NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.967 |
4.005 |
0.038 |
1.0% |
3.830 |
High |
4.007 |
4.024 |
0.017 |
0.4% |
3.952 |
Low |
3.909 |
3.980 |
0.071 |
1.8% |
3.814 |
Close |
3.994 |
4.003 |
0.009 |
0.2% |
3.952 |
Range |
0.098 |
0.044 |
-0.054 |
-55.1% |
0.138 |
ATR |
0.081 |
0.078 |
-0.003 |
-3.3% |
0.000 |
Volume |
13,673 |
19,459 |
5,786 |
42.3% |
47,635 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.134 |
4.113 |
4.027 |
|
R3 |
4.090 |
4.069 |
4.015 |
|
R2 |
4.046 |
4.046 |
4.011 |
|
R1 |
4.025 |
4.025 |
4.007 |
4.014 |
PP |
4.002 |
4.002 |
4.002 |
3.997 |
S1 |
3.981 |
3.981 |
3.999 |
3.970 |
S2 |
3.958 |
3.958 |
3.995 |
|
S3 |
3.914 |
3.937 |
3.991 |
|
S4 |
3.870 |
3.893 |
3.979 |
|
|
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 |
4.024 |
3.814 |
0.210 |
5.2% |
0.078 |
1.9% |
90% |
True |
False |
13,429 |
10 |
4.024 |
3.814 |
0.210 |
5.2% |
0.077 |
1.9% |
90% |
True |
False |
11,606 |
20 |
4.024 |
3.777 |
0.247 |
6.2% |
0.074 |
1.8% |
91% |
True |
False |
10,105 |
40 |
4.050 |
3.540 |
0.510 |
12.7% |
0.073 |
1.8% |
91% |
False |
False |
8,957 |
60 |
4.101 |
3.540 |
0.561 |
14.0% |
0.075 |
1.9% |
83% |
False |
False |
8,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.211 |
2.618 |
4.139 |
1.618 |
4.095 |
1.000 |
4.068 |
0.618 |
4.051 |
HIGH |
4.024 |
0.618 |
4.007 |
0.500 |
4.002 |
0.382 |
3.997 |
LOW |
3.980 |
0.618 |
3.953 |
1.000 |
3.936 |
1.618 |
3.909 |
2.618 |
3.865 |
4.250 |
3.793 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
4.003 |
3.986 |
PP |
4.002 |
3.968 |
S1 |
4.002 |
3.951 |
|