NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.051 |
4.045 |
-0.006 |
-0.1% |
3.866 |
High |
4.065 |
4.125 |
0.060 |
1.5% |
3.995 |
Low |
3.996 |
4.002 |
0.006 |
0.2% |
3.846 |
Close |
4.033 |
4.050 |
0.017 |
0.4% |
3.989 |
Range |
0.069 |
0.123 |
0.054 |
78.3% |
0.149 |
ATR |
0.084 |
0.087 |
0.003 |
3.3% |
0.000 |
Volume |
39,465 |
40,079 |
614 |
1.6% |
132,012 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.428 |
4.362 |
4.118 |
|
R3 |
4.305 |
4.239 |
4.084 |
|
R2 |
4.182 |
4.182 |
4.073 |
|
R1 |
4.116 |
4.116 |
4.061 |
4.149 |
PP |
4.059 |
4.059 |
4.059 |
4.076 |
S1 |
3.993 |
3.993 |
4.039 |
4.026 |
S2 |
3.936 |
3.936 |
4.027 |
|
S3 |
3.813 |
3.870 |
4.016 |
|
S4 |
3.690 |
3.747 |
3.982 |
|
|
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 |
4.125 |
3.914 |
0.211 |
5.2% |
0.088 |
2.2% |
64% |
True |
False |
35,164 |
10 |
4.125 |
3.846 |
0.279 |
6.9% |
0.086 |
2.1% |
73% |
True |
False |
30,964 |
20 |
4.125 |
3.846 |
0.279 |
6.9% |
0.083 |
2.1% |
73% |
True |
False |
28,168 |
40 |
4.125 |
3.565 |
0.560 |
13.8% |
0.080 |
2.0% |
87% |
True |
False |
26,545 |
60 |
4.137 |
3.565 |
0.572 |
14.1% |
0.086 |
2.1% |
85% |
False |
False |
23,900 |
80 |
4.542 |
3.565 |
0.977 |
24.1% |
0.086 |
2.1% |
50% |
False |
False |
22,519 |
100 |
4.825 |
3.565 |
1.260 |
31.1% |
0.089 |
2.2% |
38% |
False |
False |
21,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.648 |
2.618 |
4.447 |
1.618 |
4.324 |
1.000 |
4.248 |
0.618 |
4.201 |
HIGH |
4.125 |
0.618 |
4.078 |
0.500 |
4.064 |
0.382 |
4.049 |
LOW |
4.002 |
0.618 |
3.926 |
1.000 |
3.879 |
1.618 |
3.803 |
2.618 |
3.680 |
4.250 |
3.479 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.064 |
4.061 |
PP |
4.059 |
4.057 |
S1 |
4.055 |
4.054 |
|