NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.824 |
3.822 |
-0.002 |
-0.1% |
3.617 |
| High |
3.852 |
3.831 |
-0.021 |
-0.5% |
3.766 |
| Low |
3.797 |
3.749 |
-0.048 |
-1.3% |
3.603 |
| Close |
3.822 |
3.787 |
-0.035 |
-0.9% |
3.755 |
| Range |
0.055 |
0.082 |
0.027 |
49.1% |
0.163 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.9% |
0.000 |
| Volume |
71,412 |
71,554 |
142 |
0.2% |
303,127 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.993 |
3.832 |
|
| R3 |
3.953 |
3.911 |
3.810 |
|
| R2 |
3.871 |
3.871 |
3.802 |
|
| R1 |
3.829 |
3.829 |
3.795 |
3.809 |
| PP |
3.789 |
3.789 |
3.789 |
3.779 |
| S1 |
3.747 |
3.747 |
3.779 |
3.727 |
| S2 |
3.707 |
3.707 |
3.772 |
|
| S3 |
3.625 |
3.665 |
3.764 |
|
| S4 |
3.543 |
3.583 |
3.742 |
|
|
| 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 |
3.615 |
0.237 |
6.3% |
0.093 |
2.5% |
73% |
False |
False |
72,335 |
| 10 |
3.852 |
3.603 |
0.249 |
6.6% |
0.095 |
2.5% |
74% |
False |
False |
63,268 |
| 20 |
3.852 |
3.547 |
0.305 |
8.1% |
0.093 |
2.4% |
79% |
False |
False |
50,619 |
| 40 |
3.864 |
3.281 |
0.583 |
15.4% |
0.089 |
2.4% |
87% |
False |
False |
48,440 |
| 60 |
3.910 |
3.281 |
0.629 |
16.6% |
0.095 |
2.5% |
80% |
False |
False |
37,139 |
| 80 |
4.442 |
3.281 |
1.161 |
30.7% |
0.094 |
2.5% |
44% |
False |
False |
30,574 |
| 100 |
4.594 |
3.281 |
1.313 |
34.7% |
0.096 |
2.5% |
39% |
False |
False |
26,305 |
| 120 |
4.594 |
3.281 |
1.313 |
34.7% |
0.097 |
2.5% |
39% |
False |
False |
23,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.180 |
|
2.618 |
4.046 |
|
1.618 |
3.964 |
|
1.000 |
3.913 |
|
0.618 |
3.882 |
|
HIGH |
3.831 |
|
0.618 |
3.800 |
|
0.500 |
3.790 |
|
0.382 |
3.780 |
|
LOW |
3.749 |
|
0.618 |
3.698 |
|
1.000 |
3.667 |
|
1.618 |
3.616 |
|
2.618 |
3.534 |
|
4.250 |
3.401 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.790 |
3.783 |
| PP |
3.789 |
3.780 |
| S1 |
3.788 |
3.776 |
|