NYMEX Natural Gas Future December 2013
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 |
3.760 |
3.694 |
-0.066 |
-1.8% |
3.923 |
High |
3.798 |
3.725 |
-0.073 |
-1.9% |
3.923 |
Low |
3.692 |
3.648 |
-0.044 |
-1.2% |
3.629 |
Close |
3.702 |
3.664 |
-0.038 |
-1.0% |
3.769 |
Range |
0.106 |
0.077 |
-0.029 |
-27.4% |
0.294 |
ATR |
0.092 |
0.091 |
-0.001 |
-1.1% |
0.000 |
Volume |
41,575 |
47,555 |
5,980 |
14.4% |
144,434 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.910 |
3.864 |
3.706 |
|
R3 |
3.833 |
3.787 |
3.685 |
|
R2 |
3.756 |
3.756 |
3.678 |
|
R1 |
3.710 |
3.710 |
3.671 |
3.695 |
PP |
3.679 |
3.679 |
3.679 |
3.671 |
S1 |
3.633 |
3.633 |
3.657 |
3.618 |
S2 |
3.602 |
3.602 |
3.650 |
|
S3 |
3.525 |
3.556 |
3.643 |
|
S4 |
3.448 |
3.479 |
3.622 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.656 |
4.506 |
3.931 |
|
R3 |
4.362 |
4.212 |
3.850 |
|
R2 |
4.068 |
4.068 |
3.823 |
|
R1 |
3.918 |
3.918 |
3.796 |
3.846 |
PP |
3.774 |
3.774 |
3.774 |
3.738 |
S1 |
3.624 |
3.624 |
3.742 |
3.552 |
S2 |
3.480 |
3.480 |
3.715 |
|
S3 |
3.186 |
3.330 |
3.688 |
|
S4 |
2.892 |
3.036 |
3.607 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.805 |
3.648 |
0.157 |
4.3% |
0.086 |
2.4% |
10% |
False |
True |
42,446 |
10 |
3.953 |
3.629 |
0.324 |
8.8% |
0.089 |
2.4% |
11% |
False |
False |
34,530 |
20 |
4.041 |
3.629 |
0.412 |
11.2% |
0.089 |
2.4% |
8% |
False |
False |
29,318 |
40 |
4.041 |
3.469 |
0.572 |
15.6% |
0.088 |
2.4% |
34% |
False |
False |
24,706 |
60 |
4.061 |
3.469 |
0.592 |
16.2% |
0.087 |
2.4% |
33% |
False |
False |
20,006 |
80 |
4.215 |
3.469 |
0.746 |
20.4% |
0.089 |
2.4% |
26% |
False |
False |
17,217 |
100 |
4.583 |
3.469 |
1.114 |
30.4% |
0.089 |
2.4% |
18% |
False |
False |
14,964 |
120 |
4.744 |
3.469 |
1.275 |
34.8% |
0.092 |
2.5% |
15% |
False |
False |
13,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.052 |
2.618 |
3.927 |
1.618 |
3.850 |
1.000 |
3.802 |
0.618 |
3.773 |
HIGH |
3.725 |
0.618 |
3.696 |
0.500 |
3.687 |
0.382 |
3.677 |
LOW |
3.648 |
0.618 |
3.600 |
1.000 |
3.571 |
1.618 |
3.523 |
2.618 |
3.446 |
4.250 |
3.321 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.687 |
3.727 |
PP |
3.679 |
3.706 |
S1 |
3.672 |
3.685 |
|