NYMEX Natural Gas Future May 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.903 |
3.844 |
-0.059 |
-1.5% |
3.904 |
| High |
3.906 |
3.844 |
-0.062 |
-1.6% |
3.993 |
| Low |
3.862 |
3.772 |
-0.090 |
-2.3% |
3.850 |
| Close |
3.866 |
3.775 |
-0.091 |
-2.4% |
3.932 |
| Range |
0.044 |
0.072 |
0.028 |
63.6% |
0.143 |
| ATR |
0.060 |
0.063 |
0.002 |
4.0% |
0.000 |
| Volume |
3,446 |
2,076 |
-1,370 |
-39.8% |
23,850 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.966 |
3.815 |
|
| R3 |
3.941 |
3.894 |
3.795 |
|
| R2 |
3.869 |
3.869 |
3.788 |
|
| R1 |
3.822 |
3.822 |
3.782 |
3.810 |
| PP |
3.797 |
3.797 |
3.797 |
3.791 |
| S1 |
3.750 |
3.750 |
3.768 |
3.738 |
| S2 |
3.725 |
3.725 |
3.762 |
|
| S3 |
3.653 |
3.678 |
3.755 |
|
| S4 |
3.581 |
3.606 |
3.735 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.354 |
4.286 |
4.011 |
|
| R3 |
4.211 |
4.143 |
3.971 |
|
| R2 |
4.068 |
4.068 |
3.958 |
|
| R1 |
4.000 |
4.000 |
3.945 |
4.034 |
| PP |
3.925 |
3.925 |
3.925 |
3.942 |
| S1 |
3.857 |
3.857 |
3.919 |
3.891 |
| S2 |
3.782 |
3.782 |
3.906 |
|
| S3 |
3.639 |
3.714 |
3.893 |
|
| S4 |
3.496 |
3.571 |
3.853 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.150 |
|
2.618 |
4.032 |
|
1.618 |
3.960 |
|
1.000 |
3.916 |
|
0.618 |
3.888 |
|
HIGH |
3.844 |
|
0.618 |
3.816 |
|
0.500 |
3.808 |
|
0.382 |
3.800 |
|
LOW |
3.772 |
|
0.618 |
3.728 |
|
1.000 |
3.700 |
|
1.618 |
3.656 |
|
2.618 |
3.584 |
|
4.250 |
3.466 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.808 |
3.852 |
| PP |
3.797 |
3.826 |
| S1 |
3.786 |
3.801 |
|