NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.820 |
3.781 |
-0.039 |
-1.0% |
3.877 |
High |
3.850 |
3.852 |
0.002 |
0.1% |
3.946 |
Low |
3.768 |
3.778 |
0.010 |
0.3% |
3.768 |
Close |
3.781 |
3.838 |
0.057 |
1.5% |
3.781 |
Range |
0.082 |
0.074 |
-0.008 |
-9.8% |
0.178 |
ATR |
0.089 |
0.088 |
-0.001 |
-1.2% |
0.000 |
Volume |
35,678 |
16,861 |
-18,817 |
-52.7% |
118,519 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.045 |
4.015 |
3.879 |
|
R3 |
3.971 |
3.941 |
3.858 |
|
R2 |
3.897 |
3.897 |
3.852 |
|
R1 |
3.867 |
3.867 |
3.845 |
3.882 |
PP |
3.823 |
3.823 |
3.823 |
3.830 |
S1 |
3.793 |
3.793 |
3.831 |
3.808 |
S2 |
3.749 |
3.749 |
3.824 |
|
S3 |
3.675 |
3.719 |
3.818 |
|
S4 |
3.601 |
3.645 |
3.797 |
|
|
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 |
4.6% |
0.081 |
2.1% |
39% |
False |
False |
27,076 |
10 |
3.946 |
3.768 |
0.178 |
4.6% |
0.087 |
2.3% |
39% |
False |
False |
20,539 |
20 |
3.946 |
3.590 |
0.356 |
9.3% |
0.082 |
2.1% |
70% |
False |
False |
19,864 |
40 |
4.061 |
3.469 |
0.592 |
15.4% |
0.085 |
2.2% |
62% |
False |
False |
16,257 |
60 |
4.215 |
3.469 |
0.746 |
19.4% |
0.089 |
2.3% |
49% |
False |
False |
13,746 |
80 |
4.583 |
3.469 |
1.114 |
29.0% |
0.090 |
2.3% |
33% |
False |
False |
11,857 |
100 |
4.744 |
3.469 |
1.275 |
33.2% |
0.093 |
2.4% |
29% |
False |
False |
10,925 |
120 |
4.744 |
3.469 |
1.275 |
33.2% |
0.093 |
2.4% |
29% |
False |
False |
10,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.167 |
2.618 |
4.046 |
1.618 |
3.972 |
1.000 |
3.926 |
0.618 |
3.898 |
HIGH |
3.852 |
0.618 |
3.824 |
0.500 |
3.815 |
0.382 |
3.806 |
LOW |
3.778 |
0.618 |
3.732 |
1.000 |
3.704 |
1.618 |
3.658 |
2.618 |
3.584 |
4.250 |
3.464 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.830 |
3.857 |
PP |
3.823 |
3.851 |
S1 |
3.815 |
3.844 |
|