NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.991 |
3.991 |
0.000 |
0.0% |
3.930 |
High |
4.006 |
4.022 |
0.016 |
0.4% |
3.994 |
Low |
3.960 |
3.905 |
-0.055 |
-1.4% |
3.860 |
Close |
3.991 |
3.912 |
-0.079 |
-2.0% |
3.928 |
Range |
0.046 |
0.117 |
0.071 |
154.3% |
0.134 |
ATR |
0.077 |
0.080 |
0.003 |
3.7% |
0.000 |
Volume |
6,403 |
4,491 |
-1,912 |
-29.9% |
23,278 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.297 |
4.222 |
3.976 |
|
R3 |
4.180 |
4.105 |
3.944 |
|
R2 |
4.063 |
4.063 |
3.933 |
|
R1 |
3.988 |
3.988 |
3.923 |
3.967 |
PP |
3.946 |
3.946 |
3.946 |
3.936 |
S1 |
3.871 |
3.871 |
3.901 |
3.850 |
S2 |
3.829 |
3.829 |
3.891 |
|
S3 |
3.712 |
3.754 |
3.880 |
|
S4 |
3.595 |
3.637 |
3.848 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.329 |
4.263 |
4.002 |
|
R3 |
4.195 |
4.129 |
3.965 |
|
R2 |
4.061 |
4.061 |
3.953 |
|
R1 |
3.995 |
3.995 |
3.940 |
3.961 |
PP |
3.927 |
3.927 |
3.927 |
3.911 |
S1 |
3.861 |
3.861 |
3.916 |
3.827 |
S2 |
3.793 |
3.793 |
3.903 |
|
S3 |
3.659 |
3.727 |
3.891 |
|
S4 |
3.525 |
3.593 |
3.854 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.025 |
3.873 |
0.152 |
3.9% |
0.083 |
2.1% |
26% |
False |
False |
6,513 |
10 |
4.025 |
3.860 |
0.165 |
4.2% |
0.078 |
2.0% |
32% |
False |
False |
5,086 |
20 |
4.025 |
3.570 |
0.455 |
11.6% |
0.076 |
1.9% |
75% |
False |
False |
4,846 |
40 |
4.130 |
3.570 |
0.560 |
14.3% |
0.072 |
1.8% |
61% |
False |
False |
4,072 |
60 |
4.282 |
3.570 |
0.712 |
18.2% |
0.072 |
1.8% |
48% |
False |
False |
3,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.519 |
2.618 |
4.328 |
1.618 |
4.211 |
1.000 |
4.139 |
0.618 |
4.094 |
HIGH |
4.022 |
0.618 |
3.977 |
0.500 |
3.964 |
0.382 |
3.950 |
LOW |
3.905 |
0.618 |
3.833 |
1.000 |
3.788 |
1.618 |
3.716 |
2.618 |
3.599 |
4.250 |
3.408 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.964 |
3.965 |
PP |
3.946 |
3.947 |
S1 |
3.929 |
3.930 |
|