NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.938 |
3.920 |
-0.018 |
-0.5% |
3.975 |
| High |
3.938 |
3.927 |
-0.011 |
-0.3% |
4.025 |
| Low |
3.865 |
3.846 |
-0.019 |
-0.5% |
3.852 |
| Close |
3.907 |
3.883 |
-0.024 |
-0.6% |
3.866 |
| Range |
0.073 |
0.081 |
0.008 |
11.0% |
0.173 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.3% |
0.000 |
| Volume |
20,344 |
20,099 |
-245 |
-1.2% |
140,670 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
4.087 |
3.928 |
|
| R3 |
4.047 |
4.006 |
3.905 |
|
| R2 |
3.966 |
3.966 |
3.898 |
|
| R1 |
3.925 |
3.925 |
3.890 |
3.905 |
| PP |
3.885 |
3.885 |
3.885 |
3.876 |
| S1 |
3.844 |
3.844 |
3.876 |
3.824 |
| S2 |
3.804 |
3.804 |
3.868 |
|
| S3 |
3.723 |
3.763 |
3.861 |
|
| S4 |
3.642 |
3.682 |
3.838 |
|
|
| 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 |
3.846 |
0.179 |
4.6% |
0.086 |
2.2% |
21% |
False |
True |
26,101 |
| 10 |
4.025 |
3.846 |
0.179 |
4.6% |
0.085 |
2.2% |
21% |
False |
True |
27,410 |
| 20 |
4.025 |
3.711 |
0.314 |
8.1% |
0.079 |
2.0% |
55% |
False |
False |
25,137 |
| 40 |
4.137 |
3.565 |
0.572 |
14.7% |
0.081 |
2.1% |
56% |
False |
False |
24,146 |
| 60 |
4.295 |
3.565 |
0.730 |
18.8% |
0.086 |
2.2% |
44% |
False |
False |
22,093 |
| 80 |
4.665 |
3.565 |
1.100 |
28.3% |
0.086 |
2.2% |
29% |
False |
False |
21,050 |
| 100 |
4.825 |
3.565 |
1.260 |
32.4% |
0.091 |
2.3% |
25% |
False |
False |
20,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.271 |
|
2.618 |
4.139 |
|
1.618 |
4.058 |
|
1.000 |
4.008 |
|
0.618 |
3.977 |
|
HIGH |
3.927 |
|
0.618 |
3.896 |
|
0.500 |
3.887 |
|
0.382 |
3.877 |
|
LOW |
3.846 |
|
0.618 |
3.796 |
|
1.000 |
3.765 |
|
1.618 |
3.715 |
|
2.618 |
3.634 |
|
4.250 |
3.502 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.887 |
3.892 |
| PP |
3.885 |
3.889 |
| S1 |
3.884 |
3.886 |
|