NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.040 |
4.028 |
-0.012 |
-0.3% |
4.005 |
High |
4.120 |
4.033 |
-0.087 |
-2.1% |
4.120 |
Low |
4.005 |
3.996 |
-0.009 |
-0.2% |
3.938 |
Close |
4.050 |
4.025 |
-0.025 |
-0.6% |
4.025 |
Range |
0.115 |
0.037 |
-0.078 |
-67.8% |
0.182 |
ATR |
0.080 |
0.078 |
-0.002 |
-2.3% |
0.000 |
Volume |
8,375 |
11,231 |
2,856 |
34.1% |
49,518 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.129 |
4.114 |
4.045 |
|
R3 |
4.092 |
4.077 |
4.035 |
|
R2 |
4.055 |
4.055 |
4.032 |
|
R1 |
4.040 |
4.040 |
4.028 |
4.029 |
PP |
4.018 |
4.018 |
4.018 |
4.013 |
S1 |
4.003 |
4.003 |
4.022 |
3.992 |
S2 |
3.981 |
3.981 |
4.018 |
|
S3 |
3.944 |
3.966 |
4.015 |
|
S4 |
3.907 |
3.929 |
4.005 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.574 |
4.481 |
4.125 |
|
R3 |
4.392 |
4.299 |
4.075 |
|
R2 |
4.210 |
4.210 |
4.058 |
|
R1 |
4.117 |
4.117 |
4.042 |
4.164 |
PP |
4.028 |
4.028 |
4.028 |
4.051 |
S1 |
3.935 |
3.935 |
4.008 |
3.982 |
S2 |
3.846 |
3.846 |
3.992 |
|
S3 |
3.664 |
3.753 |
3.975 |
|
S4 |
3.482 |
3.571 |
3.925 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.120 |
3.938 |
0.182 |
4.5% |
0.072 |
1.8% |
48% |
False |
False |
9,903 |
10 |
4.120 |
3.847 |
0.273 |
6.8% |
0.074 |
1.8% |
65% |
False |
False |
7,959 |
20 |
4.120 |
3.847 |
0.273 |
6.8% |
0.076 |
1.9% |
65% |
False |
False |
6,770 |
40 |
4.120 |
3.570 |
0.550 |
13.7% |
0.071 |
1.8% |
83% |
False |
False |
5,357 |
60 |
4.130 |
3.570 |
0.560 |
13.9% |
0.073 |
1.8% |
81% |
False |
False |
4,720 |
80 |
4.450 |
3.570 |
0.880 |
21.9% |
0.071 |
1.8% |
52% |
False |
False |
4,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.190 |
2.618 |
4.130 |
1.618 |
4.093 |
1.000 |
4.070 |
0.618 |
4.056 |
HIGH |
4.033 |
0.618 |
4.019 |
0.500 |
4.015 |
0.382 |
4.010 |
LOW |
3.996 |
0.618 |
3.973 |
1.000 |
3.959 |
1.618 |
3.936 |
2.618 |
3.899 |
4.250 |
3.839 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.022 |
4.058 |
PP |
4.018 |
4.047 |
S1 |
4.015 |
4.036 |
|