NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.534 |
3.609 |
0.075 |
2.1% |
3.601 |
| High |
3.621 |
3.629 |
0.008 |
0.2% |
3.719 |
| Low |
3.531 |
3.540 |
0.009 |
0.3% |
3.517 |
| Close |
3.605 |
3.584 |
-0.021 |
-0.6% |
3.530 |
| Range |
0.090 |
0.089 |
-0.001 |
-1.1% |
0.202 |
| ATR |
0.100 |
0.100 |
-0.001 |
-0.8% |
0.000 |
| Volume |
89,136 |
101,890 |
12,754 |
14.3% |
471,046 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.807 |
3.633 |
|
| R3 |
3.762 |
3.718 |
3.608 |
|
| R2 |
3.673 |
3.673 |
3.600 |
|
| R1 |
3.629 |
3.629 |
3.592 |
3.607 |
| PP |
3.584 |
3.584 |
3.584 |
3.573 |
| S1 |
3.540 |
3.540 |
3.576 |
3.518 |
| S2 |
3.495 |
3.495 |
3.568 |
|
| S3 |
3.406 |
3.451 |
3.560 |
|
| S4 |
3.317 |
3.362 |
3.535 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.064 |
3.641 |
|
| R3 |
3.993 |
3.862 |
3.586 |
|
| R2 |
3.791 |
3.791 |
3.567 |
|
| R1 |
3.660 |
3.660 |
3.549 |
3.625 |
| PP |
3.589 |
3.589 |
3.589 |
3.571 |
| S1 |
3.458 |
3.458 |
3.511 |
3.423 |
| S2 |
3.387 |
3.387 |
3.493 |
|
| S3 |
3.185 |
3.256 |
3.474 |
|
| S4 |
2.983 |
3.054 |
3.419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.719 |
3.517 |
0.202 |
5.6% |
0.095 |
2.6% |
33% |
False |
False |
107,573 |
| 10 |
3.719 |
3.483 |
0.236 |
6.6% |
0.101 |
2.8% |
43% |
False |
False |
110,990 |
| 20 |
3.719 |
3.288 |
0.431 |
12.0% |
0.095 |
2.7% |
69% |
False |
False |
94,502 |
| 40 |
3.844 |
3.154 |
0.690 |
19.3% |
0.098 |
2.7% |
62% |
False |
False |
69,905 |
| 60 |
4.004 |
3.154 |
0.850 |
23.7% |
0.102 |
2.9% |
51% |
False |
False |
55,477 |
| 80 |
4.373 |
3.154 |
1.219 |
34.0% |
0.101 |
2.8% |
35% |
False |
False |
47,892 |
| 100 |
4.525 |
3.154 |
1.371 |
38.3% |
0.104 |
2.9% |
31% |
False |
False |
43,542 |
| 120 |
4.525 |
3.154 |
1.371 |
38.3% |
0.106 |
3.0% |
31% |
False |
False |
41,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.007 |
|
2.618 |
3.862 |
|
1.618 |
3.773 |
|
1.000 |
3.718 |
|
0.618 |
3.684 |
|
HIGH |
3.629 |
|
0.618 |
3.595 |
|
0.500 |
3.585 |
|
0.382 |
3.574 |
|
LOW |
3.540 |
|
0.618 |
3.485 |
|
1.000 |
3.451 |
|
1.618 |
3.396 |
|
2.618 |
3.307 |
|
4.250 |
3.162 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.585 |
3.580 |
| PP |
3.584 |
3.577 |
| S1 |
3.584 |
3.573 |
|