NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.905 |
3.866 |
-0.039 |
-1.0% |
3.975 |
| High |
3.930 |
3.935 |
0.005 |
0.1% |
4.025 |
| Low |
3.852 |
3.861 |
0.009 |
0.2% |
3.852 |
| Close |
3.866 |
3.921 |
0.055 |
1.4% |
3.866 |
| Range |
0.078 |
0.074 |
-0.004 |
-5.1% |
0.173 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.0% |
0.000 |
| Volume |
39,624 |
20,101 |
-19,523 |
-49.3% |
140,670 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
4.098 |
3.962 |
|
| R3 |
4.054 |
4.024 |
3.941 |
|
| R2 |
3.980 |
3.980 |
3.935 |
|
| R1 |
3.950 |
3.950 |
3.928 |
3.965 |
| PP |
3.906 |
3.906 |
3.906 |
3.913 |
| S1 |
3.876 |
3.876 |
3.914 |
3.891 |
| S2 |
3.832 |
3.832 |
3.907 |
|
| S3 |
3.758 |
3.802 |
3.901 |
|
| S4 |
3.684 |
3.728 |
3.880 |
|
|
| 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 |
4.4% |
0.078 |
2.0% |
40% |
False |
False |
32,154 |
| 10 |
4.025 |
3.852 |
0.173 |
4.4% |
0.084 |
2.1% |
40% |
False |
False |
25,904 |
| 20 |
4.025 |
3.679 |
0.346 |
8.8% |
0.078 |
2.0% |
70% |
False |
False |
25,956 |
| 40 |
4.137 |
3.565 |
0.572 |
14.6% |
0.083 |
2.1% |
62% |
False |
False |
24,079 |
| 60 |
4.295 |
3.565 |
0.730 |
18.6% |
0.086 |
2.2% |
49% |
False |
False |
22,173 |
| 80 |
4.665 |
3.565 |
1.100 |
28.1% |
0.087 |
2.2% |
32% |
False |
False |
20,937 |
| 100 |
4.825 |
3.565 |
1.260 |
32.1% |
0.092 |
2.3% |
28% |
False |
False |
20,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.250 |
|
2.618 |
4.129 |
|
1.618 |
4.055 |
|
1.000 |
4.009 |
|
0.618 |
3.981 |
|
HIGH |
3.935 |
|
0.618 |
3.907 |
|
0.500 |
3.898 |
|
0.382 |
3.889 |
|
LOW |
3.861 |
|
0.618 |
3.815 |
|
1.000 |
3.787 |
|
1.618 |
3.741 |
|
2.618 |
3.667 |
|
4.250 |
3.547 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.913 |
3.939 |
| PP |
3.906 |
3.933 |
| S1 |
3.898 |
3.927 |
|