NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.581 |
3.581 |
0.000 |
0.0% |
3.755 |
| High |
3.608 |
3.583 |
-0.025 |
-0.7% |
3.755 |
| Low |
3.521 |
3.509 |
-0.012 |
-0.3% |
3.450 |
| Close |
3.589 |
3.560 |
-0.029 |
-0.8% |
3.589 |
| Range |
0.087 |
0.074 |
-0.013 |
-14.9% |
0.305 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.2% |
0.000 |
| Volume |
90,540 |
104,290 |
13,750 |
15.2% |
595,482 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.740 |
3.601 |
|
| R3 |
3.699 |
3.666 |
3.580 |
|
| R2 |
3.625 |
3.625 |
3.574 |
|
| R1 |
3.592 |
3.592 |
3.567 |
3.572 |
| PP |
3.551 |
3.551 |
3.551 |
3.540 |
| S1 |
3.518 |
3.518 |
3.553 |
3.498 |
| S2 |
3.477 |
3.477 |
3.546 |
|
| S3 |
3.403 |
3.444 |
3.540 |
|
| S4 |
3.329 |
3.370 |
3.519 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.513 |
4.356 |
3.757 |
|
| R3 |
4.208 |
4.051 |
3.673 |
|
| R2 |
3.903 |
3.903 |
3.645 |
|
| R1 |
3.746 |
3.746 |
3.617 |
3.672 |
| PP |
3.598 |
3.598 |
3.598 |
3.561 |
| S1 |
3.441 |
3.441 |
3.561 |
3.367 |
| S2 |
3.293 |
3.293 |
3.533 |
|
| S3 |
2.988 |
3.136 |
3.505 |
|
| S4 |
2.683 |
2.831 |
3.421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.694 |
3.450 |
0.244 |
6.9% |
0.099 |
2.8% |
45% |
False |
False |
126,244 |
| 10 |
3.892 |
3.450 |
0.442 |
12.4% |
0.092 |
2.6% |
25% |
False |
False |
101,961 |
| 20 |
3.892 |
3.450 |
0.442 |
12.4% |
0.093 |
2.6% |
25% |
False |
False |
80,526 |
| 40 |
3.892 |
3.281 |
0.611 |
17.2% |
0.093 |
2.6% |
46% |
False |
False |
66,287 |
| 60 |
3.910 |
3.281 |
0.629 |
17.7% |
0.095 |
2.7% |
44% |
False |
False |
49,671 |
| 80 |
4.070 |
3.281 |
0.789 |
22.2% |
0.093 |
2.6% |
35% |
False |
False |
40,674 |
| 100 |
4.442 |
3.281 |
1.161 |
32.6% |
0.094 |
2.6% |
24% |
False |
False |
34,323 |
| 120 |
4.594 |
3.281 |
1.313 |
36.9% |
0.097 |
2.7% |
21% |
False |
False |
30,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.898 |
|
2.618 |
3.777 |
|
1.618 |
3.703 |
|
1.000 |
3.657 |
|
0.618 |
3.629 |
|
HIGH |
3.583 |
|
0.618 |
3.555 |
|
0.500 |
3.546 |
|
0.382 |
3.537 |
|
LOW |
3.509 |
|
0.618 |
3.463 |
|
1.000 |
3.435 |
|
1.618 |
3.389 |
|
2.618 |
3.315 |
|
4.250 |
3.195 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.555 |
3.550 |
| PP |
3.551 |
3.539 |
| S1 |
3.546 |
3.529 |
|