NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.635 |
3.711 |
0.076 |
2.1% |
3.617 |
| High |
3.734 |
3.766 |
0.032 |
0.9% |
3.766 |
| Low |
3.615 |
3.680 |
0.065 |
1.8% |
3.603 |
| Close |
3.712 |
3.755 |
0.043 |
1.2% |
3.755 |
| Range |
0.119 |
0.086 |
-0.033 |
-27.7% |
0.163 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.7% |
0.000 |
| Volume |
99,151 |
54,009 |
-45,142 |
-45.5% |
303,127 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.992 |
3.959 |
3.802 |
|
| R3 |
3.906 |
3.873 |
3.779 |
|
| R2 |
3.820 |
3.820 |
3.771 |
|
| R1 |
3.787 |
3.787 |
3.763 |
3.804 |
| PP |
3.734 |
3.734 |
3.734 |
3.742 |
| S1 |
3.701 |
3.701 |
3.747 |
3.718 |
| S2 |
3.648 |
3.648 |
3.739 |
|
| S3 |
3.562 |
3.615 |
3.731 |
|
| S4 |
3.476 |
3.529 |
3.708 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.139 |
3.845 |
|
| R3 |
4.034 |
3.976 |
3.800 |
|
| R2 |
3.871 |
3.871 |
3.785 |
|
| R1 |
3.813 |
3.813 |
3.770 |
3.842 |
| PP |
3.708 |
3.708 |
3.708 |
3.723 |
| S1 |
3.650 |
3.650 |
3.740 |
3.679 |
| S2 |
3.545 |
3.545 |
3.725 |
|
| S3 |
3.382 |
3.487 |
3.710 |
|
| S4 |
3.219 |
3.324 |
3.665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.766 |
3.603 |
0.163 |
4.3% |
0.091 |
2.4% |
93% |
True |
False |
60,625 |
| 10 |
3.801 |
3.603 |
0.198 |
5.3% |
0.090 |
2.4% |
77% |
False |
False |
57,599 |
| 20 |
3.801 |
3.506 |
0.295 |
7.9% |
0.092 |
2.4% |
84% |
False |
False |
45,810 |
| 40 |
3.885 |
3.281 |
0.604 |
16.1% |
0.089 |
2.4% |
78% |
False |
False |
44,464 |
| 60 |
4.019 |
3.281 |
0.738 |
19.7% |
0.094 |
2.5% |
64% |
False |
False |
34,033 |
| 80 |
4.442 |
3.281 |
1.161 |
30.9% |
0.093 |
2.5% |
41% |
False |
False |
28,215 |
| 100 |
4.594 |
3.281 |
1.313 |
35.0% |
0.096 |
2.6% |
36% |
False |
False |
24,467 |
| 120 |
4.594 |
3.281 |
1.313 |
35.0% |
0.097 |
2.6% |
36% |
False |
False |
21,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.132 |
|
2.618 |
3.991 |
|
1.618 |
3.905 |
|
1.000 |
3.852 |
|
0.618 |
3.819 |
|
HIGH |
3.766 |
|
0.618 |
3.733 |
|
0.500 |
3.723 |
|
0.382 |
3.713 |
|
LOW |
3.680 |
|
0.618 |
3.627 |
|
1.000 |
3.594 |
|
1.618 |
3.541 |
|
2.618 |
3.455 |
|
4.250 |
3.315 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.744 |
3.732 |
| PP |
3.734 |
3.708 |
| S1 |
3.723 |
3.685 |
|