NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.803 |
3.793 |
-0.010 |
-0.3% |
3.759 |
| High |
3.892 |
3.793 |
-0.099 |
-2.5% |
3.892 |
| Low |
3.750 |
3.732 |
-0.018 |
-0.5% |
3.700 |
| Close |
3.795 |
3.763 |
-0.032 |
-0.8% |
3.763 |
| Range |
0.142 |
0.061 |
-0.081 |
-57.0% |
0.192 |
| ATR |
0.097 |
0.094 |
-0.002 |
-2.5% |
0.000 |
| Volume |
115,601 |
61,274 |
-54,327 |
-47.0% |
385,392 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.946 |
3.915 |
3.797 |
|
| R3 |
3.885 |
3.854 |
3.780 |
|
| R2 |
3.824 |
3.824 |
3.774 |
|
| R1 |
3.793 |
3.793 |
3.769 |
3.778 |
| PP |
3.763 |
3.763 |
3.763 |
3.755 |
| S1 |
3.732 |
3.732 |
3.757 |
3.717 |
| S2 |
3.702 |
3.702 |
3.752 |
|
| S3 |
3.641 |
3.671 |
3.746 |
|
| S4 |
3.580 |
3.610 |
3.729 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.361 |
4.254 |
3.869 |
|
| R3 |
4.169 |
4.062 |
3.816 |
|
| R2 |
3.977 |
3.977 |
3.798 |
|
| R1 |
3.870 |
3.870 |
3.781 |
3.924 |
| PP |
3.785 |
3.785 |
3.785 |
3.812 |
| S1 |
3.678 |
3.678 |
3.745 |
3.732 |
| S2 |
3.593 |
3.593 |
3.728 |
|
| S3 |
3.401 |
3.486 |
3.710 |
|
| S4 |
3.209 |
3.294 |
3.657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.892 |
3.700 |
0.192 |
5.1% |
0.093 |
2.5% |
33% |
False |
False |
77,078 |
| 10 |
3.892 |
3.603 |
0.289 |
7.7% |
0.092 |
2.4% |
55% |
False |
False |
68,851 |
| 20 |
3.892 |
3.600 |
0.292 |
7.8% |
0.093 |
2.5% |
56% |
False |
False |
55,232 |
| 40 |
3.892 |
3.281 |
0.611 |
16.2% |
0.090 |
2.4% |
79% |
False |
False |
52,316 |
| 60 |
3.910 |
3.281 |
0.629 |
16.7% |
0.095 |
2.5% |
77% |
False |
False |
39,732 |
| 80 |
4.280 |
3.281 |
0.999 |
26.5% |
0.093 |
2.5% |
48% |
False |
False |
32,616 |
| 100 |
4.594 |
3.281 |
1.313 |
34.9% |
0.095 |
2.5% |
37% |
False |
False |
27,860 |
| 120 |
4.594 |
3.281 |
1.313 |
34.9% |
0.097 |
2.6% |
37% |
False |
False |
24,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.052 |
|
2.618 |
3.953 |
|
1.618 |
3.892 |
|
1.000 |
3.854 |
|
0.618 |
3.831 |
|
HIGH |
3.793 |
|
0.618 |
3.770 |
|
0.500 |
3.763 |
|
0.382 |
3.755 |
|
LOW |
3.732 |
|
0.618 |
3.694 |
|
1.000 |
3.671 |
|
1.618 |
3.633 |
|
2.618 |
3.572 |
|
4.250 |
3.473 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.763 |
3.812 |
| PP |
3.763 |
3.796 |
| S1 |
3.763 |
3.779 |
|