NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.905 |
3.913 |
0.008 |
0.2% |
4.007 |
High |
3.938 |
3.926 |
-0.012 |
-0.3% |
4.025 |
Low |
3.868 |
3.847 |
-0.021 |
-0.5% |
3.860 |
Close |
3.909 |
3.884 |
-0.025 |
-0.6% |
3.867 |
Range |
0.070 |
0.079 |
0.009 |
12.9% |
0.165 |
ATR |
0.077 |
0.078 |
0.000 |
0.1% |
0.000 |
Volume |
5,103 |
6,049 |
946 |
18.5% |
28,023 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.123 |
4.082 |
3.927 |
|
R3 |
4.044 |
4.003 |
3.906 |
|
R2 |
3.965 |
3.965 |
3.898 |
|
R1 |
3.924 |
3.924 |
3.891 |
3.905 |
PP |
3.886 |
3.886 |
3.886 |
3.876 |
S1 |
3.845 |
3.845 |
3.877 |
3.826 |
S2 |
3.807 |
3.807 |
3.870 |
|
S3 |
3.728 |
3.766 |
3.862 |
|
S4 |
3.649 |
3.687 |
3.841 |
|
|
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 |
4.022 |
3.847 |
0.175 |
4.5% |
0.077 |
2.0% |
21% |
False |
True |
5,506 |
10 |
4.025 |
3.847 |
0.178 |
4.6% |
0.079 |
2.0% |
21% |
False |
True |
6,044 |
20 |
4.025 |
3.710 |
0.315 |
8.1% |
0.070 |
1.8% |
55% |
False |
False |
4,963 |
40 |
4.130 |
3.570 |
0.560 |
14.4% |
0.070 |
1.8% |
56% |
False |
False |
4,402 |
60 |
4.282 |
3.570 |
0.712 |
18.3% |
0.072 |
1.8% |
44% |
False |
False |
3,878 |
80 |
4.593 |
3.570 |
1.023 |
26.3% |
0.069 |
1.8% |
31% |
False |
False |
3,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.262 |
2.618 |
4.133 |
1.618 |
4.054 |
1.000 |
4.005 |
0.618 |
3.975 |
HIGH |
3.926 |
0.618 |
3.896 |
0.500 |
3.887 |
0.382 |
3.877 |
LOW |
3.847 |
0.618 |
3.798 |
1.000 |
3.768 |
1.618 |
3.719 |
2.618 |
3.640 |
4.250 |
3.511 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.887 |
3.893 |
PP |
3.886 |
3.890 |
S1 |
3.885 |
3.887 |
|