NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.752 |
3.832 |
0.080 |
2.1% |
3.687 |
| High |
3.840 |
3.836 |
-0.004 |
-0.1% |
3.840 |
| Low |
3.724 |
3.782 |
0.058 |
1.6% |
3.679 |
| Close |
3.832 |
3.788 |
-0.044 |
-1.1% |
3.788 |
| Range |
0.116 |
0.054 |
-0.062 |
-53.4% |
0.161 |
| ATR |
0.090 |
0.088 |
-0.003 |
-2.9% |
0.000 |
| Volume |
30,937 |
21,646 |
-9,291 |
-30.0% |
141,686 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.964 |
3.930 |
3.818 |
|
| R3 |
3.910 |
3.876 |
3.803 |
|
| R2 |
3.856 |
3.856 |
3.798 |
|
| R1 |
3.822 |
3.822 |
3.793 |
3.812 |
| PP |
3.802 |
3.802 |
3.802 |
3.797 |
| S1 |
3.768 |
3.768 |
3.783 |
3.758 |
| S2 |
3.748 |
3.748 |
3.778 |
|
| S3 |
3.694 |
3.714 |
3.773 |
|
| S4 |
3.640 |
3.660 |
3.758 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.252 |
4.181 |
3.877 |
|
| R3 |
4.091 |
4.020 |
3.832 |
|
| R2 |
3.930 |
3.930 |
3.818 |
|
| R1 |
3.859 |
3.859 |
3.803 |
3.895 |
| PP |
3.769 |
3.769 |
3.769 |
3.787 |
| S1 |
3.698 |
3.698 |
3.773 |
3.734 |
| S2 |
3.608 |
3.608 |
3.758 |
|
| S3 |
3.447 |
3.537 |
3.744 |
|
| S4 |
3.286 |
3.376 |
3.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.840 |
3.679 |
0.161 |
4.3% |
0.078 |
2.0% |
68% |
False |
False |
28,337 |
| 10 |
3.840 |
3.565 |
0.275 |
7.3% |
0.082 |
2.2% |
81% |
False |
False |
28,615 |
| 20 |
4.094 |
3.565 |
0.529 |
14.0% |
0.080 |
2.1% |
42% |
False |
False |
24,090 |
| 40 |
4.231 |
3.565 |
0.666 |
17.6% |
0.090 |
2.4% |
33% |
False |
False |
21,305 |
| 60 |
4.665 |
3.565 |
1.100 |
29.0% |
0.089 |
2.3% |
20% |
False |
False |
20,298 |
| 80 |
4.825 |
3.565 |
1.260 |
33.3% |
0.093 |
2.5% |
18% |
False |
False |
19,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.066 |
|
2.618 |
3.977 |
|
1.618 |
3.923 |
|
1.000 |
3.890 |
|
0.618 |
3.869 |
|
HIGH |
3.836 |
|
0.618 |
3.815 |
|
0.500 |
3.809 |
|
0.382 |
3.803 |
|
LOW |
3.782 |
|
0.618 |
3.749 |
|
1.000 |
3.728 |
|
1.618 |
3.695 |
|
2.618 |
3.641 |
|
4.250 |
3.553 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.809 |
3.784 |
| PP |
3.802 |
3.780 |
| S1 |
3.795 |
3.776 |
|