NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.669 |
3.617 |
-0.052 |
-1.4% |
3.718 |
| High |
3.687 |
3.694 |
0.007 |
0.2% |
3.801 |
| Low |
3.605 |
3.617 |
0.012 |
0.3% |
3.605 |
| Close |
3.617 |
3.681 |
0.064 |
1.8% |
3.617 |
| Range |
0.082 |
0.077 |
-0.005 |
-6.1% |
0.196 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.4% |
0.000 |
| Volume |
60,633 |
41,754 |
-18,879 |
-31.1% |
222,242 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.895 |
3.865 |
3.723 |
|
| R3 |
3.818 |
3.788 |
3.702 |
|
| R2 |
3.741 |
3.741 |
3.695 |
|
| R1 |
3.711 |
3.711 |
3.688 |
3.726 |
| PP |
3.664 |
3.664 |
3.664 |
3.672 |
| S1 |
3.634 |
3.634 |
3.674 |
3.649 |
| S2 |
3.587 |
3.587 |
3.667 |
|
| S3 |
3.510 |
3.557 |
3.660 |
|
| S4 |
3.433 |
3.480 |
3.639 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.262 |
4.136 |
3.725 |
|
| R3 |
4.066 |
3.940 |
3.671 |
|
| R2 |
3.870 |
3.870 |
3.653 |
|
| R1 |
3.744 |
3.744 |
3.635 |
3.709 |
| PP |
3.674 |
3.674 |
3.674 |
3.657 |
| S1 |
3.548 |
3.548 |
3.599 |
3.513 |
| S2 |
3.478 |
3.478 |
3.581 |
|
| S3 |
3.282 |
3.352 |
3.563 |
|
| S4 |
3.086 |
3.156 |
3.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.801 |
3.605 |
0.196 |
5.3% |
0.088 |
2.4% |
39% |
False |
False |
52,799 |
| 10 |
3.801 |
3.600 |
0.201 |
5.5% |
0.094 |
2.5% |
40% |
False |
False |
41,282 |
| 20 |
3.801 |
3.406 |
0.395 |
10.7% |
0.091 |
2.5% |
70% |
False |
False |
52,038 |
| 40 |
3.910 |
3.281 |
0.629 |
17.1% |
0.092 |
2.5% |
64% |
False |
False |
39,242 |
| 60 |
4.070 |
3.281 |
0.789 |
21.4% |
0.094 |
2.5% |
51% |
False |
False |
30,548 |
| 80 |
4.442 |
3.281 |
1.161 |
31.5% |
0.094 |
2.6% |
34% |
False |
False |
25,383 |
| 100 |
4.594 |
3.281 |
1.313 |
35.7% |
0.097 |
2.6% |
30% |
False |
False |
22,238 |
| 120 |
4.594 |
3.281 |
1.313 |
35.7% |
0.097 |
2.6% |
30% |
False |
False |
19,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.021 |
|
2.618 |
3.896 |
|
1.618 |
3.819 |
|
1.000 |
3.771 |
|
0.618 |
3.742 |
|
HIGH |
3.694 |
|
0.618 |
3.665 |
|
0.500 |
3.656 |
|
0.382 |
3.646 |
|
LOW |
3.617 |
|
0.618 |
3.569 |
|
1.000 |
3.540 |
|
1.618 |
3.492 |
|
2.618 |
3.415 |
|
4.250 |
3.290 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.673 |
3.703 |
| PP |
3.664 |
3.696 |
| S1 |
3.656 |
3.688 |
|