NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.593 |
3.509 |
-0.084 |
-2.3% |
3.687 |
| High |
3.617 |
3.546 |
-0.071 |
-2.0% |
3.820 |
| Low |
3.488 |
3.490 |
0.002 |
0.1% |
3.625 |
| Close |
3.492 |
3.493 |
0.001 |
0.0% |
3.687 |
| Range |
0.129 |
0.056 |
-0.073 |
-56.6% |
0.195 |
| ATR |
0.100 |
0.097 |
-0.003 |
-3.1% |
0.000 |
| Volume |
66,199 |
62,869 |
-3,330 |
-5.0% |
583,462 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.678 |
3.641 |
3.524 |
|
| R3 |
3.622 |
3.585 |
3.508 |
|
| R2 |
3.566 |
3.566 |
3.503 |
|
| R1 |
3.529 |
3.529 |
3.498 |
3.520 |
| PP |
3.510 |
3.510 |
3.510 |
3.505 |
| S1 |
3.473 |
3.473 |
3.488 |
3.464 |
| S2 |
3.454 |
3.454 |
3.483 |
|
| S3 |
3.398 |
3.417 |
3.478 |
|
| S4 |
3.342 |
3.361 |
3.462 |
|
|
| 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% |
0.095 |
2.7% |
2% |
False |
False |
90,721 |
| 10 |
3.820 |
3.488 |
0.332 |
9.5% |
0.095 |
2.7% |
2% |
False |
False |
105,471 |
| 20 |
3.820 |
3.488 |
0.332 |
9.5% |
0.098 |
2.8% |
2% |
False |
False |
109,624 |
| 40 |
3.820 |
3.154 |
0.666 |
19.1% |
0.095 |
2.7% |
51% |
False |
False |
89,859 |
| 60 |
3.844 |
3.154 |
0.690 |
19.8% |
0.100 |
2.9% |
49% |
False |
False |
70,340 |
| 80 |
4.049 |
3.154 |
0.895 |
25.6% |
0.100 |
2.8% |
38% |
False |
False |
59,294 |
| 100 |
4.373 |
3.154 |
1.219 |
34.9% |
0.100 |
2.9% |
28% |
False |
False |
52,244 |
| 120 |
4.525 |
3.154 |
1.371 |
39.2% |
0.105 |
3.0% |
25% |
False |
False |
48,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.784 |
|
2.618 |
3.693 |
|
1.618 |
3.637 |
|
1.000 |
3.602 |
|
0.618 |
3.581 |
|
HIGH |
3.546 |
|
0.618 |
3.525 |
|
0.500 |
3.518 |
|
0.382 |
3.511 |
|
LOW |
3.490 |
|
0.618 |
3.455 |
|
1.000 |
3.434 |
|
1.618 |
3.399 |
|
2.618 |
3.343 |
|
4.250 |
3.252 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.585 |
| PP |
3.510 |
3.554 |
| S1 |
3.501 |
3.524 |
|