NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.867 |
3.940 |
0.073 |
1.9% |
3.866 |
| High |
3.964 |
3.995 |
0.031 |
0.8% |
3.995 |
| Low |
3.855 |
3.914 |
0.059 |
1.5% |
3.846 |
| Close |
3.943 |
3.989 |
0.046 |
1.2% |
3.989 |
| Range |
0.109 |
0.081 |
-0.028 |
-25.7% |
0.149 |
| ATR |
0.086 |
0.086 |
0.000 |
-0.4% |
0.000 |
| Volume |
33,652 |
37,816 |
4,164 |
12.4% |
132,012 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.209 |
4.180 |
4.034 |
|
| R3 |
4.128 |
4.099 |
4.011 |
|
| R2 |
4.047 |
4.047 |
4.004 |
|
| R1 |
4.018 |
4.018 |
3.996 |
4.033 |
| PP |
3.966 |
3.966 |
3.966 |
3.973 |
| S1 |
3.937 |
3.937 |
3.982 |
3.952 |
| S2 |
3.885 |
3.885 |
3.974 |
|
| S3 |
3.804 |
3.856 |
3.967 |
|
| S4 |
3.723 |
3.775 |
3.944 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.390 |
4.339 |
4.071 |
|
| R3 |
4.241 |
4.190 |
4.030 |
|
| R2 |
4.092 |
4.092 |
4.016 |
|
| R1 |
4.041 |
4.041 |
4.003 |
4.067 |
| PP |
3.943 |
3.943 |
3.943 |
3.956 |
| S1 |
3.892 |
3.892 |
3.975 |
3.918 |
| S2 |
3.794 |
3.794 |
3.962 |
|
| S3 |
3.645 |
3.743 |
3.948 |
|
| S4 |
3.496 |
3.594 |
3.907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.995 |
3.846 |
0.149 |
3.7% |
0.084 |
2.1% |
96% |
True |
False |
26,402 |
| 10 |
4.025 |
3.846 |
0.179 |
4.5% |
0.080 |
2.0% |
80% |
False |
False |
30,936 |
| 20 |
4.025 |
3.782 |
0.243 |
6.1% |
0.079 |
2.0% |
85% |
False |
False |
25,549 |
| 40 |
4.108 |
3.565 |
0.543 |
13.6% |
0.079 |
2.0% |
78% |
False |
False |
25,206 |
| 60 |
4.250 |
3.565 |
0.685 |
17.2% |
0.087 |
2.2% |
62% |
False |
False |
22,574 |
| 80 |
4.665 |
3.565 |
1.100 |
27.6% |
0.086 |
2.2% |
39% |
False |
False |
21,593 |
| 100 |
4.825 |
3.565 |
1.260 |
31.6% |
0.091 |
2.3% |
34% |
False |
False |
20,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.339 |
|
2.618 |
4.207 |
|
1.618 |
4.126 |
|
1.000 |
4.076 |
|
0.618 |
4.045 |
|
HIGH |
3.995 |
|
0.618 |
3.964 |
|
0.500 |
3.955 |
|
0.382 |
3.945 |
|
LOW |
3.914 |
|
0.618 |
3.864 |
|
1.000 |
3.833 |
|
1.618 |
3.783 |
|
2.618 |
3.702 |
|
4.250 |
3.570 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
3.966 |
| PP |
3.966 |
3.943 |
| S1 |
3.955 |
3.921 |
|