NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.995 |
3.990 |
-0.005 |
-0.1% |
3.932 |
| High |
4.010 |
4.025 |
0.015 |
0.4% |
3.990 |
| Low |
3.958 |
3.902 |
-0.056 |
-1.4% |
3.856 |
| Close |
3.994 |
3.912 |
-0.082 |
-2.1% |
3.926 |
| Range |
0.052 |
0.123 |
0.071 |
136.5% |
0.134 |
| ATR |
0.084 |
0.087 |
0.003 |
3.3% |
0.000 |
| Volume |
34,022 |
30,341 |
-3,681 |
-10.8% |
98,276 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.315 |
4.237 |
3.980 |
|
| R3 |
4.192 |
4.114 |
3.946 |
|
| R2 |
4.069 |
4.069 |
3.935 |
|
| R1 |
3.991 |
3.991 |
3.923 |
3.969 |
| PP |
3.946 |
3.946 |
3.946 |
3.935 |
| S1 |
3.868 |
3.868 |
3.901 |
3.846 |
| S2 |
3.823 |
3.823 |
3.889 |
|
| S3 |
3.700 |
3.745 |
3.878 |
|
| S4 |
3.577 |
3.622 |
3.844 |
|
|
| 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 |
4.1% |
0.086 |
2.2% |
29% |
True |
False |
31,425 |
| 10 |
4.025 |
3.856 |
0.169 |
4.3% |
0.081 |
2.1% |
33% |
True |
False |
25,372 |
| 20 |
4.025 |
3.565 |
0.460 |
11.8% |
0.084 |
2.1% |
75% |
True |
False |
27,137 |
| 40 |
4.137 |
3.565 |
0.572 |
14.6% |
0.083 |
2.1% |
61% |
False |
False |
23,415 |
| 60 |
4.295 |
3.565 |
0.730 |
18.7% |
0.087 |
2.2% |
48% |
False |
False |
21,994 |
| 80 |
4.665 |
3.565 |
1.100 |
28.1% |
0.087 |
2.2% |
32% |
False |
False |
20,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.548 |
|
2.618 |
4.347 |
|
1.618 |
4.224 |
|
1.000 |
4.148 |
|
0.618 |
4.101 |
|
HIGH |
4.025 |
|
0.618 |
3.978 |
|
0.500 |
3.964 |
|
0.382 |
3.949 |
|
LOW |
3.902 |
|
0.618 |
3.826 |
|
1.000 |
3.779 |
|
1.618 |
3.703 |
|
2.618 |
3.580 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.964 |
| PP |
3.946 |
3.946 |
| S1 |
3.929 |
3.929 |
|