NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.793 |
3.750 |
-0.043 |
-1.1% |
3.600 |
| High |
3.816 |
3.825 |
0.009 |
0.2% |
3.743 |
| Low |
3.769 |
3.723 |
-0.046 |
-1.2% |
3.590 |
| Close |
3.780 |
3.795 |
0.015 |
0.4% |
3.697 |
| Range |
0.047 |
0.102 |
0.055 |
117.0% |
0.153 |
| ATR |
0.087 |
0.088 |
0.001 |
1.2% |
0.000 |
| Volume |
19,233 |
20,761 |
1,528 |
7.9% |
108,684 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.087 |
4.043 |
3.851 |
|
| R3 |
3.985 |
3.941 |
3.823 |
|
| R2 |
3.883 |
3.883 |
3.814 |
|
| R1 |
3.839 |
3.839 |
3.804 |
3.861 |
| PP |
3.781 |
3.781 |
3.781 |
3.792 |
| S1 |
3.737 |
3.737 |
3.786 |
3.759 |
| S2 |
3.679 |
3.679 |
3.776 |
|
| S3 |
3.577 |
3.635 |
3.767 |
|
| S4 |
3.475 |
3.533 |
3.739 |
|
|
| 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 |
3.825 |
3.633 |
0.192 |
5.1% |
0.082 |
2.2% |
84% |
True |
False |
17,436 |
| 10 |
3.825 |
3.469 |
0.356 |
9.4% |
0.090 |
2.4% |
92% |
True |
False |
21,795 |
| 20 |
3.991 |
3.469 |
0.522 |
13.8% |
0.080 |
2.1% |
62% |
False |
False |
16,577 |
| 40 |
4.061 |
3.469 |
0.592 |
15.6% |
0.091 |
2.4% |
55% |
False |
False |
13,431 |
| 60 |
4.463 |
3.469 |
0.994 |
26.2% |
0.089 |
2.3% |
33% |
False |
False |
11,217 |
| 80 |
4.744 |
3.469 |
1.275 |
33.6% |
0.092 |
2.4% |
26% |
False |
False |
10,005 |
| 100 |
4.744 |
3.469 |
1.275 |
33.6% |
0.095 |
2.5% |
26% |
False |
False |
9,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.259 |
|
2.618 |
4.092 |
|
1.618 |
3.990 |
|
1.000 |
3.927 |
|
0.618 |
3.888 |
|
HIGH |
3.825 |
|
0.618 |
3.786 |
|
0.500 |
3.774 |
|
0.382 |
3.762 |
|
LOW |
3.723 |
|
0.618 |
3.660 |
|
1.000 |
3.621 |
|
1.618 |
3.558 |
|
2.618 |
3.456 |
|
4.250 |
3.290 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.788 |
3.787 |
| PP |
3.781 |
3.779 |
| S1 |
3.774 |
3.771 |
|