NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.884 |
3.877 |
-0.007 |
-0.2% |
3.844 |
| High |
3.912 |
3.941 |
0.029 |
0.7% |
3.912 |
| Low |
3.827 |
3.866 |
0.039 |
1.0% |
3.770 |
| Close |
3.841 |
3.905 |
0.064 |
1.7% |
3.841 |
| Range |
0.085 |
0.075 |
-0.010 |
-11.8% |
0.142 |
| ATR |
0.088 |
0.089 |
0.001 |
0.9% |
0.000 |
| Volume |
23,701 |
23,701 |
0 |
0.0% |
70,016 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.129 |
4.092 |
3.946 |
|
| R3 |
4.054 |
4.017 |
3.926 |
|
| R2 |
3.979 |
3.979 |
3.919 |
|
| R1 |
3.942 |
3.942 |
3.912 |
3.961 |
| PP |
3.904 |
3.904 |
3.904 |
3.913 |
| S1 |
3.867 |
3.867 |
3.898 |
3.886 |
| S2 |
3.829 |
3.829 |
3.891 |
|
| S3 |
3.754 |
3.792 |
3.884 |
|
| S4 |
3.679 |
3.717 |
3.864 |
|
|
| 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 |
3.941 |
3.770 |
0.171 |
4.4% |
0.096 |
2.4% |
79% |
True |
False |
16,671 |
| 10 |
3.941 |
3.723 |
0.218 |
5.6% |
0.082 |
2.1% |
83% |
True |
False |
16,479 |
| 20 |
3.941 |
3.469 |
0.472 |
12.1% |
0.085 |
2.2% |
92% |
True |
False |
18,263 |
| 40 |
4.061 |
3.469 |
0.592 |
15.2% |
0.087 |
2.2% |
74% |
False |
False |
14,359 |
| 60 |
4.215 |
3.469 |
0.746 |
19.1% |
0.089 |
2.3% |
58% |
False |
False |
12,412 |
| 80 |
4.583 |
3.469 |
1.114 |
28.5% |
0.089 |
2.3% |
39% |
False |
False |
10,798 |
| 100 |
4.744 |
3.469 |
1.275 |
32.7% |
0.094 |
2.4% |
34% |
False |
False |
10,274 |
| 120 |
4.744 |
3.469 |
1.275 |
32.7% |
0.093 |
2.4% |
34% |
False |
False |
9,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.260 |
|
2.618 |
4.137 |
|
1.618 |
4.062 |
|
1.000 |
4.016 |
|
0.618 |
3.987 |
|
HIGH |
3.941 |
|
0.618 |
3.912 |
|
0.500 |
3.904 |
|
0.382 |
3.895 |
|
LOW |
3.866 |
|
0.618 |
3.820 |
|
1.000 |
3.791 |
|
1.618 |
3.745 |
|
2.618 |
3.670 |
|
4.250 |
3.547 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.905 |
3.890 |
| PP |
3.904 |
3.875 |
| S1 |
3.904 |
3.861 |
|