NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
3.930 |
3.921 |
-0.009 |
-0.2% |
3.832 |
High |
3.948 |
3.945 |
-0.003 |
-0.1% |
3.956 |
Low |
3.900 |
3.860 |
-0.040 |
-1.0% |
3.832 |
Close |
3.922 |
3.938 |
0.016 |
0.4% |
3.899 |
Range |
0.048 |
0.085 |
0.037 |
77.1% |
0.124 |
ATR |
0.073 |
0.073 |
0.001 |
1.2% |
0.000 |
Volume |
1,962 |
3,754 |
1,792 |
91.3% |
19,188 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.169 |
4.139 |
3.985 |
|
R3 |
4.084 |
4.054 |
3.961 |
|
R2 |
3.999 |
3.999 |
3.954 |
|
R1 |
3.969 |
3.969 |
3.946 |
3.984 |
PP |
3.914 |
3.914 |
3.914 |
3.922 |
S1 |
3.884 |
3.884 |
3.930 |
3.899 |
S2 |
3.829 |
3.829 |
3.922 |
|
S3 |
3.744 |
3.799 |
3.915 |
|
S4 |
3.659 |
3.714 |
3.891 |
|
|
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 |
3.860 |
0.096 |
2.4% |
0.055 |
1.4% |
81% |
False |
True |
3,321 |
10 |
3.956 |
3.710 |
0.246 |
6.2% |
0.062 |
1.6% |
93% |
False |
False |
3,882 |
20 |
3.956 |
3.570 |
0.386 |
9.8% |
0.067 |
1.7% |
95% |
False |
False |
3,841 |
40 |
4.130 |
3.570 |
0.560 |
14.2% |
0.070 |
1.8% |
66% |
False |
False |
3,640 |
60 |
4.326 |
3.570 |
0.756 |
19.2% |
0.069 |
1.8% |
49% |
False |
False |
3,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.306 |
2.618 |
4.168 |
1.618 |
4.083 |
1.000 |
4.030 |
0.618 |
3.998 |
HIGH |
3.945 |
0.618 |
3.913 |
0.500 |
3.903 |
0.382 |
3.892 |
LOW |
3.860 |
0.618 |
3.807 |
1.000 |
3.775 |
1.618 |
3.722 |
2.618 |
3.637 |
4.250 |
3.499 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
3.926 |
3.928 |
PP |
3.914 |
3.917 |
S1 |
3.903 |
3.907 |
|