NYMEX Natural Gas Future February 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 |
3.700 |
3.738 |
0.038 |
1.0% |
3.750 |
| High |
3.773 |
3.750 |
-0.023 |
-0.6% |
3.764 |
| Low |
3.694 |
3.706 |
0.012 |
0.3% |
3.570 |
| Close |
3.738 |
3.718 |
-0.020 |
-0.5% |
3.667 |
| Range |
0.079 |
0.044 |
-0.035 |
-44.3% |
0.194 |
| ATR |
0.082 |
0.080 |
-0.003 |
-3.3% |
0.000 |
| Volume |
2,627 |
7,037 |
4,410 |
167.9% |
18,576 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.857 |
3.831 |
3.742 |
|
| R3 |
3.813 |
3.787 |
3.730 |
|
| R2 |
3.769 |
3.769 |
3.726 |
|
| R1 |
3.743 |
3.743 |
3.722 |
3.734 |
| PP |
3.725 |
3.725 |
3.725 |
3.720 |
| S1 |
3.699 |
3.699 |
3.714 |
3.690 |
| S2 |
3.681 |
3.681 |
3.710 |
|
| S3 |
3.637 |
3.655 |
3.706 |
|
| S4 |
3.593 |
3.611 |
3.694 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.249 |
4.152 |
3.774 |
|
| R3 |
4.055 |
3.958 |
3.720 |
|
| R2 |
3.861 |
3.861 |
3.703 |
|
| R1 |
3.764 |
3.764 |
3.685 |
3.716 |
| PP |
3.667 |
3.667 |
3.667 |
3.643 |
| S1 |
3.570 |
3.570 |
3.649 |
3.522 |
| S2 |
3.473 |
3.473 |
3.631 |
|
| S3 |
3.279 |
3.376 |
3.614 |
|
| S4 |
3.085 |
3.182 |
3.560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.773 |
3.570 |
0.203 |
5.5% |
0.090 |
2.4% |
73% |
False |
False |
4,414 |
| 10 |
3.856 |
3.570 |
0.286 |
7.7% |
0.072 |
1.9% |
52% |
False |
False |
3,801 |
| 20 |
4.130 |
3.570 |
0.560 |
15.1% |
0.070 |
1.9% |
26% |
False |
False |
3,842 |
| 40 |
4.282 |
3.570 |
0.712 |
19.2% |
0.072 |
1.9% |
21% |
False |
False |
3,335 |
| 60 |
4.593 |
3.570 |
1.023 |
27.5% |
0.068 |
1.8% |
14% |
False |
False |
3,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.937 |
|
2.618 |
3.865 |
|
1.618 |
3.821 |
|
1.000 |
3.794 |
|
0.618 |
3.777 |
|
HIGH |
3.750 |
|
0.618 |
3.733 |
|
0.500 |
3.728 |
|
0.382 |
3.723 |
|
LOW |
3.706 |
|
0.618 |
3.679 |
|
1.000 |
3.662 |
|
1.618 |
3.635 |
|
2.618 |
3.591 |
|
4.250 |
3.519 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.728 |
3.717 |
| PP |
3.725 |
3.715 |
| S1 |
3.721 |
3.714 |
|