NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.866 |
3.849 |
-0.017 |
-0.4% |
4.010 |
High |
3.886 |
3.849 |
-0.037 |
-1.0% |
4.012 |
Low |
3.808 |
3.798 |
-0.010 |
-0.3% |
3.731 |
Close |
3.872 |
3.831 |
-0.041 |
-1.1% |
3.872 |
Range |
0.078 |
0.051 |
-0.027 |
-34.6% |
0.281 |
ATR |
0.088 |
0.087 |
-0.001 |
-1.2% |
0.000 |
Volume |
56,544 |
25,299 |
-31,245 |
-55.3% |
170,170 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.979 |
3.956 |
3.859 |
|
R3 |
3.928 |
3.905 |
3.845 |
|
R2 |
3.877 |
3.877 |
3.840 |
|
R1 |
3.854 |
3.854 |
3.836 |
3.840 |
PP |
3.826 |
3.826 |
3.826 |
3.819 |
S1 |
3.803 |
3.803 |
3.826 |
3.789 |
S2 |
3.775 |
3.775 |
3.822 |
|
S3 |
3.724 |
3.752 |
3.817 |
|
S4 |
3.673 |
3.701 |
3.803 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.715 |
4.574 |
4.027 |
|
R3 |
4.434 |
4.293 |
3.949 |
|
R2 |
4.153 |
4.153 |
3.924 |
|
R1 |
4.012 |
4.012 |
3.898 |
3.942 |
PP |
3.872 |
3.872 |
3.872 |
3.837 |
S1 |
3.731 |
3.731 |
3.846 |
3.661 |
S2 |
3.591 |
3.591 |
3.820 |
|
S3 |
3.310 |
3.450 |
3.795 |
|
S4 |
3.029 |
3.169 |
3.717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.953 |
3.731 |
0.222 |
5.8% |
0.089 |
2.3% |
45% |
False |
False |
34,866 |
10 |
4.125 |
3.731 |
0.394 |
10.3% |
0.082 |
2.1% |
25% |
False |
False |
35,842 |
20 |
4.125 |
3.731 |
0.394 |
10.3% |
0.083 |
2.2% |
25% |
False |
False |
32,828 |
40 |
4.125 |
3.565 |
0.560 |
14.6% |
0.082 |
2.1% |
48% |
False |
False |
28,984 |
60 |
4.137 |
3.565 |
0.572 |
14.9% |
0.085 |
2.2% |
47% |
False |
False |
25,650 |
80 |
4.295 |
3.565 |
0.730 |
19.1% |
0.085 |
2.2% |
36% |
False |
False |
24,287 |
100 |
4.665 |
3.565 |
1.100 |
28.7% |
0.087 |
2.3% |
24% |
False |
False |
22,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.066 |
2.618 |
3.983 |
1.618 |
3.932 |
1.000 |
3.900 |
0.618 |
3.881 |
HIGH |
3.849 |
0.618 |
3.830 |
0.500 |
3.824 |
0.382 |
3.817 |
LOW |
3.798 |
0.618 |
3.766 |
1.000 |
3.747 |
1.618 |
3.715 |
2.618 |
3.664 |
4.250 |
3.581 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.829 |
3.824 |
PP |
3.826 |
3.816 |
S1 |
3.824 |
3.809 |
|