NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.837 |
3.791 |
-0.046 |
-1.2% |
3.967 |
High |
3.840 |
3.851 |
0.011 |
0.3% |
4.070 |
Low |
3.788 |
3.720 |
-0.068 |
-1.8% |
3.909 |
Close |
3.793 |
3.834 |
0.041 |
1.1% |
3.986 |
Range |
0.052 |
0.131 |
0.079 |
151.9% |
0.161 |
ATR |
0.079 |
0.083 |
0.004 |
4.7% |
0.000 |
Volume |
12,936 |
10,310 |
-2,626 |
-20.3% |
89,716 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.195 |
4.145 |
3.906 |
|
R3 |
4.064 |
4.014 |
3.870 |
|
R2 |
3.933 |
3.933 |
3.858 |
|
R1 |
3.883 |
3.883 |
3.846 |
3.908 |
PP |
3.802 |
3.802 |
3.802 |
3.814 |
S1 |
3.752 |
3.752 |
3.822 |
3.777 |
S2 |
3.671 |
3.671 |
3.810 |
|
S3 |
3.540 |
3.621 |
3.798 |
|
S4 |
3.409 |
3.490 |
3.762 |
|
|
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 |
3.994 |
3.720 |
0.274 |
7.1% |
0.082 |
2.1% |
42% |
False |
True |
13,063 |
10 |
4.070 |
3.720 |
0.350 |
9.1% |
0.080 |
2.1% |
33% |
False |
True |
14,614 |
20 |
4.070 |
3.720 |
0.350 |
9.1% |
0.079 |
2.1% |
33% |
False |
True |
12,576 |
40 |
4.070 |
3.540 |
0.530 |
13.8% |
0.076 |
2.0% |
55% |
False |
False |
10,372 |
60 |
4.085 |
3.540 |
0.545 |
14.2% |
0.076 |
2.0% |
54% |
False |
False |
9,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.408 |
2.618 |
4.194 |
1.618 |
4.063 |
1.000 |
3.982 |
0.618 |
3.932 |
HIGH |
3.851 |
0.618 |
3.801 |
0.500 |
3.786 |
0.382 |
3.770 |
LOW |
3.720 |
0.618 |
3.639 |
1.000 |
3.589 |
1.618 |
3.508 |
2.618 |
3.377 |
4.250 |
3.163 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.818 |
3.829 |
PP |
3.802 |
3.824 |
S1 |
3.786 |
3.819 |
|