NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.990 |
3.905 |
-0.085 |
-2.1% |
3.975 |
High |
4.025 |
3.930 |
-0.095 |
-2.4% |
4.025 |
Low |
3.902 |
3.852 |
-0.050 |
-1.3% |
3.852 |
Close |
3.912 |
3.866 |
-0.046 |
-1.2% |
3.866 |
Range |
0.123 |
0.078 |
-0.045 |
-36.6% |
0.173 |
ATR |
0.087 |
0.086 |
-0.001 |
-0.7% |
0.000 |
Volume |
30,341 |
39,624 |
9,283 |
30.6% |
140,670 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.117 |
4.069 |
3.909 |
|
R3 |
4.039 |
3.991 |
3.887 |
|
R2 |
3.961 |
3.961 |
3.880 |
|
R1 |
3.913 |
3.913 |
3.873 |
3.898 |
PP |
3.883 |
3.883 |
3.883 |
3.875 |
S1 |
3.835 |
3.835 |
3.859 |
3.820 |
S2 |
3.805 |
3.805 |
3.852 |
|
S3 |
3.727 |
3.757 |
3.845 |
|
S4 |
3.649 |
3.679 |
3.823 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.433 |
4.323 |
3.961 |
|
R3 |
4.260 |
4.150 |
3.914 |
|
R2 |
4.087 |
4.087 |
3.898 |
|
R1 |
3.977 |
3.977 |
3.882 |
3.946 |
PP |
3.914 |
3.914 |
3.914 |
3.899 |
S1 |
3.804 |
3.804 |
3.850 |
3.773 |
S2 |
3.741 |
3.741 |
3.834 |
|
S3 |
3.568 |
3.631 |
3.818 |
|
S4 |
3.395 |
3.458 |
3.771 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.025 |
3.852 |
0.173 |
4.5% |
0.077 |
2.0% |
8% |
False |
True |
35,470 |
10 |
4.025 |
3.852 |
0.173 |
4.5% |
0.083 |
2.1% |
8% |
False |
True |
27,182 |
20 |
4.025 |
3.655 |
0.370 |
9.6% |
0.079 |
2.0% |
57% |
False |
False |
27,236 |
40 |
4.137 |
3.565 |
0.572 |
14.8% |
0.082 |
2.1% |
53% |
False |
False |
24,017 |
60 |
4.295 |
3.565 |
0.730 |
18.9% |
0.087 |
2.2% |
41% |
False |
False |
22,189 |
80 |
4.665 |
3.565 |
1.100 |
28.5% |
0.087 |
2.3% |
27% |
False |
False |
20,870 |
100 |
4.825 |
3.565 |
1.260 |
32.6% |
0.092 |
2.4% |
24% |
False |
False |
20,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.262 |
2.618 |
4.134 |
1.618 |
4.056 |
1.000 |
4.008 |
0.618 |
3.978 |
HIGH |
3.930 |
0.618 |
3.900 |
0.500 |
3.891 |
0.382 |
3.882 |
LOW |
3.852 |
0.618 |
3.804 |
1.000 |
3.774 |
1.618 |
3.726 |
2.618 |
3.648 |
4.250 |
3.521 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.891 |
3.939 |
PP |
3.883 |
3.914 |
S1 |
3.874 |
3.890 |
|