NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.902 |
3.820 |
-0.082 |
-2.1% |
3.877 |
| High |
3.946 |
3.850 |
-0.096 |
-2.4% |
3.946 |
| Low |
3.823 |
3.768 |
-0.055 |
-1.4% |
3.768 |
| Close |
3.830 |
3.781 |
-0.049 |
-1.3% |
3.781 |
| Range |
0.123 |
0.082 |
-0.041 |
-33.3% |
0.178 |
| ATR |
0.089 |
0.089 |
-0.001 |
-0.6% |
0.000 |
| Volume |
33,093 |
35,678 |
2,585 |
7.8% |
118,519 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.046 |
3.995 |
3.826 |
|
| R3 |
3.964 |
3.913 |
3.804 |
|
| R2 |
3.882 |
3.882 |
3.796 |
|
| R1 |
3.831 |
3.831 |
3.789 |
3.816 |
| PP |
3.800 |
3.800 |
3.800 |
3.792 |
| S1 |
3.749 |
3.749 |
3.773 |
3.734 |
| S2 |
3.718 |
3.718 |
3.766 |
|
| S3 |
3.636 |
3.667 |
3.758 |
|
| S4 |
3.554 |
3.585 |
3.736 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.366 |
4.251 |
3.879 |
|
| R3 |
4.188 |
4.073 |
3.830 |
|
| R2 |
4.010 |
4.010 |
3.814 |
|
| R1 |
3.895 |
3.895 |
3.797 |
3.864 |
| PP |
3.832 |
3.832 |
3.832 |
3.816 |
| S1 |
3.717 |
3.717 |
3.765 |
3.686 |
| S2 |
3.654 |
3.654 |
3.748 |
|
| S3 |
3.476 |
3.539 |
3.732 |
|
| S4 |
3.298 |
3.361 |
3.683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.946 |
3.768 |
0.178 |
4.7% |
0.084 |
2.2% |
7% |
False |
True |
28,444 |
| 10 |
3.946 |
3.768 |
0.178 |
4.7% |
0.086 |
2.3% |
7% |
False |
True |
20,684 |
| 20 |
3.946 |
3.562 |
0.384 |
10.2% |
0.083 |
2.2% |
57% |
False |
False |
20,561 |
| 40 |
4.061 |
3.469 |
0.592 |
15.7% |
0.085 |
2.2% |
53% |
False |
False |
16,023 |
| 60 |
4.215 |
3.469 |
0.746 |
19.7% |
0.089 |
2.4% |
42% |
False |
False |
13,618 |
| 80 |
4.583 |
3.469 |
1.114 |
29.5% |
0.089 |
2.4% |
28% |
False |
False |
11,728 |
| 100 |
4.744 |
3.469 |
1.275 |
33.7% |
0.093 |
2.4% |
24% |
False |
False |
10,820 |
| 120 |
4.744 |
3.469 |
1.275 |
33.7% |
0.093 |
2.5% |
24% |
False |
False |
10,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.199 |
|
2.618 |
4.065 |
|
1.618 |
3.983 |
|
1.000 |
3.932 |
|
0.618 |
3.901 |
|
HIGH |
3.850 |
|
0.618 |
3.819 |
|
0.500 |
3.809 |
|
0.382 |
3.799 |
|
LOW |
3.768 |
|
0.618 |
3.717 |
|
1.000 |
3.686 |
|
1.618 |
3.635 |
|
2.618 |
3.553 |
|
4.250 |
3.420 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.809 |
3.857 |
| PP |
3.800 |
3.832 |
| S1 |
3.790 |
3.806 |
|