NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.766 |
3.759 |
-0.007 |
-0.2% |
3.923 |
High |
3.784 |
3.762 |
-0.022 |
-0.6% |
3.923 |
Low |
3.705 |
3.691 |
-0.014 |
-0.4% |
3.629 |
Close |
3.769 |
3.729 |
-0.040 |
-1.1% |
3.769 |
Range |
0.079 |
0.071 |
-0.008 |
-10.1% |
0.294 |
ATR |
0.091 |
0.090 |
-0.001 |
-1.0% |
0.000 |
Volume |
53,416 |
26,374 |
-27,042 |
-50.6% |
144,434 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.940 |
3.906 |
3.768 |
|
R3 |
3.869 |
3.835 |
3.749 |
|
R2 |
3.798 |
3.798 |
3.742 |
|
R1 |
3.764 |
3.764 |
3.736 |
3.746 |
PP |
3.727 |
3.727 |
3.727 |
3.718 |
S1 |
3.693 |
3.693 |
3.722 |
3.675 |
S2 |
3.656 |
3.656 |
3.716 |
|
S3 |
3.585 |
3.622 |
3.709 |
|
S4 |
3.514 |
3.551 |
3.690 |
|
|
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 |
3.860 |
3.629 |
0.231 |
6.2% |
0.095 |
2.5% |
43% |
False |
False |
31,226 |
10 |
4.041 |
3.629 |
0.412 |
11.0% |
0.086 |
2.3% |
24% |
False |
False |
28,660 |
20 |
4.041 |
3.629 |
0.412 |
11.0% |
0.087 |
2.3% |
24% |
False |
False |
26,838 |
40 |
4.041 |
3.469 |
0.572 |
15.3% |
0.085 |
2.3% |
45% |
False |
False |
22,220 |
60 |
4.061 |
3.469 |
0.592 |
15.9% |
0.088 |
2.4% |
44% |
False |
False |
18,225 |
80 |
4.215 |
3.469 |
0.746 |
20.0% |
0.088 |
2.4% |
35% |
False |
False |
15,855 |
100 |
4.583 |
3.469 |
1.114 |
29.9% |
0.089 |
2.4% |
23% |
False |
False |
13,829 |
120 |
4.744 |
3.469 |
1.275 |
34.2% |
0.093 |
2.5% |
20% |
False |
False |
12,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.064 |
2.618 |
3.948 |
1.618 |
3.877 |
1.000 |
3.833 |
0.618 |
3.806 |
HIGH |
3.762 |
0.618 |
3.735 |
0.500 |
3.727 |
0.382 |
3.718 |
LOW |
3.691 |
0.618 |
3.647 |
1.000 |
3.620 |
1.618 |
3.576 |
2.618 |
3.505 |
4.250 |
3.389 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.728 |
3.722 |
PP |
3.727 |
3.714 |
S1 |
3.727 |
3.707 |
|