NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.991 |
3.899 |
-0.092 |
-2.3% |
4.007 |
High |
4.022 |
3.929 |
-0.093 |
-2.3% |
4.025 |
Low |
3.905 |
3.860 |
-0.045 |
-1.2% |
3.860 |
Close |
3.912 |
3.867 |
-0.045 |
-1.2% |
3.867 |
Range |
0.117 |
0.069 |
-0.048 |
-41.0% |
0.165 |
ATR |
0.080 |
0.079 |
-0.001 |
-1.0% |
0.000 |
Volume |
4,491 |
8,181 |
3,690 |
82.2% |
28,023 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.092 |
4.049 |
3.905 |
|
R3 |
4.023 |
3.980 |
3.886 |
|
R2 |
3.954 |
3.954 |
3.880 |
|
R1 |
3.911 |
3.911 |
3.873 |
3.898 |
PP |
3.885 |
3.885 |
3.885 |
3.879 |
S1 |
3.842 |
3.842 |
3.861 |
3.829 |
S2 |
3.816 |
3.816 |
3.854 |
|
S3 |
3.747 |
3.773 |
3.848 |
|
S4 |
3.678 |
3.704 |
3.829 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.412 |
4.305 |
3.958 |
|
R3 |
4.247 |
4.140 |
3.912 |
|
R2 |
4.082 |
4.082 |
3.897 |
|
R1 |
3.975 |
3.975 |
3.882 |
3.946 |
PP |
3.917 |
3.917 |
3.917 |
3.903 |
S1 |
3.810 |
3.810 |
3.852 |
3.781 |
S2 |
3.752 |
3.752 |
3.837 |
|
S3 |
3.587 |
3.645 |
3.822 |
|
S4 |
3.422 |
3.480 |
3.776 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.025 |
3.860 |
0.165 |
4.3% |
0.075 |
1.9% |
4% |
False |
True |
7,394 |
10 |
4.025 |
3.860 |
0.165 |
4.3% |
0.078 |
2.0% |
4% |
False |
True |
5,581 |
20 |
4.025 |
3.654 |
0.371 |
9.6% |
0.071 |
1.8% |
57% |
False |
False |
5,008 |
40 |
4.130 |
3.570 |
0.560 |
14.5% |
0.071 |
1.8% |
53% |
False |
False |
4,236 |
60 |
4.282 |
3.570 |
0.712 |
18.4% |
0.072 |
1.9% |
42% |
False |
False |
3,777 |
80 |
4.593 |
3.570 |
1.023 |
26.5% |
0.070 |
1.8% |
29% |
False |
False |
3,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.222 |
2.618 |
4.110 |
1.618 |
4.041 |
1.000 |
3.998 |
0.618 |
3.972 |
HIGH |
3.929 |
0.618 |
3.903 |
0.500 |
3.895 |
0.382 |
3.886 |
LOW |
3.860 |
0.618 |
3.817 |
1.000 |
3.791 |
1.618 |
3.748 |
2.618 |
3.679 |
4.250 |
3.567 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.895 |
3.941 |
PP |
3.885 |
3.916 |
S1 |
3.876 |
3.892 |
|