NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.973 |
3.899 |
-0.074 |
-1.9% |
3.967 |
High |
3.973 |
3.918 |
-0.055 |
-1.4% |
4.070 |
Low |
3.902 |
3.801 |
-0.101 |
-2.6% |
3.909 |
Close |
3.909 |
3.806 |
-0.103 |
-2.6% |
3.986 |
Range |
0.071 |
0.117 |
0.046 |
64.8% |
0.161 |
ATR |
0.078 |
0.081 |
0.003 |
3.6% |
0.000 |
Volume |
9,334 |
10,952 |
1,618 |
17.3% |
89,716 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.193 |
4.116 |
3.870 |
|
R3 |
4.076 |
3.999 |
3.838 |
|
R2 |
3.959 |
3.959 |
3.827 |
|
R1 |
3.882 |
3.882 |
3.817 |
3.862 |
PP |
3.842 |
3.842 |
3.842 |
3.832 |
S1 |
3.765 |
3.765 |
3.795 |
3.745 |
S2 |
3.725 |
3.725 |
3.785 |
|
S3 |
3.608 |
3.648 |
3.774 |
|
S4 |
3.491 |
3.531 |
3.742 |
|
|
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 |
3.801 |
0.269 |
7.1% |
0.080 |
2.1% |
2% |
False |
True |
15,374 |
10 |
4.070 |
3.801 |
0.269 |
7.1% |
0.079 |
2.1% |
2% |
False |
True |
14,401 |
20 |
4.070 |
3.801 |
0.269 |
7.1% |
0.079 |
2.1% |
2% |
False |
True |
12,132 |
40 |
4.070 |
3.540 |
0.530 |
13.9% |
0.073 |
1.9% |
50% |
False |
False |
10,154 |
60 |
4.085 |
3.540 |
0.545 |
14.3% |
0.075 |
2.0% |
49% |
False |
False |
9,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.415 |
2.618 |
4.224 |
1.618 |
4.107 |
1.000 |
4.035 |
0.618 |
3.990 |
HIGH |
3.918 |
0.618 |
3.873 |
0.500 |
3.860 |
0.382 |
3.846 |
LOW |
3.801 |
0.618 |
3.729 |
1.000 |
3.684 |
1.618 |
3.612 |
2.618 |
3.495 |
4.250 |
3.304 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.860 |
3.898 |
PP |
3.842 |
3.867 |
S1 |
3.824 |
3.837 |
|