NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.738 |
-0.003 |
-0.1% |
3.534 |
| High |
3.776 |
3.754 |
-0.022 |
-0.6% |
3.689 |
| Low |
3.720 |
3.671 |
-0.049 |
-1.3% |
3.525 |
| Close |
3.745 |
3.713 |
-0.032 |
-0.9% |
3.677 |
| Range |
0.056 |
0.083 |
0.027 |
48.2% |
0.164 |
| ATR |
0.099 |
0.097 |
-0.001 |
-1.1% |
0.000 |
| Volume |
116,541 |
98,553 |
-17,988 |
-15.4% |
583,320 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.962 |
3.920 |
3.759 |
|
| R3 |
3.879 |
3.837 |
3.736 |
|
| R2 |
3.796 |
3.796 |
3.728 |
|
| R1 |
3.754 |
3.754 |
3.721 |
3.734 |
| PP |
3.713 |
3.713 |
3.713 |
3.702 |
| S1 |
3.671 |
3.671 |
3.705 |
3.651 |
| S2 |
3.630 |
3.630 |
3.698 |
|
| S3 |
3.547 |
3.588 |
3.690 |
|
| S4 |
3.464 |
3.505 |
3.667 |
|
|
| 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 |
3.776 |
3.537 |
0.239 |
6.4% |
0.095 |
2.6% |
74% |
False |
False |
120,221 |
| 10 |
3.776 |
3.517 |
0.259 |
7.0% |
0.098 |
2.7% |
76% |
False |
False |
114,961 |
| 20 |
3.776 |
3.418 |
0.358 |
9.6% |
0.097 |
2.6% |
82% |
False |
False |
106,630 |
| 40 |
3.796 |
3.154 |
0.642 |
17.3% |
0.095 |
2.6% |
87% |
False |
False |
82,939 |
| 60 |
3.844 |
3.154 |
0.690 |
18.6% |
0.101 |
2.7% |
81% |
False |
False |
65,337 |
| 80 |
4.373 |
3.154 |
1.219 |
32.8% |
0.101 |
2.7% |
46% |
False |
False |
55,048 |
| 100 |
4.525 |
3.154 |
1.371 |
36.9% |
0.103 |
2.8% |
41% |
False |
False |
49,174 |
| 120 |
4.525 |
3.154 |
1.371 |
36.9% |
0.105 |
2.8% |
41% |
False |
False |
46,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.107 |
|
2.618 |
3.971 |
|
1.618 |
3.888 |
|
1.000 |
3.837 |
|
0.618 |
3.805 |
|
HIGH |
3.754 |
|
0.618 |
3.722 |
|
0.500 |
3.713 |
|
0.382 |
3.703 |
|
LOW |
3.671 |
|
0.618 |
3.620 |
|
1.000 |
3.588 |
|
1.618 |
3.537 |
|
2.618 |
3.454 |
|
4.250 |
3.318 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.713 |
3.709 |
| PP |
3.713 |
3.705 |
| S1 |
3.713 |
3.701 |
|