NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.853 |
3.845 |
-0.008 |
-0.2% |
3.717 |
| High |
3.905 |
3.902 |
-0.003 |
-0.1% |
3.875 |
| Low |
3.797 |
3.780 |
-0.017 |
-0.4% |
3.716 |
| Close |
3.851 |
3.874 |
0.023 |
0.6% |
3.814 |
| Range |
0.108 |
0.122 |
0.014 |
13.0% |
0.159 |
| ATR |
0.086 |
0.089 |
0.003 |
3.0% |
0.000 |
| Volume |
11,715 |
16,326 |
4,611 |
39.4% |
83,215 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.218 |
4.168 |
3.941 |
|
| R3 |
4.096 |
4.046 |
3.908 |
|
| R2 |
3.974 |
3.974 |
3.896 |
|
| R1 |
3.924 |
3.924 |
3.885 |
3.949 |
| PP |
3.852 |
3.852 |
3.852 |
3.865 |
| S1 |
3.802 |
3.802 |
3.863 |
3.827 |
| S2 |
3.730 |
3.730 |
3.852 |
|
| S3 |
3.608 |
3.680 |
3.840 |
|
| S4 |
3.486 |
3.558 |
3.807 |
|
|
| 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 |
3.905 |
3.770 |
0.135 |
3.5% |
0.089 |
2.3% |
77% |
False |
False |
12,924 |
| 10 |
3.905 |
3.690 |
0.215 |
5.5% |
0.081 |
2.1% |
86% |
False |
False |
14,598 |
| 20 |
3.905 |
3.469 |
0.436 |
11.3% |
0.082 |
2.1% |
93% |
False |
False |
17,188 |
| 40 |
4.061 |
3.469 |
0.592 |
15.3% |
0.089 |
2.3% |
68% |
False |
False |
13,524 |
| 60 |
4.227 |
3.469 |
0.758 |
19.6% |
0.089 |
2.3% |
53% |
False |
False |
11,878 |
| 80 |
4.583 |
3.469 |
1.114 |
28.8% |
0.090 |
2.3% |
36% |
False |
False |
10,351 |
| 100 |
4.744 |
3.469 |
1.275 |
32.9% |
0.094 |
2.4% |
32% |
False |
False |
9,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.421 |
|
2.618 |
4.221 |
|
1.618 |
4.099 |
|
1.000 |
4.024 |
|
0.618 |
3.977 |
|
HIGH |
3.902 |
|
0.618 |
3.855 |
|
0.500 |
3.841 |
|
0.382 |
3.827 |
|
LOW |
3.780 |
|
0.618 |
3.705 |
|
1.000 |
3.658 |
|
1.618 |
3.583 |
|
2.618 |
3.461 |
|
4.250 |
3.262 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.863 |
3.862 |
| PP |
3.852 |
3.850 |
| S1 |
3.841 |
3.838 |
|