NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.899 |
3.837 |
-0.062 |
-1.6% |
3.967 |
High |
3.918 |
3.840 |
-0.078 |
-2.0% |
4.070 |
Low |
3.801 |
3.788 |
-0.013 |
-0.3% |
3.909 |
Close |
3.806 |
3.793 |
-0.013 |
-0.3% |
3.986 |
Range |
0.117 |
0.052 |
-0.065 |
-55.6% |
0.161 |
ATR |
0.081 |
0.079 |
-0.002 |
-2.5% |
0.000 |
Volume |
10,952 |
12,936 |
1,984 |
18.1% |
89,716 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.963 |
3.930 |
3.822 |
|
R3 |
3.911 |
3.878 |
3.807 |
|
R2 |
3.859 |
3.859 |
3.803 |
|
R1 |
3.826 |
3.826 |
3.798 |
3.817 |
PP |
3.807 |
3.807 |
3.807 |
3.802 |
S1 |
3.774 |
3.774 |
3.788 |
3.765 |
S2 |
3.755 |
3.755 |
3.783 |
|
S3 |
3.703 |
3.722 |
3.779 |
|
S4 |
3.651 |
3.670 |
3.764 |
|
|
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 |
3.788 |
0.282 |
7.4% |
0.078 |
2.0% |
2% |
False |
True |
13,847 |
10 |
4.070 |
3.788 |
0.282 |
7.4% |
0.076 |
2.0% |
2% |
False |
True |
14,811 |
20 |
4.070 |
3.788 |
0.282 |
7.4% |
0.078 |
2.0% |
2% |
False |
True |
12,509 |
40 |
4.070 |
3.540 |
0.530 |
14.0% |
0.073 |
1.9% |
48% |
False |
False |
10,248 |
60 |
4.085 |
3.540 |
0.545 |
14.4% |
0.075 |
2.0% |
46% |
False |
False |
9,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.061 |
2.618 |
3.976 |
1.618 |
3.924 |
1.000 |
3.892 |
0.618 |
3.872 |
HIGH |
3.840 |
0.618 |
3.820 |
0.500 |
3.814 |
0.382 |
3.808 |
LOW |
3.788 |
0.618 |
3.756 |
1.000 |
3.736 |
1.618 |
3.704 |
2.618 |
3.652 |
4.250 |
3.567 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.814 |
3.881 |
PP |
3.807 |
3.851 |
S1 |
3.800 |
3.822 |
|