NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.885 |
3.895 |
0.010 |
0.3% |
3.700 |
| High |
3.902 |
3.903 |
0.001 |
0.0% |
3.847 |
| Low |
3.864 |
3.883 |
0.019 |
0.5% |
3.694 |
| Close |
3.870 |
3.884 |
0.014 |
0.4% |
3.787 |
| Range |
0.038 |
0.020 |
-0.018 |
-47.4% |
0.153 |
| ATR |
0.079 |
0.076 |
-0.003 |
-4.2% |
0.000 |
| Volume |
4,907 |
3,151 |
-1,756 |
-35.8% |
23,587 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.950 |
3.937 |
3.895 |
|
| R3 |
3.930 |
3.917 |
3.890 |
|
| R2 |
3.910 |
3.910 |
3.888 |
|
| R1 |
3.897 |
3.897 |
3.886 |
3.894 |
| PP |
3.890 |
3.890 |
3.890 |
3.888 |
| S1 |
3.877 |
3.877 |
3.882 |
3.874 |
| S2 |
3.870 |
3.870 |
3.880 |
|
| S3 |
3.850 |
3.857 |
3.879 |
|
| S4 |
3.830 |
3.837 |
3.873 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.235 |
4.164 |
3.871 |
|
| R3 |
4.082 |
4.011 |
3.829 |
|
| R2 |
3.929 |
3.929 |
3.815 |
|
| R1 |
3.858 |
3.858 |
3.801 |
3.894 |
| PP |
3.776 |
3.776 |
3.776 |
3.794 |
| S1 |
3.705 |
3.705 |
3.773 |
3.741 |
| S2 |
3.623 |
3.623 |
3.759 |
|
| S3 |
3.470 |
3.552 |
3.745 |
|
| S4 |
3.317 |
3.399 |
3.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.903 |
3.736 |
0.167 |
4.3% |
0.058 |
1.5% |
89% |
True |
False |
4,068 |
| 10 |
3.903 |
3.570 |
0.333 |
8.6% |
0.074 |
1.9% |
94% |
True |
False |
4,606 |
| 20 |
4.055 |
3.570 |
0.485 |
12.5% |
0.067 |
1.7% |
65% |
False |
False |
3,896 |
| 40 |
4.130 |
3.570 |
0.560 |
14.4% |
0.072 |
1.8% |
56% |
False |
False |
3,716 |
| 60 |
4.515 |
3.570 |
0.945 |
24.3% |
0.070 |
1.8% |
33% |
False |
False |
3,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.988 |
|
2.618 |
3.955 |
|
1.618 |
3.935 |
|
1.000 |
3.923 |
|
0.618 |
3.915 |
|
HIGH |
3.903 |
|
0.618 |
3.895 |
|
0.500 |
3.893 |
|
0.382 |
3.891 |
|
LOW |
3.883 |
|
0.618 |
3.871 |
|
1.000 |
3.863 |
|
1.618 |
3.851 |
|
2.618 |
3.831 |
|
4.250 |
3.798 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.893 |
3.879 |
| PP |
3.890 |
3.873 |
| S1 |
3.887 |
3.868 |
|