NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.635 |
-0.025 |
-0.7% |
3.718 |
| High |
3.692 |
3.734 |
0.042 |
1.1% |
3.801 |
| Low |
3.603 |
3.615 |
0.012 |
0.3% |
3.605 |
| Close |
3.643 |
3.712 |
0.069 |
1.9% |
3.617 |
| Range |
0.089 |
0.119 |
0.030 |
33.7% |
0.196 |
| ATR |
0.094 |
0.096 |
0.002 |
1.9% |
0.000 |
| Volume |
60,231 |
99,151 |
38,920 |
64.6% |
222,242 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.044 |
3.997 |
3.777 |
|
| R3 |
3.925 |
3.878 |
3.745 |
|
| R2 |
3.806 |
3.806 |
3.734 |
|
| R1 |
3.759 |
3.759 |
3.723 |
3.783 |
| PP |
3.687 |
3.687 |
3.687 |
3.699 |
| S1 |
3.640 |
3.640 |
3.701 |
3.664 |
| S2 |
3.568 |
3.568 |
3.690 |
|
| S3 |
3.449 |
3.521 |
3.679 |
|
| S4 |
3.330 |
3.402 |
3.647 |
|
|
| 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 |
3.734 |
3.603 |
0.131 |
3.5% |
0.090 |
2.4% |
83% |
True |
False |
61,950 |
| 10 |
3.801 |
3.603 |
0.198 |
5.3% |
0.096 |
2.6% |
55% |
False |
False |
55,430 |
| 20 |
3.801 |
3.453 |
0.348 |
9.4% |
0.093 |
2.5% |
74% |
False |
False |
46,165 |
| 40 |
3.910 |
3.281 |
0.629 |
16.9% |
0.092 |
2.5% |
69% |
False |
False |
43,358 |
| 60 |
4.070 |
3.281 |
0.789 |
21.3% |
0.094 |
2.5% |
55% |
False |
False |
33,307 |
| 80 |
4.442 |
3.281 |
1.161 |
31.3% |
0.093 |
2.5% |
37% |
False |
False |
27,628 |
| 100 |
4.594 |
3.281 |
1.313 |
35.4% |
0.096 |
2.6% |
33% |
False |
False |
23,993 |
| 120 |
4.594 |
3.281 |
1.313 |
35.4% |
0.097 |
2.6% |
33% |
False |
False |
21,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.240 |
|
2.618 |
4.046 |
|
1.618 |
3.927 |
|
1.000 |
3.853 |
|
0.618 |
3.808 |
|
HIGH |
3.734 |
|
0.618 |
3.689 |
|
0.500 |
3.675 |
|
0.382 |
3.660 |
|
LOW |
3.615 |
|
0.618 |
3.541 |
|
1.000 |
3.496 |
|
1.618 |
3.422 |
|
2.618 |
3.303 |
|
4.250 |
3.109 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.700 |
3.698 |
| PP |
3.687 |
3.683 |
| S1 |
3.675 |
3.669 |
|