NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.975 |
3.995 |
0.020 |
0.5% |
3.932 |
| High |
4.025 |
4.010 |
-0.015 |
-0.4% |
3.990 |
| Low |
3.963 |
3.958 |
-0.005 |
-0.1% |
3.856 |
| Close |
3.985 |
3.994 |
0.009 |
0.2% |
3.926 |
| Range |
0.062 |
0.052 |
-0.010 |
-16.1% |
0.134 |
| ATR |
0.087 |
0.084 |
-0.002 |
-2.9% |
0.000 |
| Volume |
36,683 |
34,022 |
-2,661 |
-7.3% |
98,276 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.121 |
4.023 |
|
| R3 |
4.091 |
4.069 |
4.008 |
|
| R2 |
4.039 |
4.039 |
4.004 |
|
| R1 |
4.017 |
4.017 |
3.999 |
4.002 |
| PP |
3.987 |
3.987 |
3.987 |
3.980 |
| S1 |
3.965 |
3.965 |
3.989 |
3.950 |
| S2 |
3.935 |
3.935 |
3.984 |
|
| S3 |
3.883 |
3.913 |
3.980 |
|
| S4 |
3.831 |
3.861 |
3.965 |
|
|
| 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 |
3.865 |
0.160 |
4.0% |
0.084 |
2.1% |
81% |
False |
False |
28,718 |
| 10 |
4.025 |
3.849 |
0.176 |
4.4% |
0.075 |
1.9% |
82% |
False |
False |
24,293 |
| 20 |
4.025 |
3.565 |
0.460 |
11.5% |
0.081 |
2.0% |
93% |
False |
False |
26,572 |
| 40 |
4.137 |
3.565 |
0.572 |
14.3% |
0.083 |
2.1% |
75% |
False |
False |
23,056 |
| 60 |
4.295 |
3.565 |
0.730 |
18.3% |
0.086 |
2.2% |
59% |
False |
False |
21,772 |
| 80 |
4.665 |
3.565 |
1.100 |
27.5% |
0.087 |
2.2% |
39% |
False |
False |
20,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.231 |
|
2.618 |
4.146 |
|
1.618 |
4.094 |
|
1.000 |
4.062 |
|
0.618 |
4.042 |
|
HIGH |
4.010 |
|
0.618 |
3.990 |
|
0.500 |
3.984 |
|
0.382 |
3.978 |
|
LOW |
3.958 |
|
0.618 |
3.926 |
|
1.000 |
3.906 |
|
1.618 |
3.874 |
|
2.618 |
3.822 |
|
4.250 |
3.737 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.991 |
3.986 |
| PP |
3.987 |
3.978 |
| S1 |
3.984 |
3.970 |
|