NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.969 |
0.058 |
1.5% |
3.781 |
| High |
3.968 |
3.993 |
0.025 |
0.6% |
3.910 |
| Low |
3.847 |
3.942 |
0.095 |
2.5% |
3.760 |
| Close |
3.958 |
3.970 |
0.012 |
0.3% |
3.902 |
| Range |
0.121 |
0.051 |
-0.070 |
-57.9% |
0.150 |
| ATR |
0.090 |
0.088 |
-0.003 |
-3.1% |
0.000 |
| Volume |
21,338 |
24,344 |
3,006 |
14.1% |
110,301 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.121 |
4.097 |
3.998 |
|
| R3 |
4.070 |
4.046 |
3.984 |
|
| R2 |
4.019 |
4.019 |
3.979 |
|
| R1 |
3.995 |
3.995 |
3.975 |
4.007 |
| PP |
3.968 |
3.968 |
3.968 |
3.975 |
| S1 |
3.944 |
3.944 |
3.965 |
3.956 |
| S2 |
3.917 |
3.917 |
3.961 |
|
| S3 |
3.866 |
3.893 |
3.956 |
|
| S4 |
3.815 |
3.842 |
3.942 |
|
|
| 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 |
3.993 |
3.760 |
0.233 |
5.9% |
0.090 |
2.3% |
90% |
True |
False |
23,510 |
| 10 |
3.993 |
3.760 |
0.233 |
5.9% |
0.086 |
2.2% |
90% |
True |
False |
25,080 |
| 20 |
3.993 |
3.723 |
0.270 |
6.8% |
0.084 |
2.1% |
91% |
True |
False |
20,780 |
| 40 |
4.017 |
3.469 |
0.548 |
13.8% |
0.083 |
2.1% |
91% |
False |
False |
18,073 |
| 60 |
4.079 |
3.469 |
0.610 |
15.4% |
0.089 |
2.2% |
82% |
False |
False |
15,418 |
| 80 |
4.583 |
3.469 |
1.114 |
28.1% |
0.088 |
2.2% |
45% |
False |
False |
13,233 |
| 100 |
4.744 |
3.469 |
1.275 |
32.1% |
0.092 |
2.3% |
39% |
False |
False |
11,936 |
| 120 |
4.744 |
3.469 |
1.275 |
32.1% |
0.093 |
2.3% |
39% |
False |
False |
11,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.210 |
|
2.618 |
4.127 |
|
1.618 |
4.076 |
|
1.000 |
4.044 |
|
0.618 |
4.025 |
|
HIGH |
3.993 |
|
0.618 |
3.974 |
|
0.500 |
3.968 |
|
0.382 |
3.961 |
|
LOW |
3.942 |
|
0.618 |
3.910 |
|
1.000 |
3.891 |
|
1.618 |
3.859 |
|
2.618 |
3.808 |
|
4.250 |
3.725 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.969 |
3.950 |
| PP |
3.968 |
3.930 |
| S1 |
3.968 |
3.911 |
|