NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.724 |
-0.035 |
-0.9% |
3.923 |
| High |
3.762 |
3.805 |
0.043 |
1.1% |
3.923 |
| Low |
3.691 |
3.707 |
0.016 |
0.4% |
3.629 |
| Close |
3.729 |
3.765 |
0.036 |
1.0% |
3.769 |
| Range |
0.071 |
0.098 |
0.027 |
38.0% |
0.294 |
| ATR |
0.090 |
0.090 |
0.001 |
0.6% |
0.000 |
| Volume |
26,374 |
43,311 |
16,937 |
64.2% |
144,434 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.053 |
4.007 |
3.819 |
|
| R3 |
3.955 |
3.909 |
3.792 |
|
| R2 |
3.857 |
3.857 |
3.783 |
|
| R1 |
3.811 |
3.811 |
3.774 |
3.834 |
| PP |
3.759 |
3.759 |
3.759 |
3.771 |
| S1 |
3.713 |
3.713 |
3.756 |
3.736 |
| S2 |
3.661 |
3.661 |
3.747 |
|
| S3 |
3.563 |
3.615 |
3.738 |
|
| S4 |
3.465 |
3.517 |
3.711 |
|
|
| 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 |
3.805 |
3.629 |
0.176 |
4.7% |
0.088 |
2.3% |
77% |
True |
False |
36,059 |
| 10 |
4.041 |
3.629 |
0.412 |
10.9% |
0.091 |
2.4% |
33% |
False |
False |
30,557 |
| 20 |
4.041 |
3.629 |
0.412 |
10.9% |
0.088 |
2.3% |
33% |
False |
False |
27,818 |
| 40 |
4.041 |
3.469 |
0.572 |
15.2% |
0.086 |
2.3% |
52% |
False |
False |
23,041 |
| 60 |
4.061 |
3.469 |
0.592 |
15.7% |
0.088 |
2.3% |
50% |
False |
False |
18,846 |
| 80 |
4.215 |
3.469 |
0.746 |
19.8% |
0.089 |
2.4% |
40% |
False |
False |
16,264 |
| 100 |
4.583 |
3.469 |
1.114 |
29.6% |
0.089 |
2.4% |
27% |
False |
False |
14,202 |
| 120 |
4.744 |
3.469 |
1.275 |
33.9% |
0.093 |
2.5% |
23% |
False |
False |
13,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.222 |
|
2.618 |
4.062 |
|
1.618 |
3.964 |
|
1.000 |
3.903 |
|
0.618 |
3.866 |
|
HIGH |
3.805 |
|
0.618 |
3.768 |
|
0.500 |
3.756 |
|
0.382 |
3.744 |
|
LOW |
3.707 |
|
0.618 |
3.646 |
|
1.000 |
3.609 |
|
1.618 |
3.548 |
|
2.618 |
3.450 |
|
4.250 |
3.291 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.762 |
3.759 |
| PP |
3.759 |
3.754 |
| S1 |
3.756 |
3.748 |
|