NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.986 |
3.973 |
-0.013 |
-0.3% |
3.967 |
High |
3.994 |
3.973 |
-0.021 |
-0.5% |
4.070 |
Low |
3.955 |
3.902 |
-0.053 |
-1.3% |
3.909 |
Close |
3.986 |
3.909 |
-0.077 |
-1.9% |
3.986 |
Range |
0.039 |
0.071 |
0.032 |
82.1% |
0.161 |
ATR |
0.078 |
0.078 |
0.000 |
0.6% |
0.000 |
Volume |
21,786 |
9,334 |
-12,452 |
-57.2% |
89,716 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.141 |
4.096 |
3.948 |
|
R3 |
4.070 |
4.025 |
3.929 |
|
R2 |
3.999 |
3.999 |
3.922 |
|
R1 |
3.954 |
3.954 |
3.916 |
3.941 |
PP |
3.928 |
3.928 |
3.928 |
3.922 |
S1 |
3.883 |
3.883 |
3.902 |
3.870 |
S2 |
3.857 |
3.857 |
3.896 |
|
S3 |
3.786 |
3.812 |
3.889 |
|
S4 |
3.715 |
3.741 |
3.870 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.471 |
4.390 |
4.075 |
|
R3 |
4.310 |
4.229 |
4.030 |
|
R2 |
4.149 |
4.149 |
4.016 |
|
R1 |
4.068 |
4.068 |
4.001 |
4.109 |
PP |
3.988 |
3.988 |
3.988 |
4.009 |
S1 |
3.907 |
3.907 |
3.971 |
3.948 |
S2 |
3.827 |
3.827 |
3.956 |
|
S3 |
3.666 |
3.746 |
3.942 |
|
S4 |
3.505 |
3.585 |
3.897 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.070 |
3.902 |
0.168 |
4.3% |
0.065 |
1.7% |
4% |
False |
True |
17,075 |
10 |
4.070 |
3.814 |
0.256 |
6.5% |
0.074 |
1.9% |
37% |
False |
False |
14,001 |
20 |
4.070 |
3.814 |
0.256 |
6.5% |
0.076 |
1.9% |
37% |
False |
False |
11,843 |
40 |
4.070 |
3.540 |
0.530 |
13.6% |
0.072 |
1.9% |
70% |
False |
False |
10,009 |
60 |
4.085 |
3.540 |
0.545 |
13.9% |
0.074 |
1.9% |
68% |
False |
False |
9,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.275 |
2.618 |
4.159 |
1.618 |
4.088 |
1.000 |
4.044 |
0.618 |
4.017 |
HIGH |
3.973 |
0.618 |
3.946 |
0.500 |
3.938 |
0.382 |
3.929 |
LOW |
3.902 |
0.618 |
3.858 |
1.000 |
3.831 |
1.618 |
3.787 |
2.618 |
3.716 |
4.250 |
3.600 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.938 |
3.986 |
PP |
3.928 |
3.960 |
S1 |
3.919 |
3.935 |
|