NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.687 |
3.741 |
0.054 |
1.5% |
3.534 |
| High |
3.749 |
3.776 |
0.027 |
0.7% |
3.689 |
| Low |
3.625 |
3.720 |
0.095 |
2.6% |
3.525 |
| Close |
3.738 |
3.745 |
0.007 |
0.2% |
3.677 |
| Range |
0.124 |
0.056 |
-0.068 |
-54.8% |
0.164 |
| ATR |
0.102 |
0.099 |
-0.003 |
-3.2% |
0.000 |
| Volume |
116,100 |
116,541 |
441 |
0.4% |
583,320 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.915 |
3.886 |
3.776 |
|
| R3 |
3.859 |
3.830 |
3.760 |
|
| R2 |
3.803 |
3.803 |
3.755 |
|
| R1 |
3.774 |
3.774 |
3.750 |
3.789 |
| PP |
3.747 |
3.747 |
3.747 |
3.754 |
| S1 |
3.718 |
3.718 |
3.740 |
3.733 |
| S2 |
3.691 |
3.691 |
3.735 |
|
| S3 |
3.635 |
3.662 |
3.730 |
|
| S4 |
3.579 |
3.606 |
3.714 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.064 |
3.767 |
|
| R3 |
3.958 |
3.900 |
3.722 |
|
| R2 |
3.794 |
3.794 |
3.707 |
|
| R1 |
3.736 |
3.736 |
3.692 |
3.765 |
| PP |
3.630 |
3.630 |
3.630 |
3.645 |
| S1 |
3.572 |
3.572 |
3.662 |
3.601 |
| S2 |
3.466 |
3.466 |
3.647 |
|
| S3 |
3.302 |
3.408 |
3.632 |
|
| S4 |
3.138 |
3.244 |
3.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.776 |
3.525 |
0.251 |
6.7% |
0.097 |
2.6% |
88% |
True |
False |
124,987 |
| 10 |
3.776 |
3.517 |
0.259 |
6.9% |
0.096 |
2.6% |
88% |
True |
False |
116,280 |
| 20 |
3.776 |
3.418 |
0.358 |
9.6% |
0.096 |
2.6% |
91% |
True |
False |
105,044 |
| 40 |
3.796 |
3.154 |
0.642 |
17.1% |
0.096 |
2.6% |
92% |
False |
False |
81,254 |
| 60 |
3.849 |
3.154 |
0.695 |
18.6% |
0.101 |
2.7% |
85% |
False |
False |
64,052 |
| 80 |
4.373 |
3.154 |
1.219 |
32.6% |
0.101 |
2.7% |
48% |
False |
False |
54,198 |
| 100 |
4.525 |
3.154 |
1.371 |
36.6% |
0.104 |
2.8% |
43% |
False |
False |
48,423 |
| 120 |
4.525 |
3.154 |
1.371 |
36.6% |
0.106 |
2.8% |
43% |
False |
False |
45,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.014 |
|
2.618 |
3.923 |
|
1.618 |
3.867 |
|
1.000 |
3.832 |
|
0.618 |
3.811 |
|
HIGH |
3.776 |
|
0.618 |
3.755 |
|
0.500 |
3.748 |
|
0.382 |
3.741 |
|
LOW |
3.720 |
|
0.618 |
3.685 |
|
1.000 |
3.664 |
|
1.618 |
3.629 |
|
2.618 |
3.573 |
|
4.250 |
3.482 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.748 |
3.727 |
| PP |
3.747 |
3.708 |
| S1 |
3.746 |
3.690 |
|