NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.730 |
3.718 |
-0.012 |
-0.3% |
3.688 |
| High |
3.757 |
3.789 |
0.032 |
0.9% |
3.757 |
| Low |
3.670 |
3.718 |
0.048 |
1.3% |
3.600 |
| Close |
3.684 |
3.760 |
0.076 |
2.1% |
3.684 |
| Range |
0.087 |
0.071 |
-0.016 |
-18.4% |
0.157 |
| ATR |
0.096 |
0.096 |
0.001 |
0.7% |
0.000 |
| Volume |
50,630 |
50,630 |
0 |
0.0% |
148,831 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.969 |
3.935 |
3.799 |
|
| R3 |
3.898 |
3.864 |
3.780 |
|
| R2 |
3.827 |
3.827 |
3.773 |
|
| R1 |
3.793 |
3.793 |
3.767 |
3.810 |
| PP |
3.756 |
3.756 |
3.756 |
3.764 |
| S1 |
3.722 |
3.722 |
3.753 |
3.739 |
| S2 |
3.685 |
3.685 |
3.747 |
|
| S3 |
3.614 |
3.651 |
3.740 |
|
| S4 |
3.543 |
3.580 |
3.721 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.151 |
4.075 |
3.770 |
|
| R3 |
3.994 |
3.918 |
3.727 |
|
| R2 |
3.837 |
3.837 |
3.713 |
|
| R1 |
3.761 |
3.761 |
3.698 |
3.721 |
| PP |
3.680 |
3.680 |
3.680 |
3.660 |
| S1 |
3.604 |
3.604 |
3.670 |
3.564 |
| S2 |
3.523 |
3.523 |
3.655 |
|
| S3 |
3.366 |
3.447 |
3.641 |
|
| S4 |
3.209 |
3.290 |
3.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.789 |
3.600 |
0.189 |
5.0% |
0.101 |
2.7% |
85% |
True |
False |
35,761 |
| 10 |
3.789 |
3.547 |
0.242 |
6.4% |
0.090 |
2.4% |
88% |
True |
False |
37,537 |
| 20 |
3.789 |
3.281 |
0.508 |
13.5% |
0.093 |
2.5% |
94% |
True |
False |
53,684 |
| 40 |
3.910 |
3.281 |
0.629 |
16.7% |
0.094 |
2.5% |
76% |
False |
False |
35,257 |
| 60 |
4.070 |
3.281 |
0.789 |
21.0% |
0.094 |
2.5% |
61% |
False |
False |
27,986 |
| 80 |
4.442 |
3.281 |
1.161 |
30.9% |
0.093 |
2.5% |
41% |
False |
False |
23,298 |
| 100 |
4.594 |
3.281 |
1.313 |
34.9% |
0.097 |
2.6% |
36% |
False |
False |
20,528 |
| 120 |
4.594 |
3.281 |
1.313 |
34.9% |
0.097 |
2.6% |
36% |
False |
False |
18,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.091 |
|
2.618 |
3.975 |
|
1.618 |
3.904 |
|
1.000 |
3.860 |
|
0.618 |
3.833 |
|
HIGH |
3.789 |
|
0.618 |
3.762 |
|
0.500 |
3.754 |
|
0.382 |
3.745 |
|
LOW |
3.718 |
|
0.618 |
3.674 |
|
1.000 |
3.647 |
|
1.618 |
3.603 |
|
2.618 |
3.532 |
|
4.250 |
3.416 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.758 |
3.741 |
| PP |
3.756 |
3.722 |
| S1 |
3.754 |
3.704 |
|