NYMEX Natural Gas Future November 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 |
3.688 |
3.685 |
-0.003 |
-0.1% |
3.521 |
| High |
3.743 |
3.756 |
0.013 |
0.3% |
3.708 |
| Low |
3.628 |
3.618 |
-0.010 |
-0.3% |
3.521 |
| Close |
3.690 |
3.720 |
0.030 |
0.8% |
3.643 |
| Range |
0.115 |
0.138 |
0.023 |
20.0% |
0.187 |
| ATR |
0.093 |
0.096 |
0.003 |
3.5% |
0.000 |
| Volume |
27,238 |
32,310 |
5,072 |
18.6% |
196,496 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.112 |
4.054 |
3.796 |
|
| R3 |
3.974 |
3.916 |
3.758 |
|
| R2 |
3.836 |
3.836 |
3.745 |
|
| R1 |
3.778 |
3.778 |
3.733 |
3.807 |
| PP |
3.698 |
3.698 |
3.698 |
3.713 |
| S1 |
3.640 |
3.640 |
3.707 |
3.669 |
| S2 |
3.560 |
3.560 |
3.695 |
|
| S3 |
3.422 |
3.502 |
3.682 |
|
| S4 |
3.284 |
3.364 |
3.644 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.185 |
4.101 |
3.746 |
|
| R3 |
3.998 |
3.914 |
3.694 |
|
| R2 |
3.811 |
3.811 |
3.677 |
|
| R1 |
3.727 |
3.727 |
3.660 |
3.769 |
| PP |
3.624 |
3.624 |
3.624 |
3.645 |
| S1 |
3.540 |
3.540 |
3.626 |
3.582 |
| S2 |
3.437 |
3.437 |
3.609 |
|
| S3 |
3.250 |
3.353 |
3.592 |
|
| S4 |
3.063 |
3.166 |
3.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.756 |
3.600 |
0.156 |
4.2% |
0.098 |
2.6% |
77% |
True |
False |
28,651 |
| 10 |
3.756 |
3.506 |
0.250 |
6.7% |
0.093 |
2.5% |
86% |
True |
False |
34,021 |
| 20 |
3.756 |
3.281 |
0.475 |
12.8% |
0.091 |
2.5% |
92% |
True |
False |
50,843 |
| 40 |
3.910 |
3.281 |
0.629 |
16.9% |
0.096 |
2.6% |
70% |
False |
False |
33,331 |
| 60 |
4.072 |
3.281 |
0.791 |
21.3% |
0.094 |
2.5% |
55% |
False |
False |
26,699 |
| 80 |
4.442 |
3.281 |
1.161 |
31.2% |
0.094 |
2.5% |
38% |
False |
False |
22,267 |
| 100 |
4.594 |
3.281 |
1.313 |
35.3% |
0.098 |
2.6% |
33% |
False |
False |
19,671 |
| 120 |
4.594 |
3.281 |
1.313 |
35.3% |
0.096 |
2.6% |
33% |
False |
False |
17,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.343 |
|
2.618 |
4.117 |
|
1.618 |
3.979 |
|
1.000 |
3.894 |
|
0.618 |
3.841 |
|
HIGH |
3.756 |
|
0.618 |
3.703 |
|
0.500 |
3.687 |
|
0.382 |
3.671 |
|
LOW |
3.618 |
|
0.618 |
3.533 |
|
1.000 |
3.480 |
|
1.618 |
3.395 |
|
2.618 |
3.257 |
|
4.250 |
3.032 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.709 |
3.706 |
| PP |
3.698 |
3.692 |
| S1 |
3.687 |
3.678 |
|