NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.835 |
3.859 |
0.024 |
0.6% |
4.012 |
| High |
3.874 |
3.891 |
0.017 |
0.4% |
4.013 |
| Low |
3.734 |
3.815 |
0.081 |
2.2% |
3.734 |
| Close |
3.859 |
3.878 |
0.019 |
0.5% |
3.878 |
| Range |
0.140 |
0.076 |
-0.064 |
-45.7% |
0.279 |
| ATR |
0.084 |
0.083 |
-0.001 |
-0.7% |
0.000 |
| Volume |
5,672 |
19,998 |
14,326 |
252.6% |
49,957 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.060 |
3.920 |
|
| R3 |
4.013 |
3.984 |
3.899 |
|
| R2 |
3.937 |
3.937 |
3.892 |
|
| R1 |
3.908 |
3.908 |
3.885 |
3.923 |
| PP |
3.861 |
3.861 |
3.861 |
3.869 |
| S1 |
3.832 |
3.832 |
3.871 |
3.847 |
| S2 |
3.785 |
3.785 |
3.864 |
|
| S3 |
3.709 |
3.756 |
3.857 |
|
| S4 |
3.633 |
3.680 |
3.836 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.712 |
4.574 |
4.031 |
|
| R3 |
4.433 |
4.295 |
3.955 |
|
| R2 |
4.154 |
4.154 |
3.929 |
|
| R1 |
4.016 |
4.016 |
3.904 |
3.946 |
| PP |
3.875 |
3.875 |
3.875 |
3.840 |
| S1 |
3.737 |
3.737 |
3.852 |
3.667 |
| S2 |
3.596 |
3.596 |
3.827 |
|
| S3 |
3.317 |
3.458 |
3.801 |
|
| S4 |
3.038 |
3.179 |
3.725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.013 |
3.734 |
0.279 |
7.2% |
0.093 |
2.4% |
52% |
False |
False |
9,991 |
| 10 |
4.120 |
3.734 |
0.386 |
10.0% |
0.083 |
2.1% |
37% |
False |
False |
9,947 |
| 20 |
4.120 |
3.734 |
0.386 |
10.0% |
0.079 |
2.0% |
37% |
False |
False |
8,326 |
| 40 |
4.120 |
3.570 |
0.550 |
14.2% |
0.075 |
1.9% |
56% |
False |
False |
6,182 |
| 60 |
4.130 |
3.570 |
0.560 |
14.4% |
0.074 |
1.9% |
55% |
False |
False |
5,211 |
| 80 |
4.287 |
3.570 |
0.717 |
18.5% |
0.074 |
1.9% |
43% |
False |
False |
4,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.214 |
|
2.618 |
4.090 |
|
1.618 |
4.014 |
|
1.000 |
3.967 |
|
0.618 |
3.938 |
|
HIGH |
3.891 |
|
0.618 |
3.862 |
|
0.500 |
3.853 |
|
0.382 |
3.844 |
|
LOW |
3.815 |
|
0.618 |
3.768 |
|
1.000 |
3.739 |
|
1.618 |
3.692 |
|
2.618 |
3.616 |
|
4.250 |
3.492 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.870 |
3.856 |
| PP |
3.861 |
3.834 |
| S1 |
3.853 |
3.813 |
|