NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.576 |
3.553 |
-0.023 |
-0.6% |
3.759 |
| High |
3.601 |
3.587 |
-0.014 |
-0.4% |
3.892 |
| Low |
3.543 |
3.450 |
-0.093 |
-2.6% |
3.700 |
| Close |
3.546 |
3.567 |
0.021 |
0.6% |
3.763 |
| Range |
0.058 |
0.137 |
0.079 |
136.2% |
0.192 |
| ATR |
0.095 |
0.098 |
0.003 |
3.2% |
0.000 |
| Volume |
107,957 |
210,626 |
102,669 |
95.1% |
385,392 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.946 |
3.893 |
3.642 |
|
| R3 |
3.809 |
3.756 |
3.605 |
|
| R2 |
3.672 |
3.672 |
3.592 |
|
| R1 |
3.619 |
3.619 |
3.580 |
3.646 |
| PP |
3.535 |
3.535 |
3.535 |
3.548 |
| S1 |
3.482 |
3.482 |
3.554 |
3.509 |
| S2 |
3.398 |
3.398 |
3.542 |
|
| S3 |
3.261 |
3.345 |
3.529 |
|
| S4 |
3.124 |
3.208 |
3.492 |
|
|
| 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 |
3.793 |
3.450 |
0.343 |
9.6% |
0.096 |
2.7% |
34% |
False |
True |
113,243 |
| 10 |
3.892 |
3.450 |
0.442 |
12.4% |
0.097 |
2.7% |
26% |
False |
True |
94,434 |
| 20 |
3.892 |
3.450 |
0.442 |
12.4% |
0.096 |
2.7% |
26% |
False |
True |
74,932 |
| 40 |
3.892 |
3.281 |
0.611 |
17.1% |
0.093 |
2.6% |
47% |
False |
False |
62,578 |
| 60 |
3.910 |
3.281 |
0.629 |
17.6% |
0.095 |
2.7% |
45% |
False |
False |
47,098 |
| 80 |
4.115 |
3.281 |
0.834 |
23.4% |
0.094 |
2.6% |
34% |
False |
False |
38,450 |
| 100 |
4.442 |
3.281 |
1.161 |
32.5% |
0.094 |
2.6% |
25% |
False |
False |
32,530 |
| 120 |
4.594 |
3.281 |
1.313 |
36.8% |
0.097 |
2.7% |
22% |
False |
False |
28,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.169 |
|
2.618 |
3.946 |
|
1.618 |
3.809 |
|
1.000 |
3.724 |
|
0.618 |
3.672 |
|
HIGH |
3.587 |
|
0.618 |
3.535 |
|
0.500 |
3.519 |
|
0.382 |
3.502 |
|
LOW |
3.450 |
|
0.618 |
3.365 |
|
1.000 |
3.313 |
|
1.618 |
3.228 |
|
2.618 |
3.091 |
|
4.250 |
2.868 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.551 |
3.572 |
| PP |
3.535 |
3.570 |
| S1 |
3.519 |
3.569 |
|