NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.895 |
3.895 |
0.000 |
0.0% |
3.700 |
| High |
3.903 |
3.956 |
0.053 |
1.4% |
3.847 |
| Low |
3.883 |
3.895 |
0.012 |
0.3% |
3.694 |
| Close |
3.884 |
3.952 |
0.068 |
1.8% |
3.787 |
| Range |
0.020 |
0.061 |
0.041 |
205.0% |
0.153 |
| ATR |
0.076 |
0.075 |
0.000 |
-0.3% |
0.000 |
| Volume |
3,151 |
3,230 |
79 |
2.5% |
23,587 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.117 |
4.096 |
3.986 |
|
| R3 |
4.056 |
4.035 |
3.969 |
|
| R2 |
3.995 |
3.995 |
3.963 |
|
| R1 |
3.974 |
3.974 |
3.958 |
3.985 |
| PP |
3.934 |
3.934 |
3.934 |
3.940 |
| S1 |
3.913 |
3.913 |
3.946 |
3.924 |
| S2 |
3.873 |
3.873 |
3.941 |
|
| S3 |
3.812 |
3.852 |
3.935 |
|
| S4 |
3.751 |
3.791 |
3.918 |
|
|
| 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 |
3.956 |
3.783 |
0.173 |
4.4% |
0.051 |
1.3% |
98% |
True |
False |
3,576 |
| 10 |
3.956 |
3.654 |
0.302 |
7.6% |
0.063 |
1.6% |
99% |
True |
False |
4,434 |
| 20 |
3.961 |
3.570 |
0.391 |
9.9% |
0.067 |
1.7% |
98% |
False |
False |
3,944 |
| 40 |
4.130 |
3.570 |
0.560 |
14.2% |
0.072 |
1.8% |
68% |
False |
False |
3,695 |
| 60 |
4.450 |
3.570 |
0.880 |
22.3% |
0.070 |
1.8% |
43% |
False |
False |
3,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.215 |
|
2.618 |
4.116 |
|
1.618 |
4.055 |
|
1.000 |
4.017 |
|
0.618 |
3.994 |
|
HIGH |
3.956 |
|
0.618 |
3.933 |
|
0.500 |
3.926 |
|
0.382 |
3.918 |
|
LOW |
3.895 |
|
0.618 |
3.857 |
|
1.000 |
3.834 |
|
1.618 |
3.796 |
|
2.618 |
3.735 |
|
4.250 |
3.636 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.943 |
3.938 |
| PP |
3.934 |
3.924 |
| S1 |
3.926 |
3.910 |
|