NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.712 |
3.681 |
-0.031 |
-0.8% |
3.687 |
| High |
3.715 |
3.681 |
-0.034 |
-0.9% |
3.820 |
| Low |
3.656 |
3.592 |
-0.064 |
-1.8% |
3.625 |
| Close |
3.687 |
3.602 |
-0.085 |
-2.3% |
3.687 |
| Range |
0.059 |
0.089 |
0.030 |
50.8% |
0.195 |
| ATR |
0.098 |
0.098 |
0.000 |
-0.2% |
0.000 |
| Volume |
74,701 |
72,269 |
-2,432 |
-3.3% |
583,462 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.836 |
3.651 |
|
| R3 |
3.803 |
3.747 |
3.626 |
|
| R2 |
3.714 |
3.714 |
3.618 |
|
| R1 |
3.658 |
3.658 |
3.610 |
3.642 |
| PP |
3.625 |
3.625 |
3.625 |
3.617 |
| S1 |
3.569 |
3.569 |
3.594 |
3.553 |
| S2 |
3.536 |
3.536 |
3.586 |
|
| S3 |
3.447 |
3.480 |
3.578 |
|
| S4 |
3.358 |
3.391 |
3.553 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.296 |
4.186 |
3.794 |
|
| R3 |
4.101 |
3.991 |
3.741 |
|
| R2 |
3.906 |
3.906 |
3.723 |
|
| R1 |
3.796 |
3.796 |
3.705 |
3.785 |
| PP |
3.711 |
3.711 |
3.711 |
3.705 |
| S1 |
3.601 |
3.601 |
3.669 |
3.590 |
| S2 |
3.516 |
3.516 |
3.651 |
|
| S3 |
3.321 |
3.406 |
3.633 |
|
| S4 |
3.126 |
3.211 |
3.580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.820 |
3.592 |
0.228 |
6.3% |
0.085 |
2.4% |
4% |
False |
True |
107,926 |
| 10 |
3.820 |
3.525 |
0.295 |
8.2% |
0.095 |
2.6% |
26% |
False |
False |
114,991 |
| 20 |
3.820 |
3.483 |
0.337 |
9.4% |
0.097 |
2.7% |
35% |
False |
False |
110,960 |
| 40 |
3.820 |
3.154 |
0.666 |
18.5% |
0.095 |
2.6% |
67% |
False |
False |
89,049 |
| 60 |
3.844 |
3.154 |
0.690 |
19.2% |
0.100 |
2.8% |
65% |
False |
False |
69,509 |
| 80 |
4.085 |
3.154 |
0.931 |
25.8% |
0.099 |
2.8% |
48% |
False |
False |
58,272 |
| 100 |
4.447 |
3.154 |
1.293 |
35.9% |
0.102 |
2.8% |
35% |
False |
False |
51,692 |
| 120 |
4.525 |
3.154 |
1.371 |
38.1% |
0.106 |
2.9% |
33% |
False |
False |
48,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.059 |
|
2.618 |
3.914 |
|
1.618 |
3.825 |
|
1.000 |
3.770 |
|
0.618 |
3.736 |
|
HIGH |
3.681 |
|
0.618 |
3.647 |
|
0.500 |
3.637 |
|
0.382 |
3.626 |
|
LOW |
3.592 |
|
0.618 |
3.537 |
|
1.000 |
3.503 |
|
1.618 |
3.448 |
|
2.618 |
3.359 |
|
4.250 |
3.214 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.637 |
3.706 |
| PP |
3.625 |
3.671 |
| S1 |
3.614 |
3.637 |
|