NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.729 |
3.712 |
-0.017 |
-0.5% |
3.687 |
| High |
3.820 |
3.715 |
-0.105 |
-2.7% |
3.820 |
| Low |
3.680 |
3.656 |
-0.024 |
-0.7% |
3.625 |
| Close |
3.720 |
3.687 |
-0.033 |
-0.9% |
3.687 |
| Range |
0.140 |
0.059 |
-0.081 |
-57.9% |
0.195 |
| ATR |
0.100 |
0.098 |
-0.003 |
-2.6% |
0.000 |
| Volume |
177,567 |
74,701 |
-102,866 |
-57.9% |
583,462 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.834 |
3.719 |
|
| R3 |
3.804 |
3.775 |
3.703 |
|
| R2 |
3.745 |
3.745 |
3.698 |
|
| R1 |
3.716 |
3.716 |
3.692 |
3.701 |
| PP |
3.686 |
3.686 |
3.686 |
3.679 |
| S1 |
3.657 |
3.657 |
3.682 |
3.642 |
| S2 |
3.627 |
3.627 |
3.676 |
|
| S3 |
3.568 |
3.598 |
3.671 |
|
| S4 |
3.509 |
3.539 |
3.655 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.296 |
4.186 |
3.794 |
|
| R3 |
4.101 |
3.991 |
3.741 |
|
| R2 |
3.906 |
3.906 |
3.723 |
|
| R1 |
3.796 |
3.796 |
3.705 |
3.785 |
| PP |
3.711 |
3.711 |
3.711 |
3.705 |
| S1 |
3.601 |
3.601 |
3.669 |
3.590 |
| S2 |
3.516 |
3.516 |
3.651 |
|
| S3 |
3.321 |
3.406 |
3.633 |
|
| S4 |
3.126 |
3.211 |
3.580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.820 |
3.625 |
0.195 |
5.3% |
0.092 |
2.5% |
32% |
False |
False |
116,692 |
| 10 |
3.820 |
3.525 |
0.295 |
8.0% |
0.095 |
2.6% |
55% |
False |
False |
116,678 |
| 20 |
3.820 |
3.483 |
0.337 |
9.1% |
0.097 |
2.6% |
61% |
False |
False |
111,416 |
| 40 |
3.820 |
3.154 |
0.666 |
18.1% |
0.095 |
2.6% |
80% |
False |
False |
88,203 |
| 60 |
3.844 |
3.154 |
0.690 |
18.7% |
0.102 |
2.8% |
77% |
False |
False |
68,654 |
| 80 |
4.204 |
3.154 |
1.050 |
28.5% |
0.100 |
2.7% |
51% |
False |
False |
57,687 |
| 100 |
4.525 |
3.154 |
1.371 |
37.2% |
0.103 |
2.8% |
39% |
False |
False |
51,191 |
| 120 |
4.525 |
3.154 |
1.371 |
37.2% |
0.106 |
2.9% |
39% |
False |
False |
47,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.966 |
|
2.618 |
3.869 |
|
1.618 |
3.810 |
|
1.000 |
3.774 |
|
0.618 |
3.751 |
|
HIGH |
3.715 |
|
0.618 |
3.692 |
|
0.500 |
3.686 |
|
0.382 |
3.679 |
|
LOW |
3.656 |
|
0.618 |
3.620 |
|
1.000 |
3.597 |
|
1.618 |
3.561 |
|
2.618 |
3.502 |
|
4.250 |
3.405 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.687 |
3.738 |
| PP |
3.686 |
3.721 |
| S1 |
3.686 |
3.704 |
|