NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.866 |
3.938 |
0.072 |
1.9% |
3.975 |
| High |
3.935 |
3.938 |
0.003 |
0.1% |
4.025 |
| Low |
3.861 |
3.865 |
0.004 |
0.1% |
3.852 |
| Close |
3.921 |
3.907 |
-0.014 |
-0.4% |
3.866 |
| Range |
0.074 |
0.073 |
-0.001 |
-1.4% |
0.173 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.0% |
0.000 |
| Volume |
20,101 |
20,344 |
243 |
1.2% |
140,670 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.088 |
3.947 |
|
| R3 |
4.049 |
4.015 |
3.927 |
|
| R2 |
3.976 |
3.976 |
3.920 |
|
| R1 |
3.942 |
3.942 |
3.914 |
3.923 |
| PP |
3.903 |
3.903 |
3.903 |
3.894 |
| S1 |
3.869 |
3.869 |
3.900 |
3.850 |
| S2 |
3.830 |
3.830 |
3.894 |
|
| S3 |
3.757 |
3.796 |
3.887 |
|
| S4 |
3.684 |
3.723 |
3.867 |
|
|
| 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% |
0.080 |
2.0% |
32% |
False |
False |
28,886 |
| 10 |
4.025 |
3.852 |
0.173 |
4.4% |
0.085 |
2.2% |
32% |
False |
False |
26,565 |
| 20 |
4.025 |
3.702 |
0.323 |
8.3% |
0.077 |
2.0% |
63% |
False |
False |
25,573 |
| 40 |
4.137 |
3.565 |
0.572 |
14.6% |
0.081 |
2.1% |
60% |
False |
False |
24,138 |
| 60 |
4.295 |
3.565 |
0.730 |
18.7% |
0.086 |
2.2% |
47% |
False |
False |
22,008 |
| 80 |
4.665 |
3.565 |
1.100 |
28.2% |
0.087 |
2.2% |
31% |
False |
False |
21,012 |
| 100 |
4.825 |
3.565 |
1.260 |
32.2% |
0.090 |
2.3% |
27% |
False |
False |
20,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.248 |
|
2.618 |
4.129 |
|
1.618 |
4.056 |
|
1.000 |
4.011 |
|
0.618 |
3.983 |
|
HIGH |
3.938 |
|
0.618 |
3.910 |
|
0.500 |
3.902 |
|
0.382 |
3.893 |
|
LOW |
3.865 |
|
0.618 |
3.820 |
|
1.000 |
3.792 |
|
1.618 |
3.747 |
|
2.618 |
3.674 |
|
4.250 |
3.555 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.905 |
3.903 |
| PP |
3.903 |
3.899 |
| S1 |
3.902 |
3.895 |
|