NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.583 |
3.558 |
-0.025 |
-0.7% |
3.601 |
| High |
3.618 |
3.665 |
0.047 |
1.3% |
3.719 |
| Low |
3.525 |
3.537 |
0.012 |
0.3% |
3.517 |
| Close |
3.567 |
3.638 |
0.071 |
2.0% |
3.530 |
| Range |
0.093 |
0.128 |
0.035 |
37.6% |
0.202 |
| ATR |
0.099 |
0.101 |
0.002 |
2.1% |
0.000 |
| Volume |
122,382 |
168,466 |
46,084 |
37.7% |
471,046 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.997 |
3.946 |
3.708 |
|
| R3 |
3.869 |
3.818 |
3.673 |
|
| R2 |
3.741 |
3.741 |
3.661 |
|
| R1 |
3.690 |
3.690 |
3.650 |
3.716 |
| PP |
3.613 |
3.613 |
3.613 |
3.626 |
| S1 |
3.562 |
3.562 |
3.626 |
3.588 |
| S2 |
3.485 |
3.485 |
3.615 |
|
| S3 |
3.357 |
3.434 |
3.603 |
|
| S4 |
3.229 |
3.306 |
3.568 |
|
|
| 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 |
3.665 |
3.517 |
0.148 |
4.1% |
0.096 |
2.6% |
82% |
True |
False |
113,273 |
| 10 |
3.719 |
3.510 |
0.209 |
5.7% |
0.101 |
2.8% |
61% |
False |
False |
120,822 |
| 20 |
3.719 |
3.329 |
0.390 |
10.7% |
0.098 |
2.7% |
79% |
False |
False |
97,988 |
| 40 |
3.844 |
3.154 |
0.690 |
19.0% |
0.099 |
2.7% |
70% |
False |
False |
75,558 |
| 60 |
4.004 |
3.154 |
0.850 |
23.4% |
0.102 |
2.8% |
57% |
False |
False |
59,510 |
| 80 |
4.373 |
3.154 |
1.219 |
33.5% |
0.101 |
2.8% |
40% |
False |
False |
50,751 |
| 100 |
4.525 |
3.154 |
1.371 |
37.7% |
0.104 |
2.9% |
35% |
False |
False |
45,681 |
| 120 |
4.525 |
3.154 |
1.371 |
37.7% |
0.106 |
2.9% |
35% |
False |
False |
43,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.209 |
|
2.618 |
4.000 |
|
1.618 |
3.872 |
|
1.000 |
3.793 |
|
0.618 |
3.744 |
|
HIGH |
3.665 |
|
0.618 |
3.616 |
|
0.500 |
3.601 |
|
0.382 |
3.586 |
|
LOW |
3.537 |
|
0.618 |
3.458 |
|
1.000 |
3.409 |
|
1.618 |
3.330 |
|
2.618 |
3.202 |
|
4.250 |
2.993 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.626 |
3.624 |
| PP |
3.613 |
3.609 |
| S1 |
3.601 |
3.595 |
|