NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.781 |
3.864 |
0.083 |
2.2% |
3.781 |
| High |
3.880 |
3.910 |
0.030 |
0.8% |
3.910 |
| Low |
3.770 |
3.828 |
0.058 |
1.5% |
3.760 |
| Close |
3.857 |
3.902 |
0.045 |
1.2% |
3.902 |
| Range |
0.110 |
0.082 |
-0.028 |
-25.5% |
0.150 |
| ATR |
0.089 |
0.088 |
0.000 |
-0.5% |
0.000 |
| Volume |
28,258 |
27,370 |
-888 |
-3.1% |
110,301 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.126 |
4.096 |
3.947 |
|
| R3 |
4.044 |
4.014 |
3.925 |
|
| R2 |
3.962 |
3.962 |
3.917 |
|
| R1 |
3.932 |
3.932 |
3.910 |
3.947 |
| PP |
3.880 |
3.880 |
3.880 |
3.888 |
| S1 |
3.850 |
3.850 |
3.894 |
3.865 |
| S2 |
3.798 |
3.798 |
3.887 |
|
| S3 |
3.716 |
3.768 |
3.879 |
|
| S4 |
3.634 |
3.686 |
3.857 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.307 |
4.255 |
3.985 |
|
| R3 |
4.157 |
4.105 |
3.943 |
|
| R2 |
4.007 |
4.007 |
3.930 |
|
| R1 |
3.955 |
3.955 |
3.916 |
3.981 |
| PP |
3.857 |
3.857 |
3.857 |
3.871 |
| S1 |
3.805 |
3.805 |
3.888 |
3.831 |
| S2 |
3.707 |
3.707 |
3.875 |
|
| S3 |
3.557 |
3.655 |
3.861 |
|
| S4 |
3.407 |
3.505 |
3.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.910 |
3.760 |
0.150 |
3.8% |
0.086 |
2.2% |
95% |
True |
False |
22,060 |
| 10 |
3.946 |
3.760 |
0.186 |
4.8% |
0.085 |
2.2% |
76% |
False |
False |
25,252 |
| 20 |
3.946 |
3.690 |
0.256 |
6.6% |
0.083 |
2.1% |
83% |
False |
False |
19,925 |
| 40 |
4.033 |
3.469 |
0.564 |
14.5% |
0.082 |
2.1% |
77% |
False |
False |
17,737 |
| 60 |
4.185 |
3.469 |
0.716 |
18.3% |
0.089 |
2.3% |
60% |
False |
False |
14,847 |
| 80 |
4.583 |
3.469 |
1.114 |
28.5% |
0.088 |
2.3% |
39% |
False |
False |
12,769 |
| 100 |
4.744 |
3.469 |
1.275 |
32.7% |
0.092 |
2.4% |
34% |
False |
False |
11,576 |
| 120 |
4.744 |
3.469 |
1.275 |
32.7% |
0.093 |
2.4% |
34% |
False |
False |
11,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.259 |
|
2.618 |
4.125 |
|
1.618 |
4.043 |
|
1.000 |
3.992 |
|
0.618 |
3.961 |
|
HIGH |
3.910 |
|
0.618 |
3.879 |
|
0.500 |
3.869 |
|
0.382 |
3.859 |
|
LOW |
3.828 |
|
0.618 |
3.777 |
|
1.000 |
3.746 |
|
1.618 |
3.695 |
|
2.618 |
3.613 |
|
4.250 |
3.480 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.891 |
3.880 |
| PP |
3.880 |
3.857 |
| S1 |
3.869 |
3.835 |
|