NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
4.010 |
3.927 |
-0.083 |
-2.1% |
4.005 |
| High |
4.012 |
3.953 |
-0.059 |
-1.5% |
4.125 |
| Low |
3.933 |
3.827 |
-0.106 |
-2.7% |
3.935 |
| Close |
3.941 |
3.831 |
-0.110 |
-2.8% |
4.024 |
| Range |
0.079 |
0.126 |
0.047 |
59.5% |
0.190 |
| ATR |
0.085 |
0.088 |
0.003 |
3.4% |
0.000 |
| Volume |
21,135 |
22,915 |
1,780 |
8.4% |
188,419 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.248 |
4.166 |
3.900 |
|
| R3 |
4.122 |
4.040 |
3.866 |
|
| R2 |
3.996 |
3.996 |
3.854 |
|
| R1 |
3.914 |
3.914 |
3.843 |
3.892 |
| PP |
3.870 |
3.870 |
3.870 |
3.860 |
| S1 |
3.788 |
3.788 |
3.819 |
3.766 |
| S2 |
3.744 |
3.744 |
3.808 |
|
| S3 |
3.618 |
3.662 |
3.796 |
|
| S4 |
3.492 |
3.536 |
3.762 |
|
|
| 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 |
3.827 |
0.298 |
7.8% |
0.090 |
2.3% |
1% |
False |
True |
34,801 |
| 10 |
4.125 |
3.827 |
0.298 |
7.8% |
0.089 |
2.3% |
1% |
False |
True |
32,403 |
| 20 |
4.125 |
3.827 |
0.298 |
7.8% |
0.087 |
2.3% |
1% |
False |
True |
29,484 |
| 40 |
4.125 |
3.565 |
0.560 |
14.6% |
0.080 |
2.1% |
48% |
False |
False |
27,592 |
| 60 |
4.137 |
3.565 |
0.572 |
14.9% |
0.085 |
2.2% |
47% |
False |
False |
24,325 |
| 80 |
4.360 |
3.565 |
0.795 |
20.8% |
0.085 |
2.2% |
33% |
False |
False |
22,983 |
| 100 |
4.665 |
3.565 |
1.100 |
28.7% |
0.087 |
2.3% |
24% |
False |
False |
21,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.489 |
|
2.618 |
4.283 |
|
1.618 |
4.157 |
|
1.000 |
4.079 |
|
0.618 |
4.031 |
|
HIGH |
3.953 |
|
0.618 |
3.905 |
|
0.500 |
3.890 |
|
0.382 |
3.875 |
|
LOW |
3.827 |
|
0.618 |
3.749 |
|
1.000 |
3.701 |
|
1.618 |
3.623 |
|
2.618 |
3.497 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.936 |
| PP |
3.870 |
3.901 |
| S1 |
3.851 |
3.866 |
|