NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.740 |
0.080 |
2.2% |
3.600 |
| High |
3.743 |
3.740 |
-0.003 |
-0.1% |
3.743 |
| Low |
3.633 |
3.690 |
0.057 |
1.6% |
3.590 |
| Close |
3.742 |
3.697 |
-0.045 |
-1.2% |
3.697 |
| Range |
0.110 |
0.050 |
-0.060 |
-54.5% |
0.153 |
| ATR |
0.091 |
0.088 |
-0.003 |
-3.1% |
0.000 |
| Volume |
18,599 |
16,457 |
-2,142 |
-11.5% |
108,684 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.859 |
3.828 |
3.725 |
|
| R3 |
3.809 |
3.778 |
3.711 |
|
| R2 |
3.759 |
3.759 |
3.706 |
|
| R1 |
3.728 |
3.728 |
3.702 |
3.719 |
| PP |
3.709 |
3.709 |
3.709 |
3.704 |
| S1 |
3.678 |
3.678 |
3.692 |
3.669 |
| S2 |
3.659 |
3.659 |
3.688 |
|
| S3 |
3.609 |
3.628 |
3.683 |
|
| S4 |
3.559 |
3.578 |
3.670 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.136 |
4.069 |
3.781 |
|
| R3 |
3.983 |
3.916 |
3.739 |
|
| R2 |
3.830 |
3.830 |
3.725 |
|
| R1 |
3.763 |
3.763 |
3.711 |
3.797 |
| PP |
3.677 |
3.677 |
3.677 |
3.693 |
| S1 |
3.610 |
3.610 |
3.683 |
3.644 |
| S2 |
3.524 |
3.524 |
3.669 |
|
| S3 |
3.371 |
3.457 |
3.655 |
|
| S4 |
3.218 |
3.304 |
3.613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.743 |
3.590 |
0.153 |
4.1% |
0.079 |
2.1% |
70% |
False |
False |
21,736 |
| 10 |
3.743 |
3.469 |
0.274 |
7.4% |
0.082 |
2.2% |
83% |
False |
False |
19,881 |
| 20 |
4.017 |
3.469 |
0.548 |
14.8% |
0.081 |
2.2% |
42% |
False |
False |
15,359 |
| 40 |
4.135 |
3.469 |
0.666 |
18.0% |
0.091 |
2.5% |
34% |
False |
False |
12,617 |
| 60 |
4.583 |
3.469 |
1.114 |
30.1% |
0.090 |
2.4% |
20% |
False |
False |
10,597 |
| 80 |
4.744 |
3.469 |
1.275 |
34.5% |
0.094 |
2.5% |
18% |
False |
False |
9,628 |
| 100 |
4.744 |
3.469 |
1.275 |
34.5% |
0.095 |
2.6% |
18% |
False |
False |
9,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.953 |
|
2.618 |
3.871 |
|
1.618 |
3.821 |
|
1.000 |
3.790 |
|
0.618 |
3.771 |
|
HIGH |
3.740 |
|
0.618 |
3.721 |
|
0.500 |
3.715 |
|
0.382 |
3.709 |
|
LOW |
3.690 |
|
0.618 |
3.659 |
|
1.000 |
3.640 |
|
1.618 |
3.609 |
|
2.618 |
3.559 |
|
4.250 |
3.478 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.715 |
3.691 |
| PP |
3.709 |
3.685 |
| S1 |
3.703 |
3.679 |
|