NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.949 |
3.923 |
-0.026 |
-0.7% |
3.911 |
| High |
3.953 |
3.923 |
-0.030 |
-0.8% |
4.041 |
| Low |
3.903 |
3.842 |
-0.061 |
-1.6% |
3.847 |
| Close |
3.932 |
3.847 |
-0.085 |
-2.2% |
3.932 |
| Range |
0.050 |
0.081 |
0.031 |
62.0% |
0.194 |
| ATR |
0.087 |
0.088 |
0.000 |
0.2% |
0.000 |
| Volume |
42,060 |
14,678 |
-27,382 |
-65.1% |
137,139 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.114 |
4.061 |
3.892 |
|
| R3 |
4.033 |
3.980 |
3.869 |
|
| R2 |
3.952 |
3.952 |
3.862 |
|
| R1 |
3.899 |
3.899 |
3.854 |
3.885 |
| PP |
3.871 |
3.871 |
3.871 |
3.864 |
| S1 |
3.818 |
3.818 |
3.840 |
3.804 |
| S2 |
3.790 |
3.790 |
3.832 |
|
| S3 |
3.709 |
3.737 |
3.825 |
|
| S4 |
3.628 |
3.656 |
3.802 |
|
|
| 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 |
3.842 |
0.199 |
5.2% |
0.077 |
2.0% |
3% |
False |
True |
26,095 |
| 10 |
4.041 |
3.760 |
0.281 |
7.3% |
0.086 |
2.2% |
31% |
False |
False |
24,525 |
| 20 |
4.041 |
3.760 |
0.281 |
7.3% |
0.087 |
2.3% |
31% |
False |
False |
22,532 |
| 40 |
4.041 |
3.469 |
0.572 |
14.9% |
0.082 |
2.1% |
66% |
False |
False |
19,977 |
| 60 |
4.061 |
3.469 |
0.592 |
15.4% |
0.088 |
2.3% |
64% |
False |
False |
16,745 |
| 80 |
4.309 |
3.469 |
0.840 |
21.8% |
0.087 |
2.2% |
45% |
False |
False |
14,276 |
| 100 |
4.668 |
3.469 |
1.199 |
31.2% |
0.090 |
2.4% |
32% |
False |
False |
12,636 |
| 120 |
4.744 |
3.469 |
1.275 |
33.1% |
0.093 |
2.4% |
30% |
False |
False |
11,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.267 |
|
2.618 |
4.135 |
|
1.618 |
4.054 |
|
1.000 |
4.004 |
|
0.618 |
3.973 |
|
HIGH |
3.923 |
|
0.618 |
3.892 |
|
0.500 |
3.883 |
|
0.382 |
3.873 |
|
LOW |
3.842 |
|
0.618 |
3.792 |
|
1.000 |
3.761 |
|
1.618 |
3.711 |
|
2.618 |
3.630 |
|
4.250 |
3.498 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.883 |
3.942 |
| PP |
3.871 |
3.910 |
| S1 |
3.859 |
3.879 |
|