NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.946 |
3.951 |
0.005 |
0.1% |
3.908 |
High |
3.970 |
3.980 |
0.010 |
0.3% |
3.950 |
Low |
3.920 |
3.866 |
-0.054 |
-1.4% |
3.829 |
Close |
3.953 |
3.877 |
-0.076 |
-1.9% |
3.895 |
Range |
0.050 |
0.114 |
0.064 |
128.0% |
0.121 |
ATR |
0.078 |
0.080 |
0.003 |
3.3% |
0.000 |
Volume |
12,272 |
8,796 |
-3,476 |
-28.3% |
41,341 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.250 |
4.177 |
3.940 |
|
R3 |
4.136 |
4.063 |
3.908 |
|
R2 |
4.022 |
4.022 |
3.898 |
|
R1 |
3.949 |
3.949 |
3.887 |
3.929 |
PP |
3.908 |
3.908 |
3.908 |
3.897 |
S1 |
3.835 |
3.835 |
3.867 |
3.815 |
S2 |
3.794 |
3.794 |
3.856 |
|
S3 |
3.680 |
3.721 |
3.846 |
|
S4 |
3.566 |
3.607 |
3.814 |
|
|
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% |
0.079 |
2.0% |
27% |
False |
False |
11,281 |
10 |
3.988 |
3.829 |
0.159 |
4.1% |
0.072 |
1.8% |
30% |
False |
False |
9,208 |
20 |
3.988 |
3.540 |
0.448 |
11.6% |
0.077 |
2.0% |
75% |
False |
False |
9,249 |
40 |
4.085 |
3.540 |
0.545 |
14.1% |
0.073 |
1.9% |
62% |
False |
False |
8,440 |
60 |
4.232 |
3.540 |
0.692 |
17.8% |
0.076 |
2.0% |
49% |
False |
False |
8,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.465 |
2.618 |
4.278 |
1.618 |
4.164 |
1.000 |
4.094 |
0.618 |
4.050 |
HIGH |
3.980 |
0.618 |
3.936 |
0.500 |
3.923 |
0.382 |
3.910 |
LOW |
3.866 |
0.618 |
3.796 |
1.000 |
3.752 |
1.618 |
3.682 |
2.618 |
3.568 |
4.250 |
3.382 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.923 |
3.927 |
PP |
3.908 |
3.910 |
S1 |
3.892 |
3.894 |
|