NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.954 |
3.930 |
-0.024 |
-0.6% |
3.832 |
| High |
3.954 |
3.948 |
-0.006 |
-0.2% |
3.956 |
| Low |
3.891 |
3.900 |
0.009 |
0.2% |
3.832 |
| Close |
3.899 |
3.922 |
0.023 |
0.6% |
3.899 |
| Range |
0.063 |
0.048 |
-0.015 |
-23.8% |
0.124 |
| ATR |
0.074 |
0.073 |
-0.002 |
-2.4% |
0.000 |
| Volume |
4,510 |
1,962 |
-2,548 |
-56.5% |
19,188 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.067 |
4.043 |
3.948 |
|
| R3 |
4.019 |
3.995 |
3.935 |
|
| R2 |
3.971 |
3.971 |
3.931 |
|
| R1 |
3.947 |
3.947 |
3.926 |
3.935 |
| PP |
3.923 |
3.923 |
3.923 |
3.918 |
| S1 |
3.899 |
3.899 |
3.918 |
3.887 |
| S2 |
3.875 |
3.875 |
3.913 |
|
| S3 |
3.827 |
3.851 |
3.909 |
|
| S4 |
3.779 |
3.803 |
3.896 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.207 |
3.967 |
|
| R3 |
4.144 |
4.083 |
3.933 |
|
| R2 |
4.020 |
4.020 |
3.922 |
|
| R1 |
3.959 |
3.959 |
3.910 |
3.990 |
| PP |
3.896 |
3.896 |
3.896 |
3.911 |
| S1 |
3.835 |
3.835 |
3.888 |
3.866 |
| S2 |
3.772 |
3.772 |
3.876 |
|
| S3 |
3.648 |
3.711 |
3.865 |
|
| S4 |
3.524 |
3.587 |
3.831 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.956 |
3.864 |
0.092 |
2.3% |
0.046 |
1.2% |
63% |
False |
False |
3,552 |
| 10 |
3.956 |
3.706 |
0.250 |
6.4% |
0.058 |
1.5% |
86% |
False |
False |
4,211 |
| 20 |
3.956 |
3.570 |
0.386 |
9.8% |
0.065 |
1.7% |
91% |
False |
False |
3,985 |
| 40 |
4.130 |
3.570 |
0.560 |
14.3% |
0.069 |
1.8% |
63% |
False |
False |
3,635 |
| 60 |
4.339 |
3.570 |
0.769 |
19.6% |
0.069 |
1.7% |
46% |
False |
False |
3,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.152 |
|
2.618 |
4.074 |
|
1.618 |
4.026 |
|
1.000 |
3.996 |
|
0.618 |
3.978 |
|
HIGH |
3.948 |
|
0.618 |
3.930 |
|
0.500 |
3.924 |
|
0.382 |
3.918 |
|
LOW |
3.900 |
|
0.618 |
3.870 |
|
1.000 |
3.852 |
|
1.618 |
3.822 |
|
2.618 |
3.774 |
|
4.250 |
3.696 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.924 |
3.924 |
| PP |
3.923 |
3.923 |
| S1 |
3.923 |
3.923 |
|