NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 06-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.951 |
3.880 |
-0.071 |
-1.8% |
3.959 |
High |
3.980 |
3.897 |
-0.083 |
-2.1% |
3.988 |
Low |
3.866 |
3.819 |
-0.047 |
-1.2% |
3.819 |
Close |
3.877 |
3.832 |
-0.045 |
-1.2% |
3.832 |
Range |
0.114 |
0.078 |
-0.036 |
-31.6% |
0.169 |
ATR |
0.080 |
0.080 |
0.000 |
-0.2% |
0.000 |
Volume |
8,796 |
14,232 |
5,436 |
61.8% |
48,845 |
|
Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.083 |
4.036 |
3.875 |
|
R3 |
4.005 |
3.958 |
3.853 |
|
R2 |
3.927 |
3.927 |
3.846 |
|
R1 |
3.880 |
3.880 |
3.839 |
3.865 |
PP |
3.849 |
3.849 |
3.849 |
3.842 |
S1 |
3.802 |
3.802 |
3.825 |
3.787 |
S2 |
3.771 |
3.771 |
3.818 |
|
S3 |
3.693 |
3.724 |
3.811 |
|
S4 |
3.615 |
3.646 |
3.789 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.387 |
4.278 |
3.925 |
|
R3 |
4.218 |
4.109 |
3.878 |
|
R2 |
4.049 |
4.049 |
3.863 |
|
R1 |
3.940 |
3.940 |
3.847 |
3.910 |
PP |
3.880 |
3.880 |
3.880 |
3.865 |
S1 |
3.771 |
3.771 |
3.817 |
3.741 |
S2 |
3.711 |
3.711 |
3.801 |
|
S3 |
3.542 |
3.602 |
3.786 |
|
S4 |
3.373 |
3.433 |
3.739 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.988 |
3.819 |
0.169 |
4.4% |
0.071 |
1.9% |
8% |
False |
True |
12,478 |
10 |
3.988 |
3.819 |
0.169 |
4.4% |
0.075 |
2.0% |
8% |
False |
True |
10,078 |
20 |
3.988 |
3.626 |
0.362 |
9.4% |
0.072 |
1.9% |
57% |
False |
False |
9,415 |
40 |
4.085 |
3.540 |
0.545 |
14.2% |
0.073 |
1.9% |
54% |
False |
False |
8,603 |
60 |
4.232 |
3.540 |
0.692 |
18.1% |
0.076 |
2.0% |
42% |
False |
False |
8,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.229 |
2.618 |
4.101 |
1.618 |
4.023 |
1.000 |
3.975 |
0.618 |
3.945 |
HIGH |
3.897 |
0.618 |
3.867 |
0.500 |
3.858 |
0.382 |
3.849 |
LOW |
3.819 |
0.618 |
3.771 |
1.000 |
3.741 |
1.618 |
3.693 |
2.618 |
3.615 |
4.250 |
3.488 |
|
|
Fisher Pivots for day following 06-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.858 |
3.900 |
PP |
3.849 |
3.877 |
S1 |
3.841 |
3.855 |
|