NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.824 |
0.065 |
1.7% |
3.617 |
| High |
3.825 |
3.852 |
0.027 |
0.7% |
3.766 |
| Low |
3.700 |
3.797 |
0.097 |
2.6% |
3.603 |
| Close |
3.814 |
3.822 |
0.008 |
0.2% |
3.755 |
| Range |
0.125 |
0.055 |
-0.070 |
-56.0% |
0.163 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.1% |
0.000 |
| Volume |
65,551 |
71,412 |
5,861 |
8.9% |
303,127 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.989 |
3.960 |
3.852 |
|
| R3 |
3.934 |
3.905 |
3.837 |
|
| R2 |
3.879 |
3.879 |
3.832 |
|
| R1 |
3.850 |
3.850 |
3.827 |
3.837 |
| PP |
3.824 |
3.824 |
3.824 |
3.817 |
| S1 |
3.795 |
3.795 |
3.817 |
3.782 |
| S2 |
3.769 |
3.769 |
3.812 |
|
| S3 |
3.714 |
3.740 |
3.807 |
|
| S4 |
3.659 |
3.685 |
3.792 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.139 |
3.845 |
|
| R3 |
4.034 |
3.976 |
3.800 |
|
| R2 |
3.871 |
3.871 |
3.785 |
|
| R1 |
3.813 |
3.813 |
3.770 |
3.842 |
| PP |
3.708 |
3.708 |
3.708 |
3.723 |
| S1 |
3.650 |
3.650 |
3.740 |
3.679 |
| S2 |
3.545 |
3.545 |
3.725 |
|
| S3 |
3.382 |
3.487 |
3.710 |
|
| S4 |
3.219 |
3.324 |
3.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.852 |
3.603 |
0.249 |
6.5% |
0.095 |
2.5% |
88% |
True |
False |
70,070 |
| 10 |
3.852 |
3.603 |
0.249 |
6.5% |
0.093 |
2.4% |
88% |
True |
False |
61,170 |
| 20 |
3.852 |
3.547 |
0.305 |
8.0% |
0.092 |
2.4% |
90% |
True |
False |
49,353 |
| 40 |
3.864 |
3.281 |
0.583 |
15.3% |
0.090 |
2.3% |
93% |
False |
False |
47,009 |
| 60 |
3.923 |
3.281 |
0.642 |
16.8% |
0.095 |
2.5% |
84% |
False |
False |
36,083 |
| 80 |
4.442 |
3.281 |
1.161 |
30.4% |
0.093 |
2.4% |
47% |
False |
False |
29,787 |
| 100 |
4.594 |
3.281 |
1.313 |
34.4% |
0.096 |
2.5% |
41% |
False |
False |
25,684 |
| 120 |
4.594 |
3.281 |
1.313 |
34.4% |
0.097 |
2.5% |
41% |
False |
False |
22,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.086 |
|
2.618 |
3.996 |
|
1.618 |
3.941 |
|
1.000 |
3.907 |
|
0.618 |
3.886 |
|
HIGH |
3.852 |
|
0.618 |
3.831 |
|
0.500 |
3.825 |
|
0.382 |
3.818 |
|
LOW |
3.797 |
|
0.618 |
3.763 |
|
1.000 |
3.742 |
|
1.618 |
3.708 |
|
2.618 |
3.653 |
|
4.250 |
3.563 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.825 |
3.803 |
| PP |
3.824 |
3.785 |
| S1 |
3.823 |
3.766 |
|