NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.959 |
3.946 |
-0.013 |
-0.3% |
3.908 |
High |
3.988 |
3.970 |
-0.018 |
-0.5% |
3.950 |
Low |
3.924 |
3.920 |
-0.004 |
-0.1% |
3.829 |
Close |
3.945 |
3.953 |
0.008 |
0.2% |
3.895 |
Range |
0.064 |
0.050 |
-0.014 |
-21.9% |
0.121 |
ATR |
0.080 |
0.078 |
-0.002 |
-2.7% |
0.000 |
Volume |
13,545 |
12,272 |
-1,273 |
-9.4% |
41,341 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.098 |
4.075 |
3.981 |
|
R3 |
4.048 |
4.025 |
3.967 |
|
R2 |
3.998 |
3.998 |
3.962 |
|
R1 |
3.975 |
3.975 |
3.958 |
3.987 |
PP |
3.948 |
3.948 |
3.948 |
3.953 |
S1 |
3.925 |
3.925 |
3.948 |
3.937 |
S2 |
3.898 |
3.898 |
3.944 |
|
S3 |
3.848 |
3.875 |
3.939 |
|
S4 |
3.798 |
3.825 |
3.926 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.254 |
4.196 |
3.962 |
|
R3 |
4.133 |
4.075 |
3.928 |
|
R2 |
4.012 |
4.012 |
3.917 |
|
R1 |
3.954 |
3.954 |
3.906 |
3.923 |
PP |
3.891 |
3.891 |
3.891 |
3.876 |
S1 |
3.833 |
3.833 |
3.884 |
3.802 |
S2 |
3.770 |
3.770 |
3.873 |
|
S3 |
3.649 |
3.712 |
3.862 |
|
S4 |
3.528 |
3.591 |
3.828 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.988 |
3.835 |
0.153 |
3.9% |
0.075 |
1.9% |
77% |
False |
False |
11,318 |
10 |
3.988 |
3.777 |
0.211 |
5.3% |
0.070 |
1.8% |
83% |
False |
False |
9,089 |
20 |
3.988 |
3.540 |
0.448 |
11.3% |
0.075 |
1.9% |
92% |
False |
False |
9,112 |
40 |
4.085 |
3.540 |
0.545 |
13.8% |
0.074 |
1.9% |
76% |
False |
False |
8,467 |
60 |
4.232 |
3.540 |
0.692 |
17.5% |
0.075 |
1.9% |
60% |
False |
False |
8,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.183 |
2.618 |
4.101 |
1.618 |
4.051 |
1.000 |
4.020 |
0.618 |
4.001 |
HIGH |
3.970 |
0.618 |
3.951 |
0.500 |
3.945 |
0.382 |
3.939 |
LOW |
3.920 |
0.618 |
3.889 |
1.000 |
3.870 |
1.618 |
3.839 |
2.618 |
3.789 |
4.250 |
3.708 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.950 |
3.947 |
PP |
3.948 |
3.941 |
S1 |
3.945 |
3.935 |
|