NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.012 |
3.929 |
-0.083 |
-2.1% |
4.005 |
High |
4.013 |
3.951 |
-0.062 |
-1.5% |
4.120 |
Low |
3.935 |
3.830 |
-0.105 |
-2.7% |
3.938 |
Close |
3.943 |
3.834 |
-0.109 |
-2.8% |
4.025 |
Range |
0.078 |
0.121 |
0.043 |
55.1% |
0.182 |
ATR |
0.079 |
0.082 |
0.003 |
3.8% |
0.000 |
Volume |
6,509 |
7,424 |
915 |
14.1% |
49,518 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.235 |
4.155 |
3.901 |
|
R3 |
4.114 |
4.034 |
3.867 |
|
R2 |
3.993 |
3.993 |
3.856 |
|
R1 |
3.913 |
3.913 |
3.845 |
3.893 |
PP |
3.872 |
3.872 |
3.872 |
3.861 |
S1 |
3.792 |
3.792 |
3.823 |
3.772 |
S2 |
3.751 |
3.751 |
3.812 |
|
S3 |
3.630 |
3.671 |
3.801 |
|
S4 |
3.509 |
3.550 |
3.767 |
|
|
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 |
3.830 |
0.290 |
7.6% |
0.081 |
2.1% |
1% |
False |
True |
8,813 |
10 |
4.120 |
3.830 |
0.290 |
7.6% |
0.082 |
2.1% |
1% |
False |
True |
8,471 |
20 |
4.120 |
3.830 |
0.290 |
7.6% |
0.081 |
2.1% |
1% |
False |
True |
7,143 |
40 |
4.120 |
3.570 |
0.550 |
14.3% |
0.073 |
1.9% |
48% |
False |
False |
5,564 |
60 |
4.130 |
3.570 |
0.560 |
14.6% |
0.073 |
1.9% |
47% |
False |
False |
4,804 |
80 |
4.339 |
3.570 |
0.769 |
20.1% |
0.072 |
1.9% |
34% |
False |
False |
4,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.465 |
2.618 |
4.268 |
1.618 |
4.147 |
1.000 |
4.072 |
0.618 |
4.026 |
HIGH |
3.951 |
0.618 |
3.905 |
0.500 |
3.891 |
0.382 |
3.876 |
LOW |
3.830 |
0.618 |
3.755 |
1.000 |
3.709 |
1.618 |
3.634 |
2.618 |
3.513 |
4.250 |
3.316 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.891 |
3.932 |
PP |
3.872 |
3.899 |
S1 |
3.853 |
3.867 |
|