NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.843 |
3.800 |
-0.043 |
-1.1% |
3.973 |
High |
3.843 |
3.875 |
0.032 |
0.8% |
3.973 |
Low |
3.783 |
3.798 |
0.015 |
0.4% |
3.720 |
Close |
3.810 |
3.842 |
0.032 |
0.8% |
3.852 |
Range |
0.060 |
0.077 |
0.017 |
28.3% |
0.253 |
ATR |
0.081 |
0.081 |
0.000 |
-0.4% |
0.000 |
Volume |
9,471 |
13,068 |
3,597 |
38.0% |
64,112 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.069 |
4.033 |
3.884 |
|
R3 |
3.992 |
3.956 |
3.863 |
|
R2 |
3.915 |
3.915 |
3.856 |
|
R1 |
3.879 |
3.879 |
3.849 |
3.897 |
PP |
3.838 |
3.838 |
3.838 |
3.848 |
S1 |
3.802 |
3.802 |
3.835 |
3.820 |
S2 |
3.761 |
3.761 |
3.828 |
|
S3 |
3.684 |
3.725 |
3.821 |
|
S4 |
3.607 |
3.648 |
3.800 |
|
|
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 |
3.875 |
3.720 |
0.155 |
4.0% |
0.079 |
2.1% |
79% |
True |
False |
13,273 |
10 |
4.070 |
3.720 |
0.350 |
9.1% |
0.079 |
2.1% |
35% |
False |
False |
14,323 |
20 |
4.070 |
3.720 |
0.350 |
9.1% |
0.078 |
2.0% |
35% |
False |
False |
12,965 |
40 |
4.070 |
3.540 |
0.530 |
13.8% |
0.076 |
2.0% |
57% |
False |
False |
10,924 |
60 |
4.085 |
3.540 |
0.545 |
14.2% |
0.076 |
2.0% |
55% |
False |
False |
9,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.202 |
2.618 |
4.077 |
1.618 |
4.000 |
1.000 |
3.952 |
0.618 |
3.923 |
HIGH |
3.875 |
0.618 |
3.846 |
0.500 |
3.837 |
0.382 |
3.827 |
LOW |
3.798 |
0.618 |
3.750 |
1.000 |
3.721 |
1.618 |
3.673 |
2.618 |
3.596 |
4.250 |
3.471 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.840 |
3.838 |
PP |
3.838 |
3.833 |
S1 |
3.837 |
3.829 |
|