NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.687 |
3.727 |
0.040 |
1.1% |
3.750 |
| High |
3.772 |
3.751 |
-0.021 |
-0.6% |
3.768 |
| Low |
3.679 |
3.702 |
0.023 |
0.6% |
3.565 |
| Close |
3.736 |
3.715 |
-0.021 |
-0.6% |
3.664 |
| Range |
0.093 |
0.049 |
-0.044 |
-47.3% |
0.203 |
| ATR |
0.092 |
0.089 |
-0.003 |
-3.3% |
0.000 |
| Volume |
27,993 |
28,828 |
835 |
3.0% |
144,469 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.870 |
3.841 |
3.742 |
|
| R3 |
3.821 |
3.792 |
3.728 |
|
| R2 |
3.772 |
3.772 |
3.724 |
|
| R1 |
3.743 |
3.743 |
3.719 |
3.733 |
| PP |
3.723 |
3.723 |
3.723 |
3.718 |
| S1 |
3.694 |
3.694 |
3.711 |
3.684 |
| S2 |
3.674 |
3.674 |
3.706 |
|
| S3 |
3.625 |
3.645 |
3.702 |
|
| S4 |
3.576 |
3.596 |
3.688 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.172 |
3.776 |
|
| R3 |
4.072 |
3.969 |
3.720 |
|
| R2 |
3.869 |
3.869 |
3.701 |
|
| R1 |
3.766 |
3.766 |
3.683 |
3.716 |
| PP |
3.666 |
3.666 |
3.666 |
3.641 |
| S1 |
3.563 |
3.563 |
3.645 |
3.513 |
| S2 |
3.463 |
3.463 |
3.627 |
|
| S3 |
3.260 |
3.360 |
3.608 |
|
| S4 |
3.057 |
3.157 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.772 |
3.565 |
0.207 |
5.6% |
0.095 |
2.6% |
72% |
False |
False |
31,841 |
| 10 |
3.851 |
3.565 |
0.286 |
7.7% |
0.077 |
2.1% |
52% |
False |
False |
26,420 |
| 20 |
4.137 |
3.565 |
0.572 |
15.4% |
0.083 |
2.2% |
26% |
False |
False |
23,155 |
| 40 |
4.295 |
3.565 |
0.730 |
19.7% |
0.089 |
2.4% |
21% |
False |
False |
20,571 |
| 60 |
4.665 |
3.565 |
1.100 |
29.6% |
0.088 |
2.4% |
14% |
False |
False |
19,688 |
| 80 |
4.825 |
3.565 |
1.260 |
33.9% |
0.094 |
2.5% |
12% |
False |
False |
19,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.959 |
|
2.618 |
3.879 |
|
1.618 |
3.830 |
|
1.000 |
3.800 |
|
0.618 |
3.781 |
|
HIGH |
3.751 |
|
0.618 |
3.732 |
|
0.500 |
3.727 |
|
0.382 |
3.721 |
|
LOW |
3.702 |
|
0.618 |
3.672 |
|
1.000 |
3.653 |
|
1.618 |
3.623 |
|
2.618 |
3.574 |
|
4.250 |
3.494 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.727 |
3.715 |
| PP |
3.723 |
3.714 |
| S1 |
3.719 |
3.714 |
|