NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.550 |
3.543 |
-0.007 |
-0.2% |
3.411 |
| High |
3.583 |
3.585 |
0.002 |
0.1% |
3.591 |
| Low |
3.514 |
3.483 |
-0.031 |
-0.9% |
3.410 |
| Close |
3.553 |
3.573 |
0.020 |
0.6% |
3.521 |
| Range |
0.069 |
0.102 |
0.033 |
47.8% |
0.181 |
| ATR |
0.098 |
0.098 |
0.000 |
0.3% |
0.000 |
| Volume |
61,288 |
94,498 |
33,210 |
54.2% |
376,916 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.815 |
3.629 |
|
| R3 |
3.751 |
3.713 |
3.601 |
|
| R2 |
3.649 |
3.649 |
3.592 |
|
| R1 |
3.611 |
3.611 |
3.582 |
3.630 |
| PP |
3.547 |
3.547 |
3.547 |
3.557 |
| S1 |
3.509 |
3.509 |
3.564 |
3.528 |
| S2 |
3.445 |
3.445 |
3.554 |
|
| S3 |
3.343 |
3.407 |
3.545 |
|
| S4 |
3.241 |
3.305 |
3.517 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
3.967 |
3.621 |
|
| R3 |
3.869 |
3.786 |
3.571 |
|
| R2 |
3.688 |
3.688 |
3.554 |
|
| R1 |
3.605 |
3.605 |
3.538 |
3.647 |
| PP |
3.507 |
3.507 |
3.507 |
3.528 |
| S1 |
3.424 |
3.424 |
3.504 |
3.466 |
| S2 |
3.326 |
3.326 |
3.488 |
|
| S3 |
3.145 |
3.243 |
3.471 |
|
| S4 |
2.964 |
3.062 |
3.421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.591 |
3.418 |
0.173 |
4.8% |
0.092 |
2.6% |
90% |
False |
False |
78,744 |
| 10 |
3.591 |
3.311 |
0.280 |
7.8% |
0.093 |
2.6% |
94% |
False |
False |
75,077 |
| 20 |
3.591 |
3.154 |
0.437 |
12.2% |
0.093 |
2.6% |
96% |
False |
False |
70,094 |
| 40 |
3.844 |
3.154 |
0.690 |
19.3% |
0.102 |
2.8% |
61% |
False |
False |
50,698 |
| 60 |
4.049 |
3.154 |
0.895 |
25.0% |
0.100 |
2.8% |
47% |
False |
False |
42,517 |
| 80 |
4.373 |
3.154 |
1.219 |
34.1% |
0.101 |
2.8% |
34% |
False |
False |
37,898 |
| 100 |
4.525 |
3.154 |
1.371 |
38.4% |
0.106 |
3.0% |
31% |
False |
False |
36,516 |
| 120 |
4.525 |
3.154 |
1.371 |
38.4% |
0.104 |
2.9% |
31% |
False |
False |
36,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.019 |
|
2.618 |
3.852 |
|
1.618 |
3.750 |
|
1.000 |
3.687 |
|
0.618 |
3.648 |
|
HIGH |
3.585 |
|
0.618 |
3.546 |
|
0.500 |
3.534 |
|
0.382 |
3.522 |
|
LOW |
3.483 |
|
0.618 |
3.420 |
|
1.000 |
3.381 |
|
1.618 |
3.318 |
|
2.618 |
3.216 |
|
4.250 |
3.050 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.560 |
3.561 |
| PP |
3.547 |
3.549 |
| S1 |
3.534 |
3.537 |
|