NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.923 |
3.831 |
-0.092 |
-2.3% |
3.911 |
| High |
3.923 |
3.860 |
-0.063 |
-1.6% |
4.041 |
| Low |
3.842 |
3.730 |
-0.112 |
-2.9% |
3.847 |
| Close |
3.847 |
3.734 |
-0.113 |
-2.9% |
3.932 |
| Range |
0.081 |
0.130 |
0.049 |
60.5% |
0.194 |
| ATR |
0.088 |
0.091 |
0.003 |
3.5% |
0.000 |
| Volume |
14,678 |
19,144 |
4,466 |
30.4% |
137,139 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
4.079 |
3.806 |
|
| R3 |
4.035 |
3.949 |
3.770 |
|
| R2 |
3.905 |
3.905 |
3.758 |
|
| R1 |
3.819 |
3.819 |
3.746 |
3.797 |
| PP |
3.775 |
3.775 |
3.775 |
3.764 |
| S1 |
3.689 |
3.689 |
3.722 |
3.667 |
| S2 |
3.645 |
3.645 |
3.710 |
|
| S3 |
3.515 |
3.559 |
3.698 |
|
| S4 |
3.385 |
3.429 |
3.663 |
|
|
| 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 |
3.730 |
0.311 |
8.3% |
0.093 |
2.5% |
1% |
False |
True |
25,055 |
| 10 |
4.041 |
3.730 |
0.311 |
8.3% |
0.092 |
2.5% |
1% |
False |
True |
24,283 |
| 20 |
4.041 |
3.730 |
0.311 |
8.3% |
0.090 |
2.4% |
1% |
False |
True |
22,971 |
| 40 |
4.041 |
3.469 |
0.572 |
15.3% |
0.083 |
2.2% |
46% |
False |
False |
20,251 |
| 60 |
4.061 |
3.469 |
0.592 |
15.9% |
0.089 |
2.4% |
45% |
False |
False |
16,788 |
| 80 |
4.282 |
3.469 |
0.813 |
21.8% |
0.087 |
2.3% |
33% |
False |
False |
14,426 |
| 100 |
4.583 |
3.469 |
1.114 |
29.8% |
0.089 |
2.4% |
24% |
False |
False |
12,733 |
| 120 |
4.744 |
3.469 |
1.275 |
34.1% |
0.094 |
2.5% |
21% |
False |
False |
12,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.413 |
|
2.618 |
4.200 |
|
1.618 |
4.070 |
|
1.000 |
3.990 |
|
0.618 |
3.940 |
|
HIGH |
3.860 |
|
0.618 |
3.810 |
|
0.500 |
3.795 |
|
0.382 |
3.780 |
|
LOW |
3.730 |
|
0.618 |
3.650 |
|
1.000 |
3.600 |
|
1.618 |
3.520 |
|
2.618 |
3.390 |
|
4.250 |
3.178 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.795 |
3.842 |
| PP |
3.775 |
3.806 |
| S1 |
3.754 |
3.770 |
|