NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.920 |
3.867 |
-0.053 |
-1.4% |
3.975 |
| High |
3.927 |
3.964 |
0.037 |
0.9% |
4.025 |
| Low |
3.846 |
3.855 |
0.009 |
0.2% |
3.852 |
| Close |
3.883 |
3.943 |
0.060 |
1.5% |
3.866 |
| Range |
0.081 |
0.109 |
0.028 |
34.6% |
0.173 |
| ATR |
0.084 |
0.086 |
0.002 |
2.1% |
0.000 |
| Volume |
20,099 |
33,652 |
13,553 |
67.4% |
140,670 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.248 |
4.204 |
4.003 |
|
| R3 |
4.139 |
4.095 |
3.973 |
|
| R2 |
4.030 |
4.030 |
3.963 |
|
| R1 |
3.986 |
3.986 |
3.953 |
4.008 |
| PP |
3.921 |
3.921 |
3.921 |
3.932 |
| S1 |
3.877 |
3.877 |
3.933 |
3.899 |
| S2 |
3.812 |
3.812 |
3.923 |
|
| S3 |
3.703 |
3.768 |
3.913 |
|
| S4 |
3.594 |
3.659 |
3.883 |
|
|
| 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 |
3.964 |
3.846 |
0.118 |
3.0% |
0.083 |
2.1% |
82% |
True |
False |
26,764 |
| 10 |
4.025 |
3.846 |
0.179 |
4.5% |
0.085 |
2.1% |
54% |
False |
False |
29,094 |
| 20 |
4.025 |
3.724 |
0.301 |
7.6% |
0.080 |
2.0% |
73% |
False |
False |
25,205 |
| 40 |
4.137 |
3.565 |
0.572 |
14.5% |
0.082 |
2.1% |
66% |
False |
False |
24,623 |
| 60 |
4.295 |
3.565 |
0.730 |
18.5% |
0.086 |
2.2% |
52% |
False |
False |
22,200 |
| 80 |
4.665 |
3.565 |
1.100 |
27.9% |
0.086 |
2.2% |
34% |
False |
False |
21,278 |
| 100 |
4.825 |
3.565 |
1.260 |
32.0% |
0.091 |
2.3% |
30% |
False |
False |
20,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.427 |
|
2.618 |
4.249 |
|
1.618 |
4.140 |
|
1.000 |
4.073 |
|
0.618 |
4.031 |
|
HIGH |
3.964 |
|
0.618 |
3.922 |
|
0.500 |
3.910 |
|
0.382 |
3.897 |
|
LOW |
3.855 |
|
0.618 |
3.788 |
|
1.000 |
3.746 |
|
1.618 |
3.679 |
|
2.618 |
3.570 |
|
4.250 |
3.392 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.932 |
3.930 |
| PP |
3.921 |
3.918 |
| S1 |
3.910 |
3.905 |
|