NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.772 |
3.760 |
-0.012 |
-0.3% |
3.688 |
| High |
3.789 |
3.801 |
0.012 |
0.3% |
3.757 |
| Low |
3.727 |
3.655 |
-0.072 |
-1.9% |
3.600 |
| Close |
3.767 |
3.666 |
-0.101 |
-2.7% |
3.684 |
| Range |
0.062 |
0.146 |
0.084 |
135.5% |
0.157 |
| ATR |
0.094 |
0.097 |
0.004 |
4.0% |
0.000 |
| Volume |
50,569 |
60,410 |
9,841 |
19.5% |
148,831 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.145 |
4.052 |
3.746 |
|
| R3 |
3.999 |
3.906 |
3.706 |
|
| R2 |
3.853 |
3.853 |
3.693 |
|
| R1 |
3.760 |
3.760 |
3.679 |
3.734 |
| PP |
3.707 |
3.707 |
3.707 |
3.694 |
| S1 |
3.614 |
3.614 |
3.653 |
3.588 |
| S2 |
3.561 |
3.561 |
3.639 |
|
| S3 |
3.415 |
3.468 |
3.626 |
|
| S4 |
3.269 |
3.322 |
3.586 |
|
|
| 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 |
3.801 |
3.618 |
0.183 |
5.0% |
0.101 |
2.7% |
26% |
True |
False |
48,909 |
| 10 |
3.801 |
3.600 |
0.201 |
5.5% |
0.095 |
2.6% |
33% |
True |
False |
38,952 |
| 20 |
3.801 |
3.281 |
0.520 |
14.2% |
0.097 |
2.6% |
74% |
True |
False |
57,025 |
| 40 |
3.910 |
3.281 |
0.629 |
17.2% |
0.093 |
2.5% |
61% |
False |
False |
37,306 |
| 60 |
4.070 |
3.281 |
0.789 |
21.5% |
0.094 |
2.6% |
49% |
False |
False |
29,355 |
| 80 |
4.442 |
3.281 |
1.161 |
31.7% |
0.093 |
2.5% |
33% |
False |
False |
24,388 |
| 100 |
4.594 |
3.281 |
1.313 |
35.8% |
0.097 |
2.6% |
29% |
False |
False |
21,378 |
| 120 |
4.594 |
3.281 |
1.313 |
35.8% |
0.097 |
2.6% |
29% |
False |
False |
19,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.422 |
|
2.618 |
4.183 |
|
1.618 |
4.037 |
|
1.000 |
3.947 |
|
0.618 |
3.891 |
|
HIGH |
3.801 |
|
0.618 |
3.745 |
|
0.500 |
3.728 |
|
0.382 |
3.711 |
|
LOW |
3.655 |
|
0.618 |
3.565 |
|
1.000 |
3.509 |
|
1.618 |
3.419 |
|
2.618 |
3.273 |
|
4.250 |
3.035 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.728 |
3.728 |
| PP |
3.707 |
3.707 |
| S1 |
3.687 |
3.687 |
|