NYMEX Natural Gas Future May 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 |
3.775 |
3.798 |
0.023 |
0.6% |
3.903 |
| High |
3.830 |
3.841 |
0.011 |
0.3% |
3.906 |
| Low |
3.718 |
3.786 |
0.068 |
1.8% |
3.718 |
| Close |
3.816 |
3.830 |
0.014 |
0.4% |
3.830 |
| Range |
0.112 |
0.055 |
-0.057 |
-50.9% |
0.188 |
| ATR |
0.064 |
0.064 |
-0.001 |
-1.0% |
0.000 |
| Volume |
1,848 |
2,774 |
926 |
50.1% |
12,875 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.984 |
3.962 |
3.860 |
|
| R3 |
3.929 |
3.907 |
3.845 |
|
| R2 |
3.874 |
3.874 |
3.840 |
|
| R1 |
3.852 |
3.852 |
3.835 |
3.863 |
| PP |
3.819 |
3.819 |
3.819 |
3.825 |
| S1 |
3.797 |
3.797 |
3.825 |
3.808 |
| S2 |
3.764 |
3.764 |
3.820 |
|
| S3 |
3.709 |
3.742 |
3.815 |
|
| S4 |
3.654 |
3.687 |
3.800 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.382 |
4.294 |
3.933 |
|
| R3 |
4.194 |
4.106 |
3.882 |
|
| R2 |
4.006 |
4.006 |
3.864 |
|
| R1 |
3.918 |
3.918 |
3.847 |
3.868 |
| PP |
3.818 |
3.818 |
3.818 |
3.793 |
| S1 |
3.730 |
3.730 |
3.813 |
3.680 |
| S2 |
3.630 |
3.630 |
3.796 |
|
| S3 |
3.442 |
3.542 |
3.778 |
|
| S4 |
3.254 |
3.354 |
3.727 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.075 |
|
2.618 |
3.985 |
|
1.618 |
3.930 |
|
1.000 |
3.896 |
|
0.618 |
3.875 |
|
HIGH |
3.841 |
|
0.618 |
3.820 |
|
0.500 |
3.814 |
|
0.382 |
3.807 |
|
LOW |
3.786 |
|
0.618 |
3.752 |
|
1.000 |
3.731 |
|
1.618 |
3.697 |
|
2.618 |
3.642 |
|
4.250 |
3.552 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.825 |
3.813 |
| PP |
3.819 |
3.796 |
| S1 |
3.814 |
3.780 |
|