NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.577 |
3.580 |
0.003 |
0.1% |
3.411 |
| High |
3.628 |
3.655 |
0.027 |
0.7% |
3.591 |
| Low |
3.511 |
3.510 |
-0.001 |
0.0% |
3.410 |
| Close |
3.582 |
3.618 |
0.036 |
1.0% |
3.521 |
| Range |
0.117 |
0.145 |
0.028 |
23.9% |
0.181 |
| ATR |
0.099 |
0.103 |
0.003 |
3.3% |
0.000 |
| Volume |
98,022 |
166,099 |
68,077 |
69.5% |
376,916 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.969 |
3.698 |
|
| R3 |
3.884 |
3.824 |
3.658 |
|
| R2 |
3.739 |
3.739 |
3.645 |
|
| R1 |
3.679 |
3.679 |
3.631 |
3.709 |
| PP |
3.594 |
3.594 |
3.594 |
3.610 |
| S1 |
3.534 |
3.534 |
3.605 |
3.564 |
| S2 |
3.449 |
3.449 |
3.591 |
|
| S3 |
3.304 |
3.389 |
3.578 |
|
| S4 |
3.159 |
3.244 |
3.538 |
|
|
| 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 |
3.655 |
3.483 |
0.172 |
4.8% |
0.103 |
2.8% |
78% |
True |
False |
100,258 |
| 10 |
3.655 |
3.386 |
0.269 |
7.4% |
0.097 |
2.7% |
86% |
True |
False |
84,392 |
| 20 |
3.655 |
3.154 |
0.501 |
13.8% |
0.098 |
2.7% |
93% |
True |
False |
79,401 |
| 40 |
3.844 |
3.154 |
0.690 |
19.1% |
0.103 |
2.8% |
67% |
False |
False |
55,802 |
| 60 |
4.012 |
3.154 |
0.858 |
23.7% |
0.103 |
2.8% |
54% |
False |
False |
46,294 |
| 80 |
4.373 |
3.154 |
1.219 |
33.7% |
0.102 |
2.8% |
38% |
False |
False |
40,811 |
| 100 |
4.525 |
3.154 |
1.371 |
37.9% |
0.107 |
3.0% |
34% |
False |
False |
38,135 |
| 120 |
4.525 |
3.154 |
1.371 |
37.9% |
0.105 |
2.9% |
34% |
False |
False |
38,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.271 |
|
2.618 |
4.035 |
|
1.618 |
3.890 |
|
1.000 |
3.800 |
|
0.618 |
3.745 |
|
HIGH |
3.655 |
|
0.618 |
3.600 |
|
0.500 |
3.583 |
|
0.382 |
3.565 |
|
LOW |
3.510 |
|
0.618 |
3.420 |
|
1.000 |
3.365 |
|
1.618 |
3.275 |
|
2.618 |
3.130 |
|
4.250 |
2.894 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.606 |
3.602 |
| PP |
3.594 |
3.585 |
| S1 |
3.583 |
3.569 |
|