NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.509 |
3.507 |
-0.002 |
-0.1% |
3.687 |
| High |
3.546 |
3.515 |
-0.031 |
-0.9% |
3.820 |
| Low |
3.490 |
3.402 |
-0.088 |
-2.5% |
3.625 |
| Close |
3.493 |
3.498 |
0.005 |
0.1% |
3.687 |
| Range |
0.056 |
0.113 |
0.057 |
101.8% |
0.195 |
| ATR |
0.097 |
0.098 |
0.001 |
1.2% |
0.000 |
| Volume |
62,869 |
12,254 |
-50,615 |
-80.5% |
583,462 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.811 |
3.767 |
3.560 |
|
| R3 |
3.698 |
3.654 |
3.529 |
|
| R2 |
3.585 |
3.585 |
3.519 |
|
| R1 |
3.541 |
3.541 |
3.508 |
3.507 |
| PP |
3.472 |
3.472 |
3.472 |
3.454 |
| S1 |
3.428 |
3.428 |
3.488 |
3.394 |
| S2 |
3.359 |
3.359 |
3.477 |
|
| S3 |
3.246 |
3.315 |
3.467 |
|
| S4 |
3.133 |
3.202 |
3.436 |
|
|
| 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 |
3.715 |
3.402 |
0.313 |
8.9% |
0.089 |
2.6% |
31% |
False |
True |
57,658 |
| 10 |
3.820 |
3.402 |
0.418 |
11.9% |
0.094 |
2.7% |
23% |
False |
True |
89,849 |
| 20 |
3.820 |
3.402 |
0.418 |
11.9% |
0.097 |
2.8% |
23% |
False |
True |
105,336 |
| 40 |
3.820 |
3.154 |
0.666 |
19.0% |
0.097 |
2.8% |
52% |
False |
False |
89,085 |
| 60 |
3.844 |
3.154 |
0.690 |
19.7% |
0.101 |
2.9% |
50% |
False |
False |
70,111 |
| 80 |
4.044 |
3.154 |
0.890 |
25.4% |
0.100 |
2.9% |
39% |
False |
False |
59,184 |
| 100 |
4.373 |
3.154 |
1.219 |
34.8% |
0.100 |
2.9% |
28% |
False |
False |
52,186 |
| 120 |
4.525 |
3.154 |
1.371 |
39.2% |
0.105 |
3.0% |
25% |
False |
False |
48,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.995 |
|
2.618 |
3.811 |
|
1.618 |
3.698 |
|
1.000 |
3.628 |
|
0.618 |
3.585 |
|
HIGH |
3.515 |
|
0.618 |
3.472 |
|
0.500 |
3.459 |
|
0.382 |
3.445 |
|
LOW |
3.402 |
|
0.618 |
3.332 |
|
1.000 |
3.289 |
|
1.618 |
3.219 |
|
2.618 |
3.106 |
|
4.250 |
2.922 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.485 |
3.510 |
| PP |
3.472 |
3.506 |
| S1 |
3.459 |
3.502 |
|