NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.558 |
3.628 |
0.070 |
2.0% |
3.534 |
| High |
3.665 |
3.689 |
0.024 |
0.7% |
3.689 |
| Low |
3.537 |
3.603 |
0.066 |
1.9% |
3.525 |
| Close |
3.638 |
3.677 |
0.039 |
1.1% |
3.677 |
| Range |
0.128 |
0.086 |
-0.042 |
-32.8% |
0.164 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.1% |
0.000 |
| Volume |
168,466 |
101,446 |
-67,020 |
-39.8% |
583,320 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.914 |
3.882 |
3.724 |
|
| R3 |
3.828 |
3.796 |
3.701 |
|
| R2 |
3.742 |
3.742 |
3.693 |
|
| R1 |
3.710 |
3.710 |
3.685 |
3.726 |
| PP |
3.656 |
3.656 |
3.656 |
3.665 |
| S1 |
3.624 |
3.624 |
3.669 |
3.640 |
| S2 |
3.570 |
3.570 |
3.661 |
|
| S3 |
3.484 |
3.538 |
3.653 |
|
| S4 |
3.398 |
3.452 |
3.630 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.064 |
3.767 |
|
| R3 |
3.958 |
3.900 |
3.722 |
|
| R2 |
3.794 |
3.794 |
3.707 |
|
| R1 |
3.736 |
3.736 |
3.692 |
3.765 |
| PP |
3.630 |
3.630 |
3.630 |
3.645 |
| S1 |
3.572 |
3.572 |
3.662 |
3.601 |
| S2 |
3.466 |
3.466 |
3.647 |
|
| S3 |
3.302 |
3.408 |
3.632 |
|
| S4 |
3.138 |
3.244 |
3.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.689 |
3.525 |
0.164 |
4.5% |
0.097 |
2.6% |
93% |
True |
False |
116,664 |
| 10 |
3.719 |
3.517 |
0.202 |
5.5% |
0.096 |
2.6% |
79% |
False |
False |
114,357 |
| 20 |
3.719 |
3.386 |
0.333 |
9.1% |
0.096 |
2.6% |
87% |
False |
False |
99,375 |
| 40 |
3.832 |
3.154 |
0.678 |
18.4% |
0.096 |
2.6% |
77% |
False |
False |
77,436 |
| 60 |
3.986 |
3.154 |
0.832 |
22.6% |
0.102 |
2.8% |
63% |
False |
False |
60,770 |
| 80 |
4.373 |
3.154 |
1.219 |
33.2% |
0.101 |
2.7% |
43% |
False |
False |
51,768 |
| 100 |
4.525 |
3.154 |
1.371 |
37.3% |
0.104 |
2.8% |
38% |
False |
False |
46,503 |
| 120 |
4.525 |
3.154 |
1.371 |
37.3% |
0.106 |
2.9% |
38% |
False |
False |
44,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.055 |
|
2.618 |
3.914 |
|
1.618 |
3.828 |
|
1.000 |
3.775 |
|
0.618 |
3.742 |
|
HIGH |
3.689 |
|
0.618 |
3.656 |
|
0.500 |
3.646 |
|
0.382 |
3.636 |
|
LOW |
3.603 |
|
0.618 |
3.550 |
|
1.000 |
3.517 |
|
1.618 |
3.464 |
|
2.618 |
3.378 |
|
4.250 |
3.238 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.667 |
3.654 |
| PP |
3.656 |
3.630 |
| S1 |
3.646 |
3.607 |
|