NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.927 |
3.840 |
-0.087 |
-2.2% |
4.005 |
| High |
3.953 |
3.866 |
-0.087 |
-2.2% |
4.125 |
| Low |
3.827 |
3.813 |
-0.014 |
-0.4% |
3.935 |
| Close |
3.831 |
3.817 |
-0.014 |
-0.4% |
4.024 |
| Range |
0.126 |
0.053 |
-0.073 |
-57.9% |
0.190 |
| ATR |
0.088 |
0.085 |
-0.002 |
-2.8% |
0.000 |
| Volume |
22,915 |
42,049 |
19,134 |
83.5% |
188,419 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.957 |
3.846 |
|
| R3 |
3.938 |
3.904 |
3.832 |
|
| R2 |
3.885 |
3.885 |
3.827 |
|
| R1 |
3.851 |
3.851 |
3.822 |
3.842 |
| PP |
3.832 |
3.832 |
3.832 |
3.827 |
| S1 |
3.798 |
3.798 |
3.812 |
3.789 |
| S2 |
3.779 |
3.779 |
3.807 |
|
| S3 |
3.726 |
3.745 |
3.802 |
|
| S4 |
3.673 |
3.692 |
3.788 |
|
|
| 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 |
3.813 |
0.312 |
8.2% |
0.086 |
2.3% |
1% |
False |
True |
35,318 |
| 10 |
4.125 |
3.813 |
0.312 |
8.2% |
0.086 |
2.2% |
1% |
False |
True |
34,598 |
| 20 |
4.125 |
3.813 |
0.312 |
8.2% |
0.085 |
2.2% |
1% |
False |
True |
31,004 |
| 40 |
4.125 |
3.565 |
0.560 |
14.7% |
0.080 |
2.1% |
45% |
False |
False |
27,823 |
| 60 |
4.137 |
3.565 |
0.572 |
15.0% |
0.085 |
2.2% |
44% |
False |
False |
24,709 |
| 80 |
4.350 |
3.565 |
0.785 |
20.6% |
0.085 |
2.2% |
32% |
False |
False |
23,363 |
| 100 |
4.665 |
3.565 |
1.100 |
28.8% |
0.087 |
2.3% |
23% |
False |
False |
21,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.091 |
|
2.618 |
4.005 |
|
1.618 |
3.952 |
|
1.000 |
3.919 |
|
0.618 |
3.899 |
|
HIGH |
3.866 |
|
0.618 |
3.846 |
|
0.500 |
3.840 |
|
0.382 |
3.833 |
|
LOW |
3.813 |
|
0.618 |
3.780 |
|
1.000 |
3.760 |
|
1.618 |
3.727 |
|
2.618 |
3.674 |
|
4.250 |
3.588 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.840 |
3.913 |
| PP |
3.832 |
3.881 |
| S1 |
3.825 |
3.849 |
|