NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.904 |
3.967 |
0.063 |
1.6% |
3.830 |
High |
3.952 |
4.007 |
0.055 |
1.4% |
3.952 |
Low |
3.878 |
3.909 |
0.031 |
0.8% |
3.814 |
Close |
3.952 |
3.994 |
0.042 |
1.1% |
3.952 |
Range |
0.074 |
0.098 |
0.024 |
32.4% |
0.138 |
ATR |
0.080 |
0.081 |
0.001 |
1.7% |
0.000 |
Volume |
12,899 |
13,673 |
774 |
6.0% |
47,635 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.264 |
4.227 |
4.048 |
|
R3 |
4.166 |
4.129 |
4.021 |
|
R2 |
4.068 |
4.068 |
4.012 |
|
R1 |
4.031 |
4.031 |
4.003 |
4.050 |
PP |
3.970 |
3.970 |
3.970 |
3.979 |
S1 |
3.933 |
3.933 |
3.985 |
3.952 |
S2 |
3.872 |
3.872 |
3.976 |
|
S3 |
3.774 |
3.835 |
3.967 |
|
S4 |
3.676 |
3.737 |
3.940 |
|
|
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 |
4.007 |
3.814 |
0.193 |
4.8% |
0.083 |
2.1% |
93% |
True |
False |
10,926 |
10 |
4.007 |
3.814 |
0.193 |
4.8% |
0.079 |
2.0% |
93% |
True |
False |
11,015 |
20 |
4.007 |
3.777 |
0.230 |
5.8% |
0.075 |
1.9% |
94% |
True |
False |
9,385 |
40 |
4.050 |
3.540 |
0.510 |
12.8% |
0.074 |
1.9% |
89% |
False |
False |
8,754 |
60 |
4.159 |
3.540 |
0.619 |
15.5% |
0.076 |
1.9% |
73% |
False |
False |
8,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.424 |
2.618 |
4.264 |
1.618 |
4.166 |
1.000 |
4.105 |
0.618 |
4.068 |
HIGH |
4.007 |
0.618 |
3.970 |
0.500 |
3.958 |
0.382 |
3.946 |
LOW |
3.909 |
0.618 |
3.848 |
1.000 |
3.811 |
1.618 |
3.750 |
2.618 |
3.652 |
4.250 |
3.493 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.982 |
3.968 |
PP |
3.970 |
3.942 |
S1 |
3.958 |
3.916 |
|