NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.864 |
3.926 |
0.062 |
1.6% |
3.886 |
High |
3.962 |
3.994 |
0.032 |
0.8% |
3.994 |
Low |
3.859 |
3.916 |
0.057 |
1.5% |
3.847 |
Close |
3.944 |
3.991 |
0.047 |
1.2% |
3.991 |
Range |
0.103 |
0.078 |
-0.025 |
-24.3% |
0.147 |
ATR |
0.079 |
0.079 |
0.000 |
-0.1% |
0.000 |
Volume |
7,314 |
7,898 |
584 |
8.0% |
30,074 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.201 |
4.174 |
4.034 |
|
R3 |
4.123 |
4.096 |
4.012 |
|
R2 |
4.045 |
4.045 |
4.005 |
|
R1 |
4.018 |
4.018 |
3.998 |
4.032 |
PP |
3.967 |
3.967 |
3.967 |
3.974 |
S1 |
3.940 |
3.940 |
3.984 |
3.954 |
S2 |
3.889 |
3.889 |
3.977 |
|
S3 |
3.811 |
3.862 |
3.970 |
|
S4 |
3.733 |
3.784 |
3.948 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.385 |
4.335 |
4.072 |
|
R3 |
4.238 |
4.188 |
4.031 |
|
R2 |
4.091 |
4.091 |
4.018 |
|
R1 |
4.041 |
4.041 |
4.004 |
4.066 |
PP |
3.944 |
3.944 |
3.944 |
3.957 |
S1 |
3.894 |
3.894 |
3.978 |
3.919 |
S2 |
3.797 |
3.797 |
3.964 |
|
S3 |
3.650 |
3.747 |
3.951 |
|
S4 |
3.503 |
3.600 |
3.910 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.994 |
3.847 |
0.147 |
3.7% |
0.076 |
1.9% |
98% |
True |
False |
6,014 |
10 |
4.025 |
3.847 |
0.178 |
4.5% |
0.075 |
1.9% |
81% |
False |
False |
6,704 |
20 |
4.025 |
3.783 |
0.242 |
6.1% |
0.071 |
1.8% |
86% |
False |
False |
5,188 |
40 |
4.090 |
3.570 |
0.520 |
13.0% |
0.069 |
1.7% |
81% |
False |
False |
4,581 |
60 |
4.231 |
3.570 |
0.661 |
16.6% |
0.073 |
1.8% |
64% |
False |
False |
4,074 |
80 |
4.593 |
3.570 |
1.023 |
25.6% |
0.070 |
1.8% |
41% |
False |
False |
3,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.326 |
2.618 |
4.198 |
1.618 |
4.120 |
1.000 |
4.072 |
0.618 |
4.042 |
HIGH |
3.994 |
0.618 |
3.964 |
0.500 |
3.955 |
0.382 |
3.946 |
LOW |
3.916 |
0.618 |
3.868 |
1.000 |
3.838 |
1.618 |
3.790 |
2.618 |
3.712 |
4.250 |
3.585 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.979 |
3.968 |
PP |
3.967 |
3.944 |
S1 |
3.955 |
3.921 |
|