NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.628 |
3.687 |
0.059 |
1.6% |
3.534 |
| High |
3.689 |
3.749 |
0.060 |
1.6% |
3.689 |
| Low |
3.603 |
3.625 |
0.022 |
0.6% |
3.525 |
| Close |
3.677 |
3.738 |
0.061 |
1.7% |
3.677 |
| Range |
0.086 |
0.124 |
0.038 |
44.2% |
0.164 |
| ATR |
0.100 |
0.102 |
0.002 |
1.7% |
0.000 |
| Volume |
101,446 |
116,100 |
14,654 |
14.4% |
583,320 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.076 |
4.031 |
3.806 |
|
| R3 |
3.952 |
3.907 |
3.772 |
|
| R2 |
3.828 |
3.828 |
3.761 |
|
| R1 |
3.783 |
3.783 |
3.749 |
3.806 |
| PP |
3.704 |
3.704 |
3.704 |
3.715 |
| S1 |
3.659 |
3.659 |
3.727 |
3.682 |
| S2 |
3.580 |
3.580 |
3.715 |
|
| S3 |
3.456 |
3.535 |
3.704 |
|
| S4 |
3.332 |
3.411 |
3.670 |
|
|
| 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 |
3.749 |
3.525 |
0.224 |
6.0% |
0.104 |
2.8% |
95% |
True |
False |
122,056 |
| 10 |
3.749 |
3.517 |
0.232 |
6.2% |
0.099 |
2.7% |
95% |
True |
False |
117,046 |
| 20 |
3.749 |
3.410 |
0.339 |
9.1% |
0.099 |
2.6% |
97% |
True |
False |
102,824 |
| 40 |
3.796 |
3.154 |
0.642 |
17.2% |
0.097 |
2.6% |
91% |
False |
False |
79,063 |
| 60 |
3.932 |
3.154 |
0.778 |
20.8% |
0.103 |
2.7% |
75% |
False |
False |
62,428 |
| 80 |
4.373 |
3.154 |
1.219 |
32.6% |
0.102 |
2.7% |
48% |
False |
False |
52,965 |
| 100 |
4.525 |
3.154 |
1.371 |
36.7% |
0.104 |
2.8% |
43% |
False |
False |
47,474 |
| 120 |
4.525 |
3.154 |
1.371 |
36.7% |
0.106 |
2.8% |
43% |
False |
False |
44,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.276 |
|
2.618 |
4.074 |
|
1.618 |
3.950 |
|
1.000 |
3.873 |
|
0.618 |
3.826 |
|
HIGH |
3.749 |
|
0.618 |
3.702 |
|
0.500 |
3.687 |
|
0.382 |
3.672 |
|
LOW |
3.625 |
|
0.618 |
3.548 |
|
1.000 |
3.501 |
|
1.618 |
3.424 |
|
2.618 |
3.300 |
|
4.250 |
3.098 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.721 |
3.706 |
| PP |
3.704 |
3.675 |
| S1 |
3.687 |
3.643 |
|