NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.005 |
4.053 |
0.048 |
1.2% |
3.866 |
High |
4.053 |
4.076 |
0.023 |
0.6% |
3.995 |
Low |
3.935 |
4.027 |
0.092 |
2.3% |
3.846 |
Close |
4.041 |
4.054 |
0.013 |
0.3% |
3.989 |
Range |
0.118 |
0.049 |
-0.069 |
-58.5% |
0.149 |
ATR |
0.088 |
0.085 |
-0.003 |
-3.2% |
0.000 |
Volume |
25,463 |
32,997 |
7,534 |
29.6% |
132,012 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.199 |
4.176 |
4.081 |
|
R3 |
4.150 |
4.127 |
4.067 |
|
R2 |
4.101 |
4.101 |
4.063 |
|
R1 |
4.078 |
4.078 |
4.058 |
4.090 |
PP |
4.052 |
4.052 |
4.052 |
4.058 |
S1 |
4.029 |
4.029 |
4.050 |
4.041 |
S2 |
4.003 |
4.003 |
4.045 |
|
S3 |
3.954 |
3.980 |
4.041 |
|
S4 |
3.905 |
3.931 |
4.027 |
|
|
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 |
4.076 |
3.846 |
0.230 |
5.7% |
0.088 |
2.2% |
90% |
True |
False |
30,005 |
10 |
4.076 |
3.846 |
0.230 |
5.7% |
0.084 |
2.1% |
90% |
True |
False |
29,445 |
20 |
4.076 |
3.846 |
0.230 |
5.7% |
0.079 |
2.0% |
90% |
True |
False |
26,521 |
40 |
4.094 |
3.565 |
0.529 |
13.0% |
0.080 |
2.0% |
92% |
False |
False |
25,286 |
60 |
4.156 |
3.565 |
0.591 |
14.6% |
0.086 |
2.1% |
83% |
False |
False |
23,091 |
80 |
4.665 |
3.565 |
1.100 |
27.1% |
0.087 |
2.1% |
44% |
False |
False |
21,904 |
100 |
4.825 |
3.565 |
1.260 |
31.1% |
0.091 |
2.2% |
39% |
False |
False |
21,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.284 |
2.618 |
4.204 |
1.618 |
4.155 |
1.000 |
4.125 |
0.618 |
4.106 |
HIGH |
4.076 |
0.618 |
4.057 |
0.500 |
4.052 |
0.382 |
4.046 |
LOW |
4.027 |
0.618 |
3.997 |
1.000 |
3.978 |
1.618 |
3.948 |
2.618 |
3.899 |
4.250 |
3.819 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.053 |
4.034 |
PP |
4.052 |
4.015 |
S1 |
4.052 |
3.995 |
|