NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.845 |
3.884 |
0.039 |
1.0% |
3.844 |
| High |
3.902 |
3.912 |
0.010 |
0.3% |
3.912 |
| Low |
3.780 |
3.827 |
0.047 |
1.2% |
3.770 |
| Close |
3.874 |
3.841 |
-0.033 |
-0.9% |
3.841 |
| Range |
0.122 |
0.085 |
-0.037 |
-30.3% |
0.142 |
| ATR |
0.089 |
0.088 |
0.000 |
-0.3% |
0.000 |
| Volume |
16,326 |
23,701 |
7,375 |
45.2% |
70,016 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.115 |
4.063 |
3.888 |
|
| R3 |
4.030 |
3.978 |
3.864 |
|
| R2 |
3.945 |
3.945 |
3.857 |
|
| R1 |
3.893 |
3.893 |
3.849 |
3.877 |
| PP |
3.860 |
3.860 |
3.860 |
3.852 |
| S1 |
3.808 |
3.808 |
3.833 |
3.792 |
| S2 |
3.775 |
3.775 |
3.825 |
|
| S3 |
3.690 |
3.723 |
3.818 |
|
| S4 |
3.605 |
3.638 |
3.794 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.267 |
4.196 |
3.919 |
|
| R3 |
4.125 |
4.054 |
3.880 |
|
| R2 |
3.983 |
3.983 |
3.867 |
|
| R1 |
3.912 |
3.912 |
3.854 |
3.877 |
| PP |
3.841 |
3.841 |
3.841 |
3.823 |
| S1 |
3.770 |
3.770 |
3.828 |
3.735 |
| S2 |
3.699 |
3.699 |
3.815 |
|
| S3 |
3.557 |
3.628 |
3.802 |
|
| S4 |
3.415 |
3.486 |
3.763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.912 |
3.770 |
0.142 |
3.7% |
0.092 |
2.4% |
50% |
True |
False |
14,003 |
| 10 |
3.912 |
3.716 |
0.196 |
5.1% |
0.084 |
2.2% |
64% |
True |
False |
15,323 |
| 20 |
3.912 |
3.469 |
0.443 |
11.5% |
0.083 |
2.2% |
84% |
True |
False |
17,602 |
| 40 |
4.061 |
3.469 |
0.592 |
15.4% |
0.089 |
2.3% |
63% |
False |
False |
13,919 |
| 60 |
4.215 |
3.469 |
0.746 |
19.4% |
0.088 |
2.3% |
50% |
False |
False |
12,194 |
| 80 |
4.583 |
3.469 |
1.114 |
29.0% |
0.090 |
2.3% |
33% |
False |
False |
10,576 |
| 100 |
4.744 |
3.469 |
1.275 |
33.2% |
0.094 |
2.5% |
29% |
False |
False |
10,130 |
| 120 |
4.744 |
3.469 |
1.275 |
33.2% |
0.093 |
2.4% |
29% |
False |
False |
9,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.273 |
|
2.618 |
4.135 |
|
1.618 |
4.050 |
|
1.000 |
3.997 |
|
0.618 |
3.965 |
|
HIGH |
3.912 |
|
0.618 |
3.880 |
|
0.500 |
3.870 |
|
0.382 |
3.859 |
|
LOW |
3.827 |
|
0.618 |
3.774 |
|
1.000 |
3.742 |
|
1.618 |
3.689 |
|
2.618 |
3.604 |
|
4.250 |
3.466 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.870 |
3.846 |
| PP |
3.860 |
3.844 |
| S1 |
3.851 |
3.843 |
|