NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.740 |
3.717 |
-0.023 |
-0.6% |
3.600 |
| High |
3.740 |
3.816 |
0.076 |
2.0% |
3.743 |
| Low |
3.690 |
3.716 |
0.026 |
0.7% |
3.590 |
| Close |
3.697 |
3.788 |
0.091 |
2.5% |
3.697 |
| Range |
0.050 |
0.100 |
0.050 |
100.0% |
0.153 |
| ATR |
0.088 |
0.090 |
0.002 |
2.5% |
0.000 |
| Volume |
16,457 |
12,133 |
-4,324 |
-26.3% |
108,684 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.073 |
4.031 |
3.843 |
|
| R3 |
3.973 |
3.931 |
3.816 |
|
| R2 |
3.873 |
3.873 |
3.806 |
|
| R1 |
3.831 |
3.831 |
3.797 |
3.852 |
| PP |
3.773 |
3.773 |
3.773 |
3.784 |
| S1 |
3.731 |
3.731 |
3.779 |
3.752 |
| S2 |
3.673 |
3.673 |
3.770 |
|
| S3 |
3.573 |
3.631 |
3.761 |
|
| S4 |
3.473 |
3.531 |
3.733 |
|
|
| 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 |
3.816 |
3.613 |
0.203 |
5.4% |
0.079 |
2.1% |
86% |
True |
False |
19,803 |
| 10 |
3.816 |
3.469 |
0.347 |
9.2% |
0.087 |
2.3% |
92% |
True |
False |
20,046 |
| 20 |
4.017 |
3.469 |
0.548 |
14.5% |
0.081 |
2.1% |
58% |
False |
False |
15,367 |
| 40 |
4.079 |
3.469 |
0.610 |
16.1% |
0.091 |
2.4% |
52% |
False |
False |
12,738 |
| 60 |
4.583 |
3.469 |
1.114 |
29.4% |
0.090 |
2.4% |
29% |
False |
False |
10,717 |
| 80 |
4.744 |
3.469 |
1.275 |
33.7% |
0.094 |
2.5% |
25% |
False |
False |
9,726 |
| 100 |
4.744 |
3.469 |
1.275 |
33.7% |
0.095 |
2.5% |
25% |
False |
False |
9,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.241 |
|
2.618 |
4.078 |
|
1.618 |
3.978 |
|
1.000 |
3.916 |
|
0.618 |
3.878 |
|
HIGH |
3.816 |
|
0.618 |
3.778 |
|
0.500 |
3.766 |
|
0.382 |
3.754 |
|
LOW |
3.716 |
|
0.618 |
3.654 |
|
1.000 |
3.616 |
|
1.618 |
3.554 |
|
2.618 |
3.454 |
|
4.250 |
3.291 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.781 |
3.767 |
| PP |
3.773 |
3.746 |
| S1 |
3.766 |
3.725 |
|