NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
4.005 |
4.009 |
0.004 |
0.1% |
3.830 |
High |
4.024 |
4.015 |
-0.009 |
-0.2% |
3.952 |
Low |
3.980 |
3.952 |
-0.028 |
-0.7% |
3.814 |
Close |
4.003 |
3.990 |
-0.013 |
-0.3% |
3.952 |
Range |
0.044 |
0.063 |
0.019 |
43.2% |
0.138 |
ATR |
0.078 |
0.077 |
-0.001 |
-1.4% |
0.000 |
Volume |
19,459 |
20,571 |
1,112 |
5.7% |
47,635 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.175 |
4.145 |
4.025 |
|
R3 |
4.112 |
4.082 |
4.007 |
|
R2 |
4.049 |
4.049 |
4.002 |
|
R1 |
4.019 |
4.019 |
3.996 |
4.003 |
PP |
3.986 |
3.986 |
3.986 |
3.977 |
S1 |
3.956 |
3.956 |
3.984 |
3.940 |
S2 |
3.923 |
3.923 |
3.978 |
|
S3 |
3.860 |
3.893 |
3.973 |
|
S4 |
3.797 |
3.830 |
3.955 |
|
|
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 |
3.824 |
0.200 |
5.0% |
0.075 |
1.9% |
83% |
False |
False |
15,776 |
10 |
4.024 |
3.814 |
0.210 |
5.3% |
0.079 |
2.0% |
84% |
False |
False |
12,436 |
20 |
4.024 |
3.777 |
0.247 |
6.2% |
0.075 |
1.9% |
86% |
False |
False |
10,763 |
40 |
4.050 |
3.540 |
0.510 |
12.8% |
0.073 |
1.8% |
88% |
False |
False |
9,353 |
60 |
4.085 |
3.540 |
0.545 |
13.7% |
0.075 |
1.9% |
83% |
False |
False |
9,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.283 |
2.618 |
4.180 |
1.618 |
4.117 |
1.000 |
4.078 |
0.618 |
4.054 |
HIGH |
4.015 |
0.618 |
3.991 |
0.500 |
3.984 |
0.382 |
3.976 |
LOW |
3.952 |
0.618 |
3.913 |
1.000 |
3.889 |
1.618 |
3.850 |
2.618 |
3.787 |
4.250 |
3.684 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.988 |
3.982 |
PP |
3.986 |
3.974 |
S1 |
3.984 |
3.967 |
|