NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.738 |
3.729 |
-0.009 |
-0.2% |
3.534 |
| High |
3.754 |
3.820 |
0.066 |
1.8% |
3.689 |
| Low |
3.671 |
3.680 |
0.009 |
0.2% |
3.525 |
| Close |
3.713 |
3.720 |
0.007 |
0.2% |
3.677 |
| Range |
0.083 |
0.140 |
0.057 |
68.7% |
0.164 |
| ATR |
0.097 |
0.100 |
0.003 |
3.1% |
0.000 |
| Volume |
98,553 |
177,567 |
79,014 |
80.2% |
583,320 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.160 |
4.080 |
3.797 |
|
| R3 |
4.020 |
3.940 |
3.759 |
|
| R2 |
3.880 |
3.880 |
3.746 |
|
| R1 |
3.800 |
3.800 |
3.733 |
3.770 |
| PP |
3.740 |
3.740 |
3.740 |
3.725 |
| S1 |
3.660 |
3.660 |
3.707 |
3.630 |
| S2 |
3.600 |
3.600 |
3.694 |
|
| S3 |
3.460 |
3.520 |
3.682 |
|
| S4 |
3.320 |
3.380 |
3.643 |
|
|
| 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 |
3.820 |
3.603 |
0.217 |
5.8% |
0.098 |
2.6% |
54% |
True |
False |
122,041 |
| 10 |
3.820 |
3.517 |
0.303 |
8.1% |
0.097 |
2.6% |
67% |
True |
False |
117,657 |
| 20 |
3.820 |
3.483 |
0.337 |
9.1% |
0.099 |
2.7% |
70% |
True |
False |
112,340 |
| 40 |
3.820 |
3.154 |
0.666 |
17.9% |
0.097 |
2.6% |
85% |
True |
False |
86,772 |
| 60 |
3.844 |
3.154 |
0.690 |
18.5% |
0.102 |
2.7% |
82% |
False |
False |
67,933 |
| 80 |
4.251 |
3.154 |
1.097 |
29.5% |
0.101 |
2.7% |
52% |
False |
False |
57,064 |
| 100 |
4.525 |
3.154 |
1.371 |
36.9% |
0.103 |
2.8% |
41% |
False |
False |
50,653 |
| 120 |
4.525 |
3.154 |
1.371 |
36.9% |
0.106 |
2.8% |
41% |
False |
False |
47,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.415 |
|
2.618 |
4.187 |
|
1.618 |
4.047 |
|
1.000 |
3.960 |
|
0.618 |
3.907 |
|
HIGH |
3.820 |
|
0.618 |
3.767 |
|
0.500 |
3.750 |
|
0.382 |
3.733 |
|
LOW |
3.680 |
|
0.618 |
3.593 |
|
1.000 |
3.540 |
|
1.618 |
3.453 |
|
2.618 |
3.313 |
|
4.250 |
3.085 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.750 |
3.746 |
| PP |
3.740 |
3.737 |
| S1 |
3.730 |
3.729 |
|