NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
3.834 |
3.843 |
0.009 |
0.2% |
3.973 |
High |
3.865 |
3.843 |
-0.022 |
-0.6% |
3.973 |
Low |
3.790 |
3.783 |
-0.007 |
-0.2% |
3.720 |
Close |
3.852 |
3.810 |
-0.042 |
-1.1% |
3.852 |
Range |
0.075 |
0.060 |
-0.015 |
-20.0% |
0.253 |
ATR |
0.082 |
0.081 |
-0.001 |
-1.1% |
0.000 |
Volume |
20,580 |
9,471 |
-11,109 |
-54.0% |
64,112 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.992 |
3.961 |
3.843 |
|
R3 |
3.932 |
3.901 |
3.827 |
|
R2 |
3.872 |
3.872 |
3.821 |
|
R1 |
3.841 |
3.841 |
3.816 |
3.827 |
PP |
3.812 |
3.812 |
3.812 |
3.805 |
S1 |
3.781 |
3.781 |
3.805 |
3.767 |
S2 |
3.752 |
3.752 |
3.799 |
|
S3 |
3.692 |
3.721 |
3.794 |
|
S4 |
3.632 |
3.661 |
3.777 |
|
|
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 |
3.918 |
3.720 |
0.198 |
5.2% |
0.087 |
2.3% |
45% |
False |
False |
12,849 |
10 |
4.070 |
3.720 |
0.350 |
9.2% |
0.076 |
2.0% |
26% |
False |
False |
14,962 |
20 |
4.070 |
3.720 |
0.350 |
9.2% |
0.078 |
2.0% |
26% |
False |
False |
12,988 |
40 |
4.070 |
3.540 |
0.530 |
13.9% |
0.075 |
2.0% |
51% |
False |
False |
10,767 |
60 |
4.085 |
3.540 |
0.545 |
14.3% |
0.076 |
2.0% |
50% |
False |
False |
9,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.098 |
2.618 |
4.000 |
1.618 |
3.940 |
1.000 |
3.903 |
0.618 |
3.880 |
HIGH |
3.843 |
0.618 |
3.820 |
0.500 |
3.813 |
0.382 |
3.806 |
LOW |
3.783 |
0.618 |
3.746 |
1.000 |
3.723 |
1.618 |
3.686 |
2.618 |
3.626 |
4.250 |
3.528 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
3.813 |
3.804 |
PP |
3.812 |
3.798 |
S1 |
3.811 |
3.793 |
|