NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.657 |
3.576 |
-0.081 |
-2.2% |
3.759 |
| High |
3.694 |
3.601 |
-0.093 |
-2.5% |
3.892 |
| Low |
3.556 |
3.543 |
-0.013 |
-0.4% |
3.700 |
| Close |
3.559 |
3.546 |
-0.013 |
-0.4% |
3.763 |
| Range |
0.138 |
0.058 |
-0.080 |
-58.0% |
0.192 |
| ATR |
0.098 |
0.095 |
-0.003 |
-2.9% |
0.000 |
| Volume |
117,809 |
107,957 |
-9,852 |
-8.4% |
385,392 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.700 |
3.578 |
|
| R3 |
3.679 |
3.642 |
3.562 |
|
| R2 |
3.621 |
3.621 |
3.557 |
|
| R1 |
3.584 |
3.584 |
3.551 |
3.574 |
| PP |
3.563 |
3.563 |
3.563 |
3.558 |
| S1 |
3.526 |
3.526 |
3.541 |
3.516 |
| S2 |
3.505 |
3.505 |
3.535 |
|
| S3 |
3.447 |
3.468 |
3.530 |
|
| S4 |
3.389 |
3.410 |
3.514 |
|
|
| 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 |
3.543 |
0.349 |
9.8% |
0.097 |
2.7% |
1% |
False |
True |
94,238 |
| 10 |
3.892 |
3.543 |
0.349 |
9.8% |
0.095 |
2.7% |
1% |
False |
True |
83,286 |
| 20 |
3.892 |
3.543 |
0.349 |
9.8% |
0.095 |
2.7% |
1% |
False |
True |
65,762 |
| 40 |
3.892 |
3.281 |
0.611 |
17.2% |
0.091 |
2.6% |
43% |
False |
False |
57,899 |
| 60 |
3.910 |
3.281 |
0.629 |
17.7% |
0.095 |
2.7% |
42% |
False |
False |
43,791 |
| 80 |
4.115 |
3.281 |
0.834 |
23.5% |
0.092 |
2.6% |
32% |
False |
False |
35,944 |
| 100 |
4.442 |
3.281 |
1.161 |
32.7% |
0.093 |
2.6% |
23% |
False |
False |
30,474 |
| 120 |
4.594 |
3.281 |
1.313 |
37.0% |
0.097 |
2.7% |
20% |
False |
False |
27,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.848 |
|
2.618 |
3.753 |
|
1.618 |
3.695 |
|
1.000 |
3.659 |
|
0.618 |
3.637 |
|
HIGH |
3.601 |
|
0.618 |
3.579 |
|
0.500 |
3.572 |
|
0.382 |
3.565 |
|
LOW |
3.543 |
|
0.618 |
3.507 |
|
1.000 |
3.485 |
|
1.618 |
3.449 |
|
2.618 |
3.391 |
|
4.250 |
3.297 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.572 |
3.649 |
| PP |
3.563 |
3.615 |
| S1 |
3.555 |
3.580 |
|