NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.791 |
3.834 |
0.043 |
1.1% |
3.973 |
High |
3.851 |
3.865 |
0.014 |
0.4% |
3.973 |
Low |
3.720 |
3.790 |
0.070 |
1.9% |
3.720 |
Close |
3.834 |
3.852 |
0.018 |
0.5% |
3.852 |
Range |
0.131 |
0.075 |
-0.056 |
-42.7% |
0.253 |
ATR |
0.083 |
0.082 |
-0.001 |
-0.7% |
0.000 |
Volume |
10,310 |
20,580 |
10,270 |
99.6% |
64,112 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.061 |
4.031 |
3.893 |
|
R3 |
3.986 |
3.956 |
3.873 |
|
R2 |
3.911 |
3.911 |
3.866 |
|
R1 |
3.881 |
3.881 |
3.859 |
3.896 |
PP |
3.836 |
3.836 |
3.836 |
3.843 |
S1 |
3.806 |
3.806 |
3.845 |
3.821 |
S2 |
3.761 |
3.761 |
3.838 |
|
S3 |
3.686 |
3.731 |
3.831 |
|
S4 |
3.611 |
3.656 |
3.811 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.607 |
4.483 |
3.991 |
|
R3 |
4.354 |
4.230 |
3.922 |
|
R2 |
4.101 |
4.101 |
3.898 |
|
R1 |
3.977 |
3.977 |
3.875 |
3.913 |
PP |
3.848 |
3.848 |
3.848 |
3.816 |
S1 |
3.724 |
3.724 |
3.829 |
3.660 |
S2 |
3.595 |
3.595 |
3.806 |
|
S3 |
3.342 |
3.471 |
3.782 |
|
S4 |
3.089 |
3.218 |
3.713 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.973 |
3.720 |
0.253 |
6.6% |
0.089 |
2.3% |
52% |
False |
False |
12,822 |
10 |
4.070 |
3.720 |
0.350 |
9.1% |
0.080 |
2.1% |
38% |
False |
False |
15,382 |
20 |
4.070 |
3.720 |
0.350 |
9.1% |
0.077 |
2.0% |
38% |
False |
False |
13,192 |
40 |
4.070 |
3.540 |
0.530 |
13.8% |
0.075 |
2.0% |
59% |
False |
False |
10,777 |
60 |
4.085 |
3.540 |
0.545 |
14.1% |
0.076 |
2.0% |
57% |
False |
False |
9,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.184 |
2.618 |
4.061 |
1.618 |
3.986 |
1.000 |
3.940 |
0.618 |
3.911 |
HIGH |
3.865 |
0.618 |
3.836 |
0.500 |
3.828 |
0.382 |
3.819 |
LOW |
3.790 |
0.618 |
3.744 |
1.000 |
3.715 |
1.618 |
3.669 |
2.618 |
3.594 |
4.250 |
3.471 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.844 |
3.832 |
PP |
3.836 |
3.812 |
S1 |
3.828 |
3.793 |
|