NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
3.975 |
-0.005 |
-0.1% |
3.932 |
| High |
3.985 |
4.025 |
0.040 |
1.0% |
3.990 |
| Low |
3.915 |
3.963 |
0.048 |
1.2% |
3.856 |
| Close |
3.926 |
3.985 |
0.059 |
1.5% |
3.926 |
| Range |
0.070 |
0.062 |
-0.008 |
-11.4% |
0.134 |
| ATR |
0.086 |
0.087 |
0.001 |
1.1% |
0.000 |
| Volume |
36,683 |
36,683 |
0 |
0.0% |
98,276 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.177 |
4.143 |
4.019 |
|
| R3 |
4.115 |
4.081 |
4.002 |
|
| R2 |
4.053 |
4.053 |
3.996 |
|
| R1 |
4.019 |
4.019 |
3.991 |
4.036 |
| PP |
3.991 |
3.991 |
3.991 |
4.000 |
| S1 |
3.957 |
3.957 |
3.979 |
3.974 |
| S2 |
3.929 |
3.929 |
3.974 |
|
| S3 |
3.867 |
3.895 |
3.968 |
|
| S4 |
3.805 |
3.833 |
3.951 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.326 |
4.260 |
4.000 |
|
| R3 |
4.192 |
4.126 |
3.963 |
|
| R2 |
4.058 |
4.058 |
3.951 |
|
| R1 |
3.992 |
3.992 |
3.938 |
3.958 |
| PP |
3.924 |
3.924 |
3.924 |
3.907 |
| S1 |
3.858 |
3.858 |
3.914 |
3.824 |
| S2 |
3.790 |
3.790 |
3.901 |
|
| S3 |
3.656 |
3.724 |
3.889 |
|
| S4 |
3.522 |
3.590 |
3.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.025 |
3.856 |
0.169 |
4.2% |
0.091 |
2.3% |
76% |
True |
False |
24,244 |
| 10 |
4.025 |
3.849 |
0.176 |
4.4% |
0.075 |
1.9% |
77% |
True |
False |
23,597 |
| 20 |
4.025 |
3.565 |
0.460 |
11.5% |
0.081 |
2.0% |
91% |
True |
False |
25,975 |
| 40 |
4.137 |
3.565 |
0.572 |
14.4% |
0.084 |
2.1% |
73% |
False |
False |
22,657 |
| 60 |
4.295 |
3.565 |
0.730 |
18.3% |
0.086 |
2.2% |
58% |
False |
False |
21,472 |
| 80 |
4.665 |
3.565 |
1.100 |
27.6% |
0.088 |
2.2% |
38% |
False |
False |
20,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.187 |
|
1.618 |
4.125 |
|
1.000 |
4.087 |
|
0.618 |
4.063 |
|
HIGH |
4.025 |
|
0.618 |
4.001 |
|
0.500 |
3.994 |
|
0.382 |
3.987 |
|
LOW |
3.963 |
|
0.618 |
3.925 |
|
1.000 |
3.901 |
|
1.618 |
3.863 |
|
2.618 |
3.801 |
|
4.250 |
3.700 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.994 |
3.972 |
| PP |
3.991 |
3.958 |
| S1 |
3.988 |
3.945 |
|