NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.681 |
3.593 |
-0.088 |
-2.4% |
3.687 |
| High |
3.681 |
3.617 |
-0.064 |
-1.7% |
3.820 |
| Low |
3.592 |
3.488 |
-0.104 |
-2.9% |
3.625 |
| Close |
3.602 |
3.492 |
-0.110 |
-3.1% |
3.687 |
| Range |
0.089 |
0.129 |
0.040 |
44.9% |
0.195 |
| ATR |
0.098 |
0.100 |
0.002 |
2.3% |
0.000 |
| Volume |
72,269 |
66,199 |
-6,070 |
-8.4% |
583,462 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.919 |
3.835 |
3.563 |
|
| R3 |
3.790 |
3.706 |
3.527 |
|
| R2 |
3.661 |
3.661 |
3.516 |
|
| R1 |
3.577 |
3.577 |
3.504 |
3.555 |
| PP |
3.532 |
3.532 |
3.532 |
3.521 |
| S1 |
3.448 |
3.448 |
3.480 |
3.426 |
| S2 |
3.403 |
3.403 |
3.468 |
|
| S3 |
3.274 |
3.319 |
3.457 |
|
| S4 |
3.145 |
3.190 |
3.421 |
|
|
| 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 |
3.488 |
0.332 |
9.5% |
0.100 |
2.9% |
1% |
False |
True |
97,857 |
| 10 |
3.820 |
3.488 |
0.332 |
9.5% |
0.099 |
2.8% |
1% |
False |
True |
111,422 |
| 20 |
3.820 |
3.483 |
0.337 |
9.7% |
0.100 |
2.9% |
3% |
False |
False |
111,206 |
| 40 |
3.820 |
3.154 |
0.666 |
19.1% |
0.095 |
2.7% |
51% |
False |
False |
89,839 |
| 60 |
3.844 |
3.154 |
0.690 |
19.8% |
0.101 |
2.9% |
49% |
False |
False |
69,862 |
| 80 |
4.056 |
3.154 |
0.902 |
25.8% |
0.100 |
2.9% |
37% |
False |
False |
58,736 |
| 100 |
4.373 |
3.154 |
1.219 |
34.9% |
0.100 |
2.9% |
28% |
False |
False |
52,056 |
| 120 |
4.525 |
3.154 |
1.371 |
39.3% |
0.106 |
3.0% |
25% |
False |
False |
48,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.165 |
|
2.618 |
3.955 |
|
1.618 |
3.826 |
|
1.000 |
3.746 |
|
0.618 |
3.697 |
|
HIGH |
3.617 |
|
0.618 |
3.568 |
|
0.500 |
3.553 |
|
0.382 |
3.537 |
|
LOW |
3.488 |
|
0.618 |
3.408 |
|
1.000 |
3.359 |
|
1.618 |
3.279 |
|
2.618 |
3.150 |
|
4.250 |
2.940 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.553 |
3.602 |
| PP |
3.532 |
3.565 |
| S1 |
3.512 |
3.529 |
|