NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.837 |
3.781 |
-0.056 |
-1.5% |
3.973 |
High |
3.870 |
3.795 |
-0.075 |
-1.9% |
3.973 |
Low |
3.777 |
3.740 |
-0.037 |
-1.0% |
3.720 |
Close |
3.784 |
3.753 |
-0.031 |
-0.8% |
3.852 |
Range |
0.093 |
0.055 |
-0.038 |
-40.9% |
0.253 |
ATR |
0.082 |
0.080 |
-0.002 |
-2.3% |
0.000 |
Volume |
12,095 |
10,193 |
-1,902 |
-15.7% |
64,112 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.928 |
3.895 |
3.783 |
|
R3 |
3.873 |
3.840 |
3.768 |
|
R2 |
3.818 |
3.818 |
3.763 |
|
R1 |
3.785 |
3.785 |
3.758 |
3.774 |
PP |
3.763 |
3.763 |
3.763 |
3.757 |
S1 |
3.730 |
3.730 |
3.748 |
3.719 |
S2 |
3.708 |
3.708 |
3.743 |
|
S3 |
3.653 |
3.675 |
3.738 |
|
S4 |
3.598 |
3.620 |
3.723 |
|
|
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 |
3.740 |
0.135 |
3.6% |
0.072 |
1.9% |
10% |
False |
True |
13,081 |
10 |
3.994 |
3.720 |
0.274 |
7.3% |
0.077 |
2.1% |
12% |
False |
False |
13,072 |
20 |
4.070 |
3.720 |
0.350 |
9.3% |
0.078 |
2.1% |
9% |
False |
False |
13,026 |
40 |
4.070 |
3.540 |
0.530 |
14.1% |
0.077 |
2.1% |
40% |
False |
False |
11,138 |
60 |
4.085 |
3.540 |
0.545 |
14.5% |
0.075 |
2.0% |
39% |
False |
False |
9,968 |
80 |
4.232 |
3.540 |
0.692 |
18.4% |
0.076 |
2.0% |
31% |
False |
False |
9,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.029 |
2.618 |
3.939 |
1.618 |
3.884 |
1.000 |
3.850 |
0.618 |
3.829 |
HIGH |
3.795 |
0.618 |
3.774 |
0.500 |
3.768 |
0.382 |
3.761 |
LOW |
3.740 |
0.618 |
3.706 |
1.000 |
3.685 |
1.618 |
3.651 |
2.618 |
3.596 |
4.250 |
3.506 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.768 |
3.808 |
PP |
3.763 |
3.789 |
S1 |
3.758 |
3.771 |
|