NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.449 |
3.411 |
-0.038 |
-1.1% |
3.281 |
| High |
3.458 |
3.525 |
0.067 |
1.9% |
3.458 |
| Low |
3.386 |
3.410 |
0.024 |
0.7% |
3.272 |
| Close |
3.393 |
3.487 |
0.094 |
2.8% |
3.393 |
| Range |
0.072 |
0.115 |
0.043 |
59.7% |
0.186 |
| ATR |
0.101 |
0.104 |
0.002 |
2.2% |
0.000 |
| Volume |
47,106 |
72,150 |
25,044 |
53.2% |
441,686 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.768 |
3.550 |
|
| R3 |
3.704 |
3.653 |
3.519 |
|
| R2 |
3.589 |
3.589 |
3.508 |
|
| R1 |
3.538 |
3.538 |
3.498 |
3.564 |
| PP |
3.474 |
3.474 |
3.474 |
3.487 |
| S1 |
3.423 |
3.423 |
3.476 |
3.449 |
| S2 |
3.359 |
3.359 |
3.466 |
|
| S3 |
3.244 |
3.308 |
3.455 |
|
| S4 |
3.129 |
3.193 |
3.424 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.932 |
3.849 |
3.495 |
|
| R3 |
3.746 |
3.663 |
3.444 |
|
| R2 |
3.560 |
3.560 |
3.427 |
|
| R1 |
3.477 |
3.477 |
3.410 |
3.519 |
| PP |
3.374 |
3.374 |
3.374 |
3.395 |
| S1 |
3.291 |
3.291 |
3.376 |
3.333 |
| S2 |
3.188 |
3.188 |
3.359 |
|
| S3 |
3.002 |
3.105 |
3.342 |
|
| S4 |
2.816 |
2.919 |
3.291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.525 |
3.288 |
0.237 |
6.8% |
0.094 |
2.7% |
84% |
True |
False |
82,819 |
| 10 |
3.525 |
3.154 |
0.371 |
10.6% |
0.103 |
2.9% |
90% |
True |
False |
78,657 |
| 20 |
3.796 |
3.154 |
0.642 |
18.4% |
0.095 |
2.7% |
52% |
False |
False |
57,464 |
| 40 |
3.849 |
3.154 |
0.695 |
19.9% |
0.104 |
3.0% |
48% |
False |
False |
43,556 |
| 60 |
4.373 |
3.154 |
1.219 |
35.0% |
0.103 |
2.9% |
27% |
False |
False |
37,250 |
| 80 |
4.525 |
3.154 |
1.371 |
39.3% |
0.106 |
3.0% |
24% |
False |
False |
34,268 |
| 100 |
4.525 |
3.154 |
1.371 |
39.3% |
0.108 |
3.1% |
24% |
False |
False |
33,832 |
| 120 |
4.525 |
3.154 |
1.371 |
39.3% |
0.104 |
3.0% |
24% |
False |
False |
34,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.014 |
|
2.618 |
3.826 |
|
1.618 |
3.711 |
|
1.000 |
3.640 |
|
0.618 |
3.596 |
|
HIGH |
3.525 |
|
0.618 |
3.481 |
|
0.500 |
3.468 |
|
0.382 |
3.454 |
|
LOW |
3.410 |
|
0.618 |
3.339 |
|
1.000 |
3.295 |
|
1.618 |
3.224 |
|
2.618 |
3.109 |
|
4.250 |
2.921 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.481 |
3.467 |
| PP |
3.474 |
3.447 |
| S1 |
3.468 |
3.427 |
|