NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.871 |
3.844 |
-0.027 |
-0.7% |
3.717 |
| High |
3.875 |
3.866 |
-0.009 |
-0.2% |
3.875 |
| Low |
3.807 |
3.807 |
0.000 |
0.0% |
3.716 |
| Close |
3.814 |
3.835 |
0.021 |
0.6% |
3.814 |
| Range |
0.068 |
0.059 |
-0.009 |
-13.2% |
0.159 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.3% |
0.000 |
| Volume |
18,309 |
10,359 |
-7,950 |
-43.4% |
83,215 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.983 |
3.867 |
|
| R3 |
3.954 |
3.924 |
3.851 |
|
| R2 |
3.895 |
3.895 |
3.846 |
|
| R1 |
3.865 |
3.865 |
3.840 |
3.851 |
| PP |
3.836 |
3.836 |
3.836 |
3.829 |
| S1 |
3.806 |
3.806 |
3.830 |
3.792 |
| S2 |
3.777 |
3.777 |
3.824 |
|
| S3 |
3.718 |
3.747 |
3.819 |
|
| S4 |
3.659 |
3.688 |
3.803 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.279 |
4.205 |
3.901 |
|
| R3 |
4.120 |
4.046 |
3.858 |
|
| R2 |
3.961 |
3.961 |
3.843 |
|
| R1 |
3.887 |
3.887 |
3.829 |
3.924 |
| PP |
3.802 |
3.802 |
3.802 |
3.820 |
| S1 |
3.728 |
3.728 |
3.799 |
3.765 |
| S2 |
3.643 |
3.643 |
3.785 |
|
| S3 |
3.484 |
3.569 |
3.770 |
|
| S4 |
3.325 |
3.410 |
3.727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.875 |
3.723 |
0.152 |
4.0% |
0.068 |
1.8% |
74% |
False |
False |
16,288 |
| 10 |
3.875 |
3.613 |
0.262 |
6.8% |
0.073 |
1.9% |
85% |
False |
False |
18,046 |
| 20 |
3.875 |
3.469 |
0.406 |
10.6% |
0.076 |
2.0% |
90% |
False |
False |
17,531 |
| 40 |
4.061 |
3.469 |
0.592 |
15.4% |
0.088 |
2.3% |
62% |
False |
False |
13,696 |
| 60 |
4.282 |
3.469 |
0.813 |
21.2% |
0.086 |
2.2% |
45% |
False |
False |
11,578 |
| 80 |
4.583 |
3.469 |
1.114 |
29.0% |
0.088 |
2.3% |
33% |
False |
False |
10,174 |
| 100 |
4.744 |
3.469 |
1.275 |
33.2% |
0.094 |
2.5% |
29% |
False |
False |
9,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.117 |
|
2.618 |
4.020 |
|
1.618 |
3.961 |
|
1.000 |
3.925 |
|
0.618 |
3.902 |
|
HIGH |
3.866 |
|
0.618 |
3.843 |
|
0.500 |
3.837 |
|
0.382 |
3.830 |
|
LOW |
3.807 |
|
0.618 |
3.771 |
|
1.000 |
3.748 |
|
1.618 |
3.712 |
|
2.618 |
3.653 |
|
4.250 |
3.556 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.837 |
3.841 |
| PP |
3.836 |
3.839 |
| S1 |
3.836 |
3.837 |
|