NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.045 |
4.039 |
-0.006 |
-0.1% |
4.005 |
High |
4.125 |
4.045 |
-0.080 |
-1.9% |
4.125 |
Low |
4.002 |
3.994 |
-0.008 |
-0.2% |
3.935 |
Close |
4.050 |
4.024 |
-0.026 |
-0.6% |
4.024 |
Range |
0.123 |
0.051 |
-0.072 |
-58.5% |
0.190 |
ATR |
0.087 |
0.085 |
-0.002 |
-2.5% |
0.000 |
Volume |
40,079 |
50,415 |
10,336 |
25.8% |
188,419 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.174 |
4.150 |
4.052 |
|
R3 |
4.123 |
4.099 |
4.038 |
|
R2 |
4.072 |
4.072 |
4.033 |
|
R1 |
4.048 |
4.048 |
4.029 |
4.035 |
PP |
4.021 |
4.021 |
4.021 |
4.014 |
S1 |
3.997 |
3.997 |
4.019 |
3.984 |
S2 |
3.970 |
3.970 |
4.015 |
|
S3 |
3.919 |
3.946 |
4.010 |
|
S4 |
3.868 |
3.895 |
3.996 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.598 |
4.501 |
4.129 |
|
R3 |
4.408 |
4.311 |
4.076 |
|
R2 |
4.218 |
4.218 |
4.059 |
|
R1 |
4.121 |
4.121 |
4.041 |
4.170 |
PP |
4.028 |
4.028 |
4.028 |
4.052 |
S1 |
3.931 |
3.931 |
4.007 |
3.980 |
S2 |
3.838 |
3.838 |
3.989 |
|
S3 |
3.648 |
3.741 |
3.972 |
|
S4 |
3.458 |
3.551 |
3.920 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.125 |
3.935 |
0.190 |
4.7% |
0.082 |
2.0% |
47% |
False |
False |
37,683 |
10 |
4.125 |
3.846 |
0.279 |
6.9% |
0.083 |
2.1% |
64% |
False |
False |
32,043 |
20 |
4.125 |
3.846 |
0.279 |
6.9% |
0.083 |
2.1% |
64% |
False |
False |
29,613 |
40 |
4.125 |
3.565 |
0.560 |
13.9% |
0.079 |
2.0% |
82% |
False |
False |
27,471 |
60 |
4.137 |
3.565 |
0.572 |
14.2% |
0.086 |
2.1% |
80% |
False |
False |
24,419 |
80 |
4.507 |
3.565 |
0.942 |
23.4% |
0.085 |
2.1% |
49% |
False |
False |
22,945 |
100 |
4.825 |
3.565 |
1.260 |
31.3% |
0.089 |
2.2% |
36% |
False |
False |
21,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.262 |
2.618 |
4.179 |
1.618 |
4.128 |
1.000 |
4.096 |
0.618 |
4.077 |
HIGH |
4.045 |
0.618 |
4.026 |
0.500 |
4.020 |
0.382 |
4.013 |
LOW |
3.994 |
0.618 |
3.962 |
1.000 |
3.943 |
1.618 |
3.911 |
2.618 |
3.860 |
4.250 |
3.777 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.023 |
4.060 |
PP |
4.021 |
4.048 |
S1 |
4.020 |
4.036 |
|