NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.749 |
-0.082 |
-2.1% |
3.911 |
| High |
3.860 |
3.769 |
-0.091 |
-2.4% |
4.041 |
| Low |
3.730 |
3.716 |
-0.014 |
-0.4% |
3.847 |
| Close |
3.734 |
3.719 |
-0.015 |
-0.4% |
3.932 |
| Range |
0.130 |
0.053 |
-0.077 |
-59.2% |
0.194 |
| ATR |
0.091 |
0.088 |
-0.003 |
-3.0% |
0.000 |
| Volume |
19,144 |
31,856 |
12,712 |
66.4% |
137,139 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.894 |
3.859 |
3.748 |
|
| R3 |
3.841 |
3.806 |
3.734 |
|
| R2 |
3.788 |
3.788 |
3.729 |
|
| R1 |
3.753 |
3.753 |
3.724 |
3.744 |
| PP |
3.735 |
3.735 |
3.735 |
3.730 |
| S1 |
3.700 |
3.700 |
3.714 |
3.691 |
| S2 |
3.682 |
3.682 |
3.709 |
|
| S3 |
3.629 |
3.647 |
3.704 |
|
| S4 |
3.576 |
3.594 |
3.690 |
|
|
| 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 |
3.716 |
0.325 |
8.7% |
0.088 |
2.4% |
1% |
False |
True |
27,244 |
| 10 |
4.041 |
3.716 |
0.325 |
8.7% |
0.088 |
2.4% |
1% |
False |
True |
25,844 |
| 20 |
4.041 |
3.716 |
0.325 |
8.7% |
0.088 |
2.4% |
1% |
False |
True |
24,168 |
| 40 |
4.041 |
3.469 |
0.572 |
15.4% |
0.083 |
2.2% |
44% |
False |
False |
20,613 |
| 60 |
4.061 |
3.469 |
0.592 |
15.9% |
0.088 |
2.4% |
42% |
False |
False |
17,076 |
| 80 |
4.264 |
3.469 |
0.795 |
21.4% |
0.087 |
2.3% |
31% |
False |
False |
14,761 |
| 100 |
4.583 |
3.469 |
1.114 |
30.0% |
0.089 |
2.4% |
22% |
False |
False |
12,930 |
| 120 |
4.744 |
3.469 |
1.275 |
34.3% |
0.093 |
2.5% |
20% |
False |
False |
12,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.994 |
|
2.618 |
3.908 |
|
1.618 |
3.855 |
|
1.000 |
3.822 |
|
0.618 |
3.802 |
|
HIGH |
3.769 |
|
0.618 |
3.749 |
|
0.500 |
3.743 |
|
0.382 |
3.736 |
|
LOW |
3.716 |
|
0.618 |
3.683 |
|
1.000 |
3.663 |
|
1.618 |
3.630 |
|
2.618 |
3.577 |
|
4.250 |
3.491 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.743 |
3.820 |
| PP |
3.735 |
3.786 |
| S1 |
3.727 |
3.753 |
|