NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.617 |
3.683 |
0.066 |
1.8% |
3.718 |
| High |
3.694 |
3.701 |
0.007 |
0.2% |
3.801 |
| Low |
3.617 |
3.616 |
-0.001 |
0.0% |
3.605 |
| Close |
3.681 |
3.662 |
-0.019 |
-0.5% |
3.617 |
| Range |
0.077 |
0.085 |
0.008 |
10.4% |
0.196 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.8% |
0.000 |
| Volume |
41,754 |
47,982 |
6,228 |
14.9% |
222,242 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.915 |
3.873 |
3.709 |
|
| R3 |
3.830 |
3.788 |
3.685 |
|
| R2 |
3.745 |
3.745 |
3.678 |
|
| R1 |
3.703 |
3.703 |
3.670 |
3.682 |
| PP |
3.660 |
3.660 |
3.660 |
3.649 |
| S1 |
3.618 |
3.618 |
3.654 |
3.597 |
| S2 |
3.575 |
3.575 |
3.646 |
|
| S3 |
3.490 |
3.533 |
3.639 |
|
| S4 |
3.405 |
3.448 |
3.615 |
|
|
| 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 |
5.4% |
0.090 |
2.5% |
29% |
False |
False |
52,269 |
| 10 |
3.801 |
3.600 |
0.201 |
5.5% |
0.096 |
2.6% |
31% |
False |
False |
44,015 |
| 20 |
3.801 |
3.428 |
0.373 |
10.2% |
0.090 |
2.5% |
63% |
False |
False |
49,346 |
| 40 |
3.910 |
3.281 |
0.629 |
17.2% |
0.091 |
2.5% |
61% |
False |
False |
40,030 |
| 60 |
4.070 |
3.281 |
0.789 |
21.5% |
0.094 |
2.6% |
48% |
False |
False |
31,043 |
| 80 |
4.442 |
3.281 |
1.161 |
31.7% |
0.093 |
2.5% |
33% |
False |
False |
25,879 |
| 100 |
4.594 |
3.281 |
1.313 |
35.9% |
0.096 |
2.6% |
29% |
False |
False |
22,668 |
| 120 |
4.594 |
3.281 |
1.313 |
35.9% |
0.097 |
2.6% |
29% |
False |
False |
20,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.062 |
|
2.618 |
3.924 |
|
1.618 |
3.839 |
|
1.000 |
3.786 |
|
0.618 |
3.754 |
|
HIGH |
3.701 |
|
0.618 |
3.669 |
|
0.500 |
3.659 |
|
0.382 |
3.648 |
|
LOW |
3.616 |
|
0.618 |
3.563 |
|
1.000 |
3.531 |
|
1.618 |
3.478 |
|
2.618 |
3.393 |
|
4.250 |
3.255 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.661 |
3.659 |
| PP |
3.660 |
3.656 |
| S1 |
3.659 |
3.653 |
|