NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.926 |
4.005 |
0.079 |
2.0% |
3.886 |
High |
3.994 |
4.051 |
0.057 |
1.4% |
3.994 |
Low |
3.916 |
3.938 |
0.022 |
0.6% |
3.847 |
Close |
3.991 |
4.039 |
0.048 |
1.2% |
3.991 |
Range |
0.078 |
0.113 |
0.035 |
44.9% |
0.147 |
ATR |
0.079 |
0.082 |
0.002 |
3.0% |
0.000 |
Volume |
7,898 |
8,441 |
543 |
6.9% |
30,074 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.348 |
4.307 |
4.101 |
|
R3 |
4.235 |
4.194 |
4.070 |
|
R2 |
4.122 |
4.122 |
4.060 |
|
R1 |
4.081 |
4.081 |
4.049 |
4.102 |
PP |
4.009 |
4.009 |
4.009 |
4.020 |
S1 |
3.968 |
3.968 |
4.029 |
3.989 |
S2 |
3.896 |
3.896 |
4.018 |
|
S3 |
3.783 |
3.855 |
4.008 |
|
S4 |
3.670 |
3.742 |
3.977 |
|
|
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 |
4.051 |
3.847 |
0.204 |
5.1% |
0.089 |
2.2% |
94% |
True |
False |
6,961 |
10 |
4.051 |
3.847 |
0.204 |
5.1% |
0.079 |
1.9% |
94% |
True |
False |
6,653 |
20 |
4.051 |
3.832 |
0.219 |
5.4% |
0.073 |
1.8% |
95% |
True |
False |
5,450 |
40 |
4.083 |
3.570 |
0.513 |
12.7% |
0.072 |
1.8% |
91% |
False |
False |
4,607 |
60 |
4.204 |
3.570 |
0.634 |
15.7% |
0.074 |
1.8% |
74% |
False |
False |
4,195 |
80 |
4.593 |
3.570 |
1.023 |
25.3% |
0.071 |
1.8% |
46% |
False |
False |
3,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.531 |
2.618 |
4.347 |
1.618 |
4.234 |
1.000 |
4.164 |
0.618 |
4.121 |
HIGH |
4.051 |
0.618 |
4.008 |
0.500 |
3.995 |
0.382 |
3.981 |
LOW |
3.938 |
0.618 |
3.868 |
1.000 |
3.825 |
1.618 |
3.755 |
2.618 |
3.642 |
4.250 |
3.458 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.024 |
4.011 |
PP |
4.009 |
3.983 |
S1 |
3.995 |
3.955 |
|