NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.810 |
0.060 |
1.6% |
3.600 |
| High |
3.825 |
3.874 |
0.049 |
1.3% |
3.743 |
| Low |
3.723 |
3.810 |
0.087 |
2.3% |
3.590 |
| Close |
3.795 |
3.870 |
0.075 |
2.0% |
3.697 |
| Range |
0.102 |
0.064 |
-0.038 |
-37.3% |
0.153 |
| ATR |
0.088 |
0.088 |
-0.001 |
-0.7% |
0.000 |
| Volume |
20,761 |
12,779 |
-7,982 |
-38.4% |
108,684 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.043 |
4.021 |
3.905 |
|
| R3 |
3.979 |
3.957 |
3.888 |
|
| R2 |
3.915 |
3.915 |
3.882 |
|
| R1 |
3.893 |
3.893 |
3.876 |
3.904 |
| PP |
3.851 |
3.851 |
3.851 |
3.857 |
| S1 |
3.829 |
3.829 |
3.864 |
3.840 |
| S2 |
3.787 |
3.787 |
3.858 |
|
| S3 |
3.723 |
3.765 |
3.852 |
|
| S4 |
3.659 |
3.701 |
3.835 |
|
|
| 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 |
3.874 |
3.690 |
0.184 |
4.8% |
0.073 |
1.9% |
98% |
True |
False |
16,272 |
| 10 |
3.874 |
3.562 |
0.312 |
8.1% |
0.079 |
2.0% |
99% |
True |
False |
20,437 |
| 20 |
3.902 |
3.469 |
0.433 |
11.2% |
0.079 |
2.0% |
93% |
False |
False |
16,973 |
| 40 |
4.061 |
3.469 |
0.592 |
15.3% |
0.091 |
2.3% |
68% |
False |
False |
13,541 |
| 60 |
4.431 |
3.469 |
0.962 |
24.9% |
0.088 |
2.3% |
42% |
False |
False |
11,347 |
| 80 |
4.744 |
3.469 |
1.275 |
32.9% |
0.092 |
2.4% |
31% |
False |
False |
10,041 |
| 100 |
4.744 |
3.469 |
1.275 |
32.9% |
0.095 |
2.4% |
31% |
False |
False |
9,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.146 |
|
2.618 |
4.042 |
|
1.618 |
3.978 |
|
1.000 |
3.938 |
|
0.618 |
3.914 |
|
HIGH |
3.874 |
|
0.618 |
3.850 |
|
0.500 |
3.842 |
|
0.382 |
3.834 |
|
LOW |
3.810 |
|
0.618 |
3.770 |
|
1.000 |
3.746 |
|
1.618 |
3.706 |
|
2.618 |
3.642 |
|
4.250 |
3.538 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.846 |
| PP |
3.851 |
3.822 |
| S1 |
3.842 |
3.799 |
|