NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.609 |
3.583 |
-0.026 |
-0.7% |
3.601 |
| High |
3.629 |
3.618 |
-0.011 |
-0.3% |
3.719 |
| Low |
3.540 |
3.525 |
-0.015 |
-0.4% |
3.517 |
| Close |
3.584 |
3.567 |
-0.017 |
-0.5% |
3.530 |
| Range |
0.089 |
0.093 |
0.004 |
4.5% |
0.202 |
| ATR |
0.100 |
0.099 |
0.000 |
-0.5% |
0.000 |
| Volume |
101,890 |
122,382 |
20,492 |
20.1% |
471,046 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.801 |
3.618 |
|
| R3 |
3.756 |
3.708 |
3.593 |
|
| R2 |
3.663 |
3.663 |
3.584 |
|
| R1 |
3.615 |
3.615 |
3.576 |
3.593 |
| PP |
3.570 |
3.570 |
3.570 |
3.559 |
| S1 |
3.522 |
3.522 |
3.558 |
3.500 |
| S2 |
3.477 |
3.477 |
3.550 |
|
| S3 |
3.384 |
3.429 |
3.541 |
|
| S4 |
3.291 |
3.336 |
3.516 |
|
|
| 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 |
5.7% |
0.101 |
2.8% |
25% |
False |
False |
109,700 |
| 10 |
3.719 |
3.510 |
0.209 |
5.9% |
0.100 |
2.8% |
27% |
False |
False |
113,778 |
| 20 |
3.719 |
3.311 |
0.408 |
11.4% |
0.096 |
2.7% |
63% |
False |
False |
94,427 |
| 40 |
3.844 |
3.154 |
0.690 |
19.3% |
0.097 |
2.7% |
60% |
False |
False |
72,196 |
| 60 |
4.004 |
3.154 |
0.850 |
23.8% |
0.101 |
2.8% |
49% |
False |
False |
57,236 |
| 80 |
4.373 |
3.154 |
1.219 |
34.2% |
0.101 |
2.8% |
34% |
False |
False |
49,023 |
| 100 |
4.525 |
3.154 |
1.371 |
38.4% |
0.104 |
2.9% |
30% |
False |
False |
44,245 |
| 120 |
4.525 |
3.154 |
1.371 |
38.4% |
0.106 |
3.0% |
30% |
False |
False |
42,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.013 |
|
2.618 |
3.861 |
|
1.618 |
3.768 |
|
1.000 |
3.711 |
|
0.618 |
3.675 |
|
HIGH |
3.618 |
|
0.618 |
3.582 |
|
0.500 |
3.572 |
|
0.382 |
3.561 |
|
LOW |
3.525 |
|
0.618 |
3.468 |
|
1.000 |
3.432 |
|
1.618 |
3.375 |
|
2.618 |
3.282 |
|
4.250 |
3.130 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.572 |
3.577 |
| PP |
3.570 |
3.574 |
| S1 |
3.569 |
3.570 |
|