NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.864 |
3.885 |
0.021 |
0.5% |
3.959 |
High |
3.902 |
3.890 |
-0.012 |
-0.3% |
3.988 |
Low |
3.833 |
3.814 |
-0.019 |
-0.5% |
3.819 |
Close |
3.876 |
3.848 |
-0.028 |
-0.7% |
3.832 |
Range |
0.069 |
0.076 |
0.007 |
10.1% |
0.169 |
ATR |
0.079 |
0.079 |
0.000 |
-0.3% |
0.000 |
Volume |
6,944 |
8,838 |
1,894 |
27.3% |
48,845 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.079 |
4.039 |
3.890 |
|
R3 |
4.003 |
3.963 |
3.869 |
|
R2 |
3.927 |
3.927 |
3.862 |
|
R1 |
3.887 |
3.887 |
3.855 |
3.869 |
PP |
3.851 |
3.851 |
3.851 |
3.842 |
S1 |
3.811 |
3.811 |
3.841 |
3.793 |
S2 |
3.775 |
3.775 |
3.834 |
|
S3 |
3.699 |
3.735 |
3.827 |
|
S4 |
3.623 |
3.659 |
3.806 |
|
|
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 |
3.980 |
3.814 |
0.166 |
4.3% |
0.082 |
2.1% |
20% |
False |
True |
9,096 |
10 |
3.988 |
3.814 |
0.174 |
4.5% |
0.079 |
2.0% |
20% |
False |
True |
10,207 |
20 |
3.988 |
3.685 |
0.303 |
7.9% |
0.073 |
1.9% |
54% |
False |
False |
8,849 |
40 |
4.085 |
3.540 |
0.545 |
14.2% |
0.073 |
1.9% |
57% |
False |
False |
8,667 |
60 |
4.232 |
3.540 |
0.692 |
18.0% |
0.075 |
2.0% |
45% |
False |
False |
8,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.213 |
2.618 |
4.089 |
1.618 |
4.013 |
1.000 |
3.966 |
0.618 |
3.937 |
HIGH |
3.890 |
0.618 |
3.861 |
0.500 |
3.852 |
0.382 |
3.843 |
LOW |
3.814 |
0.618 |
3.767 |
1.000 |
3.738 |
1.618 |
3.691 |
2.618 |
3.615 |
4.250 |
3.491 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.852 |
3.858 |
PP |
3.851 |
3.855 |
S1 |
3.849 |
3.851 |
|