3.1% |
21% |
False |
False |
33,284 |
| 100 |
4.525 |
3.154 |
1.371 |
39.8% |
0.108 |
3.1% |
21% |
False |
False |
33,156 |
| 120 |
4.525 |
3.154 |
1.371 |
39.8% |
0.104 |
3.0% |
21% |
False |
False |
33,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.991 |
|
2.618 |
3.785 |
|
1.618 |
3.659 |
|
1.000 |
3.581 |
|
0.618 |
3.533 |
|
HIGH |
3.455 |
|
0.618 |
3.407 |
|
0.500 |
3.392 |
|
0.382 |
3.377 |
|
LOW |
3.329 |
|
0.618 |
3.251 |
|
1.000 |
3.203 |
|
1.618 |
3.125 |
|
2.618 |
2.999 |
|
4.250 |
2.794 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.426 |
3.419 |
| PP |
3.409 |
3.395 |
| S1 |
3.392 |
3.372 |
|