NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.534 |
-0.041 |
-1.1% |
3.601 |
| High |
3.595 |
3.621 |
0.026 |
0.7% |
3.719 |
| Low |
3.517 |
3.531 |
0.014 |
0.4% |
3.517 |
| Close |
3.530 |
3.605 |
0.075 |
2.1% |
3.530 |
| Range |
0.078 |
0.090 |
0.012 |
15.4% |
0.202 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.7% |
0.000 |
| Volume |
84,492 |
89,136 |
4,644 |
5.5% |
471,046 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.856 |
3.820 |
3.655 |
|
| R3 |
3.766 |
3.730 |
3.630 |
|
| R2 |
3.676 |
3.676 |
3.622 |
|
| R1 |
3.640 |
3.640 |
3.613 |
3.658 |
| PP |
3.586 |
3.586 |
3.586 |
3.595 |
| S1 |
3.550 |
3.550 |
3.597 |
3.568 |
| S2 |
3.496 |
3.496 |
3.589 |
|
| S3 |
3.406 |
3.460 |
3.580 |
|
| S4 |
3.316 |
3.370 |
3.556 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.064 |
3.641 |
|
| R3 |
3.993 |
3.862 |
3.586 |
|
| R2 |
3.791 |
3.791 |
3.567 |
|
| R1 |
3.660 |
3.660 |
3.549 |
3.625 |
| PP |
3.589 |
3.589 |
3.589 |
3.571 |
| S1 |
3.458 |
3.458 |
3.511 |
3.423 |
| S2 |
3.387 |
3.387 |
3.493 |
|
| S3 |
3.185 |
3.256 |
3.474 |
|
| S4 |
2.983 |
3.054 |
3.419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.719 |
3.517 |
0.202 |
5.6% |
0.094 |
2.6% |
44% |
False |
False |
112,036 |
| 10 |
3.719 |
3.483 |
0.236 |
6.5% |
0.099 |
2.8% |
52% |
False |
False |
106,929 |
| 20 |
3.719 |
3.272 |
0.447 |
12.4% |
0.096 |
2.7% |
74% |
False |
False |
94,395 |
| 40 |
3.844 |
3.154 |
0.690 |
19.1% |
0.099 |
2.7% |
65% |
False |
False |
68,233 |
| 60 |
4.004 |
3.154 |
0.850 |
23.6% |
0.102 |
2.8% |
53% |
False |
False |
54,369 |
| 80 |
4.373 |
3.154 |
1.219 |
33.8% |
0.102 |
2.8% |
37% |
False |
False |
46,867 |
| 100 |
4.525 |
3.154 |
1.371 |
38.0% |
0.105 |
2.9% |
33% |
False |
False |
42,701 |
| 120 |
4.525 |
3.154 |
1.371 |
38.0% |
0.106 |
2.9% |
33% |
False |
False |
41,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.857 |
|
1.618 |
3.767 |
|
1.000 |
3.711 |
|
0.618 |
3.677 |
|
HIGH |
3.621 |
|
0.618 |
3.587 |
|
0.500 |
3.576 |
|
0.382 |
3.565 |
|
LOW |
3.531 |
|
0.618 |
3.475 |
|
1.000 |
3.441 |
|
1.618 |
3.385 |
|
2.618 |
3.295 |
|
4.250 |
3.149 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.595 |
3.618 |
| PP |
3.586 |
3.614 |
| S1 |
3.576 |
3.609 |
|