NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.005 |
4.062 |
0.057 |
1.4% |
3.886 |
High |
4.051 |
4.072 |
0.021 |
0.5% |
3.994 |
Low |
3.938 |
4.031 |
0.093 |
2.4% |
3.847 |
Close |
4.039 |
4.050 |
0.011 |
0.3% |
3.991 |
Range |
0.113 |
0.041 |
-0.072 |
-63.7% |
0.147 |
ATR |
0.082 |
0.079 |
-0.003 |
-3.6% |
0.000 |
Volume |
8,441 |
10,941 |
2,500 |
29.6% |
30,074 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.174 |
4.153 |
4.073 |
|
R3 |
4.133 |
4.112 |
4.061 |
|
R2 |
4.092 |
4.092 |
4.058 |
|
R1 |
4.071 |
4.071 |
4.054 |
4.061 |
PP |
4.051 |
4.051 |
4.051 |
4.046 |
S1 |
4.030 |
4.030 |
4.046 |
4.020 |
S2 |
4.010 |
4.010 |
4.042 |
|
S3 |
3.969 |
3.989 |
4.039 |
|
S4 |
3.928 |
3.948 |
4.027 |
|
|
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 |
4.072 |
3.847 |
0.225 |
5.6% |
0.083 |
2.0% |
90% |
True |
False |
8,128 |
10 |
4.072 |
3.847 |
0.225 |
5.6% |
0.077 |
1.9% |
90% |
True |
False |
6,853 |
20 |
4.072 |
3.847 |
0.225 |
5.6% |
0.072 |
1.8% |
90% |
True |
False |
5,827 |
40 |
4.083 |
3.570 |
0.513 |
12.7% |
0.071 |
1.8% |
94% |
False |
False |
4,794 |
60 |
4.149 |
3.570 |
0.579 |
14.3% |
0.073 |
1.8% |
83% |
False |
False |
4,347 |
80 |
4.575 |
3.570 |
1.005 |
24.8% |
0.071 |
1.7% |
48% |
False |
False |
3,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.246 |
2.618 |
4.179 |
1.618 |
4.138 |
1.000 |
4.113 |
0.618 |
4.097 |
HIGH |
4.072 |
0.618 |
4.056 |
0.500 |
4.052 |
0.382 |
4.047 |
LOW |
4.031 |
0.618 |
4.006 |
1.000 |
3.990 |
1.618 |
3.965 |
2.618 |
3.924 |
4.250 |
3.857 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.052 |
4.031 |
PP |
4.051 |
4.013 |
S1 |
4.051 |
3.994 |
|