NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.028 |
4.012 |
-0.016 |
-0.4% |
4.005 |
High |
4.033 |
4.013 |
-0.020 |
-0.5% |
4.120 |
Low |
3.996 |
3.935 |
-0.061 |
-1.5% |
3.938 |
Close |
4.025 |
3.943 |
-0.082 |
-2.0% |
4.025 |
Range |
0.037 |
0.078 |
0.041 |
110.8% |
0.182 |
ATR |
0.078 |
0.079 |
0.001 |
1.1% |
0.000 |
Volume |
11,231 |
6,509 |
-4,722 |
-42.0% |
49,518 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.198 |
4.148 |
3.986 |
|
R3 |
4.120 |
4.070 |
3.964 |
|
R2 |
4.042 |
4.042 |
3.957 |
|
R1 |
3.992 |
3.992 |
3.950 |
3.978 |
PP |
3.964 |
3.964 |
3.964 |
3.957 |
S1 |
3.914 |
3.914 |
3.936 |
3.900 |
S2 |
3.886 |
3.886 |
3.929 |
|
S3 |
3.808 |
3.836 |
3.922 |
|
S4 |
3.730 |
3.758 |
3.900 |
|
|
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 |
3.935 |
0.185 |
4.7% |
0.065 |
1.6% |
4% |
False |
True |
9,517 |
10 |
4.120 |
3.847 |
0.273 |
6.9% |
0.077 |
1.9% |
35% |
False |
False |
8,239 |
20 |
4.120 |
3.847 |
0.273 |
6.9% |
0.077 |
2.0% |
35% |
False |
False |
6,870 |
40 |
4.120 |
3.570 |
0.550 |
13.9% |
0.072 |
1.8% |
68% |
False |
False |
5,459 |
60 |
4.130 |
3.570 |
0.560 |
14.2% |
0.072 |
1.8% |
67% |
False |
False |
4,781 |
80 |
4.360 |
3.570 |
0.790 |
20.0% |
0.071 |
1.8% |
47% |
False |
False |
4,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.345 |
2.618 |
4.217 |
1.618 |
4.139 |
1.000 |
4.091 |
0.618 |
4.061 |
HIGH |
4.013 |
0.618 |
3.983 |
0.500 |
3.974 |
0.382 |
3.965 |
LOW |
3.935 |
0.618 |
3.887 |
1.000 |
3.857 |
1.618 |
3.809 |
2.618 |
3.731 |
4.250 |
3.604 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.974 |
4.028 |
PP |
3.964 |
3.999 |
S1 |
3.953 |
3.971 |
|