NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.683 |
3.660 |
-0.023 |
-0.6% |
3.718 |
| High |
3.701 |
3.692 |
-0.009 |
-0.2% |
3.801 |
| Low |
3.616 |
3.603 |
-0.013 |
-0.4% |
3.605 |
| Close |
3.662 |
3.643 |
-0.019 |
-0.5% |
3.617 |
| Range |
0.085 |
0.089 |
0.004 |
4.7% |
0.196 |
| ATR |
0.094 |
0.094 |
0.000 |
-0.4% |
0.000 |
| Volume |
47,982 |
60,231 |
12,249 |
25.5% |
222,242 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.867 |
3.692 |
|
| R3 |
3.824 |
3.778 |
3.667 |
|
| R2 |
3.735 |
3.735 |
3.659 |
|
| R1 |
3.689 |
3.689 |
3.651 |
3.668 |
| PP |
3.646 |
3.646 |
3.646 |
3.635 |
| S1 |
3.600 |
3.600 |
3.635 |
3.579 |
| S2 |
3.557 |
3.557 |
3.627 |
|
| S3 |
3.468 |
3.511 |
3.619 |
|
| S4 |
3.379 |
3.422 |
3.594 |
|
|
| 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 |
3.603 |
0.198 |
5.4% |
0.096 |
2.6% |
20% |
False |
True |
54,202 |
| 10 |
3.801 |
3.603 |
0.198 |
5.4% |
0.095 |
2.6% |
20% |
False |
True |
48,238 |
| 20 |
3.801 |
3.433 |
0.368 |
10.1% |
0.091 |
2.5% |
57% |
False |
False |
47,409 |
| 40 |
3.910 |
3.281 |
0.629 |
17.3% |
0.091 |
2.5% |
58% |
False |
False |
41,216 |
| 60 |
4.070 |
3.281 |
0.789 |
21.7% |
0.093 |
2.6% |
46% |
False |
False |
31,880 |
| 80 |
4.442 |
3.281 |
1.161 |
31.9% |
0.092 |
2.5% |
31% |
False |
False |
26,507 |
| 100 |
4.594 |
3.281 |
1.313 |
36.0% |
0.096 |
2.6% |
28% |
False |
False |
23,095 |
| 120 |
4.594 |
3.281 |
1.313 |
36.0% |
0.097 |
2.7% |
28% |
False |
False |
20,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.070 |
|
2.618 |
3.925 |
|
1.618 |
3.836 |
|
1.000 |
3.781 |
|
0.618 |
3.747 |
|
HIGH |
3.692 |
|
0.618 |
3.658 |
|
0.500 |
3.648 |
|
0.382 |
3.637 |
|
LOW |
3.603 |
|
0.618 |
3.548 |
|
1.000 |
3.514 |
|
1.618 |
3.459 |
|
2.618 |
3.370 |
|
4.250 |
3.225 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.652 |
| PP |
3.646 |
3.649 |
| S1 |
3.645 |
3.646 |
|