NYMEX Natural Gas Future November 2013
| 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 |
3.553 |
3.581 |
0.028 |
0.8% |
3.755 |
| High |
3.587 |
3.608 |
0.021 |
0.6% |
3.755 |
| Low |
3.450 |
3.521 |
0.071 |
2.1% |
3.450 |
| Close |
3.567 |
3.589 |
0.022 |
0.6% |
3.589 |
| Range |
0.137 |
0.087 |
-0.050 |
-36.5% |
0.305 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.8% |
0.000 |
| Volume |
210,626 |
90,540 |
-120,086 |
-57.0% |
595,482 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.834 |
3.798 |
3.637 |
|
| R3 |
3.747 |
3.711 |
3.613 |
|
| R2 |
3.660 |
3.660 |
3.605 |
|
| R1 |
3.624 |
3.624 |
3.597 |
3.642 |
| PP |
3.573 |
3.573 |
3.573 |
3.582 |
| S1 |
3.537 |
3.537 |
3.581 |
3.555 |
| S2 |
3.486 |
3.486 |
3.573 |
|
| S3 |
3.399 |
3.450 |
3.565 |
|
| S4 |
3.312 |
3.363 |
3.541 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.513 |
4.356 |
3.757 |
|
| R3 |
4.208 |
4.051 |
3.673 |
|
| R2 |
3.903 |
3.903 |
3.645 |
|
| R1 |
3.746 |
3.746 |
3.617 |
3.672 |
| PP |
3.598 |
3.598 |
3.598 |
3.561 |
| S1 |
3.441 |
3.441 |
3.561 |
3.367 |
| S2 |
3.293 |
3.293 |
3.533 |
|
| S3 |
2.988 |
3.136 |
3.505 |
|
| S4 |
2.683 |
2.831 |
3.421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.755 |
3.450 |
0.305 |
8.5% |
0.101 |
2.8% |
46% |
False |
False |
119,096 |
| 10 |
3.892 |
3.450 |
0.442 |
12.3% |
0.097 |
2.7% |
31% |
False |
False |
98,087 |
| 20 |
3.892 |
3.450 |
0.442 |
12.3% |
0.094 |
2.6% |
31% |
False |
False |
77,843 |
| 40 |
3.892 |
3.281 |
0.611 |
17.0% |
0.092 |
2.6% |
50% |
False |
False |
64,343 |
| 60 |
3.910 |
3.281 |
0.629 |
17.5% |
0.095 |
2.6% |
49% |
False |
False |
48,168 |
| 80 |
4.072 |
3.281 |
0.791 |
22.0% |
0.094 |
2.6% |
39% |
False |
False |
39,485 |
| 100 |
4.442 |
3.281 |
1.161 |
32.3% |
0.094 |
2.6% |
27% |
False |
False |
33,383 |
| 120 |
4.594 |
3.281 |
1.313 |
36.6% |
0.097 |
2.7% |
23% |
False |
False |
29,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.978 |
|
2.618 |
3.836 |
|
1.618 |
3.749 |
|
1.000 |
3.695 |
|
0.618 |
3.662 |
|
HIGH |
3.608 |
|
0.618 |
3.575 |
|
0.500 |
3.565 |
|
0.382 |
3.554 |
|
LOW |
3.521 |
|
0.618 |
3.467 |
|
1.000 |
3.434 |
|
1.618 |
3.380 |
|
2.618 |
3.293 |
|
4.250 |
3.151 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.581 |
3.569 |
| PP |
3.573 |
3.549 |
| S1 |
3.565 |
3.529 |
|