NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.674 |
3.672 |
-0.002 |
-0.1% |
3.550 |
| High |
3.699 |
3.719 |
0.020 |
0.5% |
3.655 |
| Low |
3.640 |
3.562 |
-0.078 |
-2.1% |
3.483 |
| Close |
3.683 |
3.575 |
-0.108 |
-2.9% |
3.581 |
| Range |
0.059 |
0.157 |
0.098 |
166.1% |
0.172 |
| ATR |
0.099 |
0.103 |
0.004 |
4.2% |
0.000 |
| Volume |
111,744 |
150,604 |
38,860 |
34.8% |
509,116 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.090 |
3.989 |
3.661 |
|
| R3 |
3.933 |
3.832 |
3.618 |
|
| R2 |
3.776 |
3.776 |
3.604 |
|
| R1 |
3.675 |
3.675 |
3.589 |
3.647 |
| PP |
3.619 |
3.619 |
3.619 |
3.605 |
| S1 |
3.518 |
3.518 |
3.561 |
3.490 |
| S2 |
3.462 |
3.462 |
3.546 |
|
| S3 |
3.305 |
3.361 |
3.532 |
|
| S4 |
3.148 |
3.204 |
3.489 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.007 |
3.676 |
|
| R3 |
3.917 |
3.835 |
3.628 |
|
| R2 |
3.745 |
3.745 |
3.613 |
|
| R1 |
3.663 |
3.663 |
3.597 |
3.704 |
| PP |
3.573 |
3.573 |
3.573 |
3.594 |
| S1 |
3.491 |
3.491 |
3.565 |
3.532 |
| S2 |
3.401 |
3.401 |
3.549 |
|
| S3 |
3.229 |
3.319 |
3.534 |
|
| S4 |
3.057 |
3.147 |
3.486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.719 |
3.510 |
0.209 |
5.8% |
0.107 |
3.0% |
31% |
True |
False |
128,372 |
| 10 |
3.719 |
3.483 |
0.236 |
6.6% |
0.101 |
2.8% |
39% |
True |
False |
107,023 |
| 20 |
3.719 |
3.154 |
0.565 |
15.8% |
0.103 |
2.9% |
75% |
True |
False |
95,591 |
| 40 |
3.844 |
3.154 |
0.690 |
19.3% |
0.100 |
2.8% |
61% |
False |
False |
65,291 |
| 60 |
4.004 |
3.154 |
0.850 |
23.8% |
0.103 |
2.9% |
50% |
False |
False |
52,334 |
| 80 |
4.373 |
3.154 |
1.219 |
34.1% |
0.102 |
2.8% |
35% |
False |
False |
45,343 |
| 100 |
4.525 |
3.154 |
1.371 |
38.3% |
0.105 |
3.0% |
31% |
False |
False |
41,544 |
| 120 |
4.525 |
3.154 |
1.371 |
38.3% |
0.106 |
3.0% |
31% |
False |
False |
40,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.386 |
|
2.618 |
4.130 |
|
1.618 |
3.973 |
|
1.000 |
3.876 |
|
0.618 |
3.816 |
|
HIGH |
3.719 |
|
0.618 |
3.659 |
|
0.500 |
3.641 |
|
0.382 |
3.622 |
|
LOW |
3.562 |
|
0.618 |
3.465 |
|
1.000 |
3.405 |
|
1.618 |
3.308 |
|
2.618 |
3.151 |
|
4.250 |
2.895 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.641 |
3.641 |
| PP |
3.619 |
3.619 |
| S1 |
3.597 |
3.597 |
|