NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.617 |
3.580 |
-0.037 |
-1.0% |
3.407 |
| High |
3.644 |
3.650 |
0.006 |
0.2% |
3.572 |
| Low |
3.584 |
3.547 |
-0.037 |
-1.0% |
3.406 |
| Close |
3.601 |
3.618 |
0.017 |
0.5% |
3.513 |
| Range |
0.060 |
0.103 |
0.043 |
71.7% |
0.166 |
| ATR |
0.094 |
0.094 |
0.001 |
0.7% |
0.000 |
| Volume |
46,243 |
50,582 |
4,339 |
9.4% |
431,452 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.914 |
3.869 |
3.675 |
|
| R3 |
3.811 |
3.766 |
3.646 |
|
| R2 |
3.708 |
3.708 |
3.637 |
|
| R1 |
3.663 |
3.663 |
3.627 |
3.686 |
| PP |
3.605 |
3.605 |
3.605 |
3.616 |
| S1 |
3.560 |
3.560 |
3.609 |
3.583 |
| S2 |
3.502 |
3.502 |
3.599 |
|
| S3 |
3.399 |
3.457 |
3.590 |
|
| S4 |
3.296 |
3.354 |
3.561 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.995 |
3.920 |
3.604 |
|
| R3 |
3.829 |
3.754 |
3.559 |
|
| R2 |
3.663 |
3.663 |
3.543 |
|
| R1 |
3.588 |
3.588 |
3.528 |
3.626 |
| PP |
3.497 |
3.497 |
3.497 |
3.516 |
| S1 |
3.422 |
3.422 |
3.498 |
3.460 |
| S2 |
3.331 |
3.331 |
3.483 |
|
| S3 |
3.165 |
3.256 |
3.467 |
|
| S4 |
2.999 |
3.090 |
3.422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.650 |
3.453 |
0.197 |
5.4% |
0.093 |
2.6% |
84% |
True |
False |
44,806 |
| 10 |
3.650 |
3.281 |
0.369 |
10.2% |
0.099 |
2.7% |
91% |
True |
False |
75,098 |
| 20 |
3.836 |
3.281 |
0.555 |
15.3% |
0.087 |
2.4% |
61% |
False |
False |
48,224 |
| 40 |
3.910 |
3.281 |
0.629 |
17.4% |
0.096 |
2.6% |
54% |
False |
False |
31,391 |
| 60 |
4.317 |
3.281 |
1.036 |
28.6% |
0.093 |
2.6% |
33% |
False |
False |
24,639 |
| 80 |
4.594 |
3.281 |
1.313 |
36.3% |
0.096 |
2.6% |
26% |
False |
False |
20,734 |
| 100 |
4.594 |
3.281 |
1.313 |
36.3% |
0.097 |
2.7% |
26% |
False |
False |
18,426 |
| 120 |
4.594 |
3.281 |
1.313 |
36.3% |
0.095 |
2.6% |
26% |
False |
False |
16,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.088 |
|
2.618 |
3.920 |
|
1.618 |
3.817 |
|
1.000 |
3.753 |
|
0.618 |
3.714 |
|
HIGH |
3.650 |
|
0.618 |
3.611 |
|
0.500 |
3.599 |
|
0.382 |
3.586 |
|
LOW |
3.547 |
|
0.618 |
3.483 |
|
1.000 |
3.444 |
|
1.618 |
3.380 |
|
2.618 |
3.277 |
|
4.250 |
3.109 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.607 |
| PP |
3.605 |
3.596 |
| S1 |
3.599 |
3.586 |
|