NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.760 |
3.669 |
-0.091 |
-2.4% |
3.718 |
| High |
3.801 |
3.687 |
-0.114 |
-3.0% |
3.801 |
| Low |
3.655 |
3.605 |
-0.050 |
-1.4% |
3.605 |
| Close |
3.666 |
3.617 |
-0.049 |
-1.3% |
3.617 |
| Range |
0.146 |
0.082 |
-0.064 |
-43.8% |
0.196 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.1% |
0.000 |
| Volume |
60,410 |
60,633 |
223 |
0.4% |
222,242 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.882 |
3.832 |
3.662 |
|
| R3 |
3.800 |
3.750 |
3.640 |
|
| R2 |
3.718 |
3.718 |
3.632 |
|
| R1 |
3.668 |
3.668 |
3.625 |
3.652 |
| PP |
3.636 |
3.636 |
3.636 |
3.629 |
| S1 |
3.586 |
3.586 |
3.609 |
3.570 |
| S2 |
3.554 |
3.554 |
3.602 |
|
| S3 |
3.472 |
3.504 |
3.594 |
|
| S4 |
3.390 |
3.422 |
3.572 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.262 |
4.136 |
3.725 |
|
| R3 |
4.066 |
3.940 |
3.671 |
|
| R2 |
3.870 |
3.870 |
3.653 |
|
| R1 |
3.744 |
3.744 |
3.635 |
3.709 |
| PP |
3.674 |
3.674 |
3.674 |
3.657 |
| S1 |
3.548 |
3.548 |
3.599 |
3.513 |
| S2 |
3.478 |
3.478 |
3.581 |
|
| S3 |
3.282 |
3.352 |
3.563 |
|
| S4 |
3.086 |
3.156 |
3.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.801 |
3.605 |
0.196 |
5.4% |
0.090 |
2.5% |
6% |
False |
True |
54,574 |
| 10 |
3.801 |
3.600 |
0.201 |
5.6% |
0.094 |
2.6% |
8% |
False |
False |
41,612 |
| 20 |
3.801 |
3.376 |
0.425 |
11.8% |
0.092 |
2.5% |
57% |
False |
False |
55,679 |
| 40 |
3.910 |
3.281 |
0.629 |
17.4% |
0.092 |
2.6% |
53% |
False |
False |
38,535 |
| 60 |
4.070 |
3.281 |
0.789 |
21.8% |
0.094 |
2.6% |
43% |
False |
False |
30,111 |
| 80 |
4.442 |
3.281 |
1.161 |
32.1% |
0.094 |
2.6% |
29% |
False |
False |
24,977 |
| 100 |
4.594 |
3.281 |
1.313 |
36.3% |
0.097 |
2.7% |
26% |
False |
False |
21,911 |
| 120 |
4.594 |
3.281 |
1.313 |
36.3% |
0.097 |
2.7% |
26% |
False |
False |
19,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.036 |
|
2.618 |
3.902 |
|
1.618 |
3.820 |
|
1.000 |
3.769 |
|
0.618 |
3.738 |
|
HIGH |
3.687 |
|
0.618 |
3.656 |
|
0.500 |
3.646 |
|
0.382 |
3.636 |
|
LOW |
3.605 |
|
0.618 |
3.554 |
|
1.000 |
3.523 |
|
1.618 |
3.472 |
|
2.618 |
3.390 |
|
4.250 |
3.257 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.646 |
3.703 |
| PP |
3.636 |
3.674 |
| S1 |
3.627 |
3.646 |
|