NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.824 |
3.904 |
0.080 |
2.1% |
3.830 |
High |
3.921 |
3.952 |
0.031 |
0.8% |
3.952 |
Low |
3.824 |
3.878 |
0.054 |
1.4% |
3.814 |
Close |
3.905 |
3.952 |
0.047 |
1.2% |
3.952 |
Range |
0.097 |
0.074 |
-0.023 |
-23.7% |
0.138 |
ATR |
0.080 |
0.080 |
0.000 |
-0.5% |
0.000 |
Volume |
12,280 |
12,899 |
619 |
5.0% |
47,635 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.149 |
4.125 |
3.993 |
|
R3 |
4.075 |
4.051 |
3.972 |
|
R2 |
4.001 |
4.001 |
3.966 |
|
R1 |
3.977 |
3.977 |
3.959 |
3.989 |
PP |
3.927 |
3.927 |
3.927 |
3.934 |
S1 |
3.903 |
3.903 |
3.945 |
3.915 |
S2 |
3.853 |
3.853 |
3.938 |
|
S3 |
3.779 |
3.829 |
3.932 |
|
S4 |
3.705 |
3.755 |
3.911 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.320 |
4.274 |
4.028 |
|
R3 |
4.182 |
4.136 |
3.990 |
|
R2 |
4.044 |
4.044 |
3.977 |
|
R1 |
3.998 |
3.998 |
3.965 |
4.021 |
PP |
3.906 |
3.906 |
3.906 |
3.918 |
S1 |
3.860 |
3.860 |
3.939 |
3.883 |
S2 |
3.768 |
3.768 |
3.927 |
|
S3 |
3.630 |
3.722 |
3.914 |
|
S4 |
3.492 |
3.584 |
3.876 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.952 |
3.814 |
0.138 |
3.5% |
0.078 |
2.0% |
100% |
True |
False |
9,527 |
10 |
3.988 |
3.814 |
0.174 |
4.4% |
0.075 |
1.9% |
79% |
False |
False |
11,002 |
20 |
3.988 |
3.750 |
0.238 |
6.0% |
0.073 |
1.8% |
85% |
False |
False |
9,135 |
40 |
4.050 |
3.540 |
0.510 |
12.9% |
0.073 |
1.8% |
81% |
False |
False |
9,008 |
60 |
4.220 |
3.540 |
0.680 |
17.2% |
0.076 |
1.9% |
61% |
False |
False |
8,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.267 |
2.618 |
4.146 |
1.618 |
4.072 |
1.000 |
4.026 |
0.618 |
3.998 |
HIGH |
3.952 |
0.618 |
3.924 |
0.500 |
3.915 |
0.382 |
3.906 |
LOW |
3.878 |
0.618 |
3.832 |
1.000 |
3.804 |
1.618 |
3.758 |
2.618 |
3.684 |
4.250 |
3.564 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.940 |
3.929 |
PP |
3.927 |
3.906 |
S1 |
3.915 |
3.883 |
|