NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.885 |
3.824 |
-0.061 |
-1.6% |
3.959 |
High |
3.890 |
3.921 |
0.031 |
0.8% |
3.988 |
Low |
3.814 |
3.824 |
0.010 |
0.3% |
3.819 |
Close |
3.848 |
3.905 |
0.057 |
1.5% |
3.832 |
Range |
0.076 |
0.097 |
0.021 |
27.6% |
0.169 |
ATR |
0.079 |
0.080 |
0.001 |
1.7% |
0.000 |
Volume |
8,838 |
12,280 |
3,442 |
38.9% |
48,845 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.174 |
4.137 |
3.958 |
|
R3 |
4.077 |
4.040 |
3.932 |
|
R2 |
3.980 |
3.980 |
3.923 |
|
R1 |
3.943 |
3.943 |
3.914 |
3.962 |
PP |
3.883 |
3.883 |
3.883 |
3.893 |
S1 |
3.846 |
3.846 |
3.896 |
3.865 |
S2 |
3.786 |
3.786 |
3.887 |
|
S3 |
3.689 |
3.749 |
3.878 |
|
S4 |
3.592 |
3.652 |
3.852 |
|
|
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 |
3.921 |
3.814 |
0.107 |
2.7% |
0.079 |
2.0% |
85% |
True |
False |
9,793 |
10 |
3.988 |
3.814 |
0.174 |
4.5% |
0.079 |
2.0% |
52% |
False |
False |
10,537 |
20 |
3.988 |
3.689 |
0.299 |
7.7% |
0.074 |
1.9% |
72% |
False |
False |
8,878 |
40 |
4.085 |
3.540 |
0.545 |
14.0% |
0.074 |
1.9% |
67% |
False |
False |
8,854 |
60 |
4.232 |
3.540 |
0.692 |
17.7% |
0.076 |
1.9% |
53% |
False |
False |
8,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.333 |
2.618 |
4.175 |
1.618 |
4.078 |
1.000 |
4.018 |
0.618 |
3.981 |
HIGH |
3.921 |
0.618 |
3.884 |
0.500 |
3.873 |
0.382 |
3.861 |
LOW |
3.824 |
0.618 |
3.764 |
1.000 |
3.727 |
1.618 |
3.667 |
2.618 |
3.570 |
4.250 |
3.412 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.894 |
3.893 |
PP |
3.883 |
3.880 |
S1 |
3.873 |
3.868 |
|