NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.940 |
4.005 |
0.065 |
1.6% |
3.866 |
High |
3.995 |
4.053 |
0.058 |
1.5% |
3.995 |
Low |
3.914 |
3.935 |
0.021 |
0.5% |
3.846 |
Close |
3.989 |
4.041 |
0.052 |
1.3% |
3.989 |
Range |
0.081 |
0.118 |
0.037 |
45.7% |
0.149 |
ATR |
0.086 |
0.088 |
0.002 |
2.7% |
0.000 |
Volume |
37,816 |
25,463 |
-12,353 |
-32.7% |
132,012 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.364 |
4.320 |
4.106 |
|
R3 |
4.246 |
4.202 |
4.073 |
|
R2 |
4.128 |
4.128 |
4.063 |
|
R1 |
4.084 |
4.084 |
4.052 |
4.106 |
PP |
4.010 |
4.010 |
4.010 |
4.021 |
S1 |
3.966 |
3.966 |
4.030 |
3.988 |
S2 |
3.892 |
3.892 |
4.019 |
|
S3 |
3.774 |
3.848 |
4.009 |
|
S4 |
3.656 |
3.730 |
3.976 |
|
|
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 |
4.053 |
3.846 |
0.207 |
5.1% |
0.092 |
2.3% |
94% |
True |
False |
27,474 |
10 |
4.053 |
3.846 |
0.207 |
5.1% |
0.085 |
2.1% |
94% |
True |
False |
29,814 |
20 |
4.053 |
3.807 |
0.246 |
6.1% |
0.082 |
2.0% |
95% |
True |
False |
25,740 |
40 |
4.094 |
3.565 |
0.529 |
13.1% |
0.081 |
2.0% |
90% |
False |
False |
24,915 |
60 |
4.231 |
3.565 |
0.666 |
16.5% |
0.087 |
2.2% |
71% |
False |
False |
22,783 |
80 |
4.665 |
3.565 |
1.100 |
27.2% |
0.087 |
2.2% |
43% |
False |
False |
21,658 |
100 |
4.825 |
3.565 |
1.260 |
31.2% |
0.091 |
2.3% |
38% |
False |
False |
20,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.555 |
2.618 |
4.362 |
1.618 |
4.244 |
1.000 |
4.171 |
0.618 |
4.126 |
HIGH |
4.053 |
0.618 |
4.008 |
0.500 |
3.994 |
0.382 |
3.980 |
LOW |
3.935 |
0.618 |
3.862 |
1.000 |
3.817 |
1.618 |
3.744 |
2.618 |
3.626 |
4.250 |
3.434 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.025 |
4.012 |
PP |
4.010 |
3.983 |
S1 |
3.994 |
3.954 |
|