NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.955 |
3.949 |
-0.006 |
-0.2% |
3.911 |
| High |
4.041 |
3.953 |
-0.088 |
-2.2% |
4.041 |
| Low |
3.913 |
3.903 |
-0.010 |
-0.3% |
3.847 |
| Close |
3.960 |
3.932 |
-0.028 |
-0.7% |
3.932 |
| Range |
0.128 |
0.050 |
-0.078 |
-60.9% |
0.194 |
| ATR |
0.090 |
0.087 |
-0.002 |
-2.6% |
0.000 |
| Volume |
28,483 |
42,060 |
13,577 |
47.7% |
137,139 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.079 |
4.056 |
3.960 |
|
| R3 |
4.029 |
4.006 |
3.946 |
|
| R2 |
3.979 |
3.979 |
3.941 |
|
| R1 |
3.956 |
3.956 |
3.937 |
3.943 |
| PP |
3.929 |
3.929 |
3.929 |
3.923 |
| S1 |
3.906 |
3.906 |
3.927 |
3.893 |
| S2 |
3.879 |
3.879 |
3.923 |
|
| S3 |
3.829 |
3.856 |
3.918 |
|
| S4 |
3.779 |
3.806 |
3.905 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.522 |
4.421 |
4.039 |
|
| R3 |
4.328 |
4.227 |
3.985 |
|
| R2 |
4.134 |
4.134 |
3.968 |
|
| R1 |
4.033 |
4.033 |
3.950 |
4.084 |
| PP |
3.940 |
3.940 |
3.940 |
3.965 |
| S1 |
3.839 |
3.839 |
3.914 |
3.890 |
| S2 |
3.746 |
3.746 |
3.896 |
|
| S3 |
3.552 |
3.645 |
3.879 |
|
| S4 |
3.358 |
3.451 |
3.825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.041 |
3.847 |
0.194 |
4.9% |
0.085 |
2.2% |
44% |
False |
False |
27,427 |
| 10 |
4.041 |
3.760 |
0.281 |
7.1% |
0.086 |
2.2% |
61% |
False |
False |
24,744 |
| 20 |
4.041 |
3.760 |
0.281 |
7.1% |
0.086 |
2.2% |
61% |
False |
False |
22,714 |
| 40 |
4.041 |
3.469 |
0.572 |
14.5% |
0.082 |
2.1% |
81% |
False |
False |
19,843 |
| 60 |
4.061 |
3.469 |
0.592 |
15.1% |
0.089 |
2.3% |
78% |
False |
False |
16,598 |
| 80 |
4.431 |
3.469 |
0.962 |
24.5% |
0.087 |
2.2% |
48% |
False |
False |
14,189 |
| 100 |
4.744 |
3.469 |
1.275 |
32.4% |
0.091 |
2.3% |
36% |
False |
False |
12,576 |
| 120 |
4.744 |
3.469 |
1.275 |
32.4% |
0.093 |
2.4% |
36% |
False |
False |
11,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.166 |
|
2.618 |
4.084 |
|
1.618 |
4.034 |
|
1.000 |
4.003 |
|
0.618 |
3.984 |
|
HIGH |
3.953 |
|
0.618 |
3.934 |
|
0.500 |
3.928 |
|
0.382 |
3.922 |
|
LOW |
3.903 |
|
0.618 |
3.872 |
|
1.000 |
3.853 |
|
1.618 |
3.822 |
|
2.618 |
3.772 |
|
4.250 |
3.691 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.931 |
3.972 |
| PP |
3.929 |
3.959 |
| S1 |
3.928 |
3.945 |
|