NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.734 |
3.766 |
0.032 |
0.9% |
3.923 |
| High |
3.770 |
3.784 |
0.014 |
0.4% |
3.923 |
| Low |
3.629 |
3.705 |
0.076 |
2.1% |
3.629 |
| Close |
3.751 |
3.769 |
0.018 |
0.5% |
3.769 |
| Range |
0.141 |
0.079 |
-0.062 |
-44.0% |
0.294 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.0% |
0.000 |
| Volume |
25,340 |
53,416 |
28,076 |
110.8% |
144,434 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.990 |
3.958 |
3.812 |
|
| R3 |
3.911 |
3.879 |
3.791 |
|
| R2 |
3.832 |
3.832 |
3.783 |
|
| R1 |
3.800 |
3.800 |
3.776 |
3.816 |
| PP |
3.753 |
3.753 |
3.753 |
3.761 |
| S1 |
3.721 |
3.721 |
3.762 |
3.737 |
| S2 |
3.674 |
3.674 |
3.755 |
|
| S3 |
3.595 |
3.642 |
3.747 |
|
| S4 |
3.516 |
3.563 |
3.726 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.656 |
4.506 |
3.931 |
|
| R3 |
4.362 |
4.212 |
3.850 |
|
| R2 |
4.068 |
4.068 |
3.823 |
|
| R1 |
3.918 |
3.918 |
3.796 |
3.846 |
| PP |
3.774 |
3.774 |
3.774 |
3.738 |
| S1 |
3.624 |
3.624 |
3.742 |
3.552 |
| S2 |
3.480 |
3.480 |
3.715 |
|
| S3 |
3.186 |
3.330 |
3.688 |
|
| S4 |
2.892 |
3.036 |
3.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.923 |
3.629 |
0.294 |
7.8% |
0.097 |
2.6% |
48% |
False |
False |
28,886 |
| 10 |
4.041 |
3.629 |
0.412 |
10.9% |
0.091 |
2.4% |
34% |
False |
False |
28,157 |
| 20 |
4.041 |
3.629 |
0.412 |
10.9% |
0.088 |
2.3% |
34% |
False |
False |
26,704 |
| 40 |
4.041 |
3.469 |
0.572 |
15.2% |
0.085 |
2.3% |
52% |
False |
False |
21,946 |
| 60 |
4.061 |
3.469 |
0.592 |
15.7% |
0.089 |
2.4% |
51% |
False |
False |
17,917 |
| 80 |
4.227 |
3.469 |
0.758 |
20.1% |
0.089 |
2.4% |
40% |
False |
False |
15,584 |
| 100 |
4.583 |
3.469 |
1.114 |
29.6% |
0.089 |
2.4% |
27% |
False |
False |
13,622 |
| 120 |
4.744 |
3.469 |
1.275 |
33.8% |
0.093 |
2.5% |
24% |
False |
False |
12,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.120 |
|
2.618 |
3.991 |
|
1.618 |
3.912 |
|
1.000 |
3.863 |
|
0.618 |
3.833 |
|
HIGH |
3.784 |
|
0.618 |
3.754 |
|
0.500 |
3.745 |
|
0.382 |
3.735 |
|
LOW |
3.705 |
|
0.618 |
3.656 |
|
1.000 |
3.626 |
|
1.618 |
3.577 |
|
2.618 |
3.498 |
|
4.250 |
3.369 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.761 |
3.748 |
| PP |
3.753 |
3.727 |
| S1 |
3.745 |
3.707 |
|