NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.711 |
3.759 |
0.048 |
1.3% |
3.617 |
| High |
3.766 |
3.825 |
0.059 |
1.6% |
3.766 |
| Low |
3.680 |
3.700 |
0.020 |
0.5% |
3.603 |
| Close |
3.755 |
3.814 |
0.059 |
1.6% |
3.755 |
| Range |
0.086 |
0.125 |
0.039 |
45.3% |
0.163 |
| ATR |
0.095 |
0.097 |
0.002 |
2.3% |
0.000 |
| Volume |
54,009 |
65,551 |
11,542 |
21.4% |
303,127 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.155 |
4.109 |
3.883 |
|
| R3 |
4.030 |
3.984 |
3.848 |
|
| R2 |
3.905 |
3.905 |
3.837 |
|
| R1 |
3.859 |
3.859 |
3.825 |
3.882 |
| PP |
3.780 |
3.780 |
3.780 |
3.791 |
| S1 |
3.734 |
3.734 |
3.803 |
3.757 |
| S2 |
3.655 |
3.655 |
3.791 |
|
| S3 |
3.530 |
3.609 |
3.780 |
|
| S4 |
3.405 |
3.484 |
3.745 |
|
|
| 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 |
3.825 |
3.603 |
0.222 |
5.8% |
0.101 |
2.6% |
95% |
True |
False |
65,384 |
| 10 |
3.825 |
3.603 |
0.222 |
5.8% |
0.094 |
2.5% |
95% |
True |
False |
59,092 |
| 20 |
3.825 |
3.521 |
0.304 |
8.0% |
0.095 |
2.5% |
96% |
True |
False |
46,812 |
| 40 |
3.864 |
3.281 |
0.583 |
15.3% |
0.091 |
2.4% |
91% |
False |
False |
45,503 |
| 60 |
3.976 |
3.281 |
0.695 |
18.2% |
0.095 |
2.5% |
77% |
False |
False |
35,025 |
| 80 |
4.442 |
3.281 |
1.161 |
30.4% |
0.094 |
2.5% |
46% |
False |
False |
28,970 |
| 100 |
4.594 |
3.281 |
1.313 |
34.4% |
0.097 |
2.5% |
41% |
False |
False |
25,061 |
| 120 |
4.594 |
3.281 |
1.313 |
34.4% |
0.097 |
2.5% |
41% |
False |
False |
22,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.356 |
|
2.618 |
4.152 |
|
1.618 |
4.027 |
|
1.000 |
3.950 |
|
0.618 |
3.902 |
|
HIGH |
3.825 |
|
0.618 |
3.777 |
|
0.500 |
3.763 |
|
0.382 |
3.748 |
|
LOW |
3.700 |
|
0.618 |
3.623 |
|
1.000 |
3.575 |
|
1.618 |
3.498 |
|
2.618 |
3.373 |
|
4.250 |
3.169 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.797 |
3.783 |
| PP |
3.780 |
3.751 |
| S1 |
3.763 |
3.720 |
|