NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.877 |
3.912 |
0.035 |
0.9% |
3.844 |
| High |
3.941 |
3.931 |
-0.010 |
-0.3% |
3.912 |
| Low |
3.866 |
3.878 |
0.012 |
0.3% |
3.770 |
| Close |
3.905 |
3.915 |
0.010 |
0.3% |
3.841 |
| Range |
0.075 |
0.053 |
-0.022 |
-29.3% |
0.142 |
| ATR |
0.089 |
0.087 |
-0.003 |
-2.9% |
0.000 |
| Volume |
23,701 |
26,047 |
2,346 |
9.9% |
70,016 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.067 |
4.044 |
3.944 |
|
| R3 |
4.014 |
3.991 |
3.930 |
|
| R2 |
3.961 |
3.961 |
3.925 |
|
| R1 |
3.938 |
3.938 |
3.920 |
3.950 |
| PP |
3.908 |
3.908 |
3.908 |
3.914 |
| S1 |
3.885 |
3.885 |
3.910 |
3.897 |
| S2 |
3.855 |
3.855 |
3.905 |
|
| S3 |
3.802 |
3.832 |
3.900 |
|
| S4 |
3.749 |
3.779 |
3.886 |
|
|
| 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 |
3.780 |
0.161 |
4.1% |
0.089 |
2.3% |
84% |
False |
False |
20,298 |
| 10 |
3.941 |
3.723 |
0.218 |
5.6% |
0.082 |
2.1% |
88% |
False |
False |
17,161 |
| 20 |
3.941 |
3.469 |
0.472 |
12.1% |
0.085 |
2.2% |
94% |
False |
False |
19,032 |
| 40 |
4.061 |
3.469 |
0.592 |
15.1% |
0.086 |
2.2% |
75% |
False |
False |
14,774 |
| 60 |
4.215 |
3.469 |
0.746 |
19.1% |
0.088 |
2.3% |
60% |
False |
False |
12,746 |
| 80 |
4.583 |
3.469 |
1.114 |
28.5% |
0.089 |
2.3% |
40% |
False |
False |
11,035 |
| 100 |
4.744 |
3.469 |
1.275 |
32.6% |
0.093 |
2.4% |
35% |
False |
False |
10,419 |
| 120 |
4.744 |
3.469 |
1.275 |
32.6% |
0.093 |
2.4% |
35% |
False |
False |
10,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.156 |
|
2.618 |
4.070 |
|
1.618 |
4.017 |
|
1.000 |
3.984 |
|
0.618 |
3.964 |
|
HIGH |
3.931 |
|
0.618 |
3.911 |
|
0.500 |
3.905 |
|
0.382 |
3.898 |
|
LOW |
3.878 |
|
0.618 |
3.845 |
|
1.000 |
3.825 |
|
1.618 |
3.792 |
|
2.618 |
3.739 |
|
4.250 |
3.653 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.912 |
3.905 |
| PP |
3.908 |
3.894 |
| S1 |
3.905 |
3.884 |
|