NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.822 |
3.803 |
-0.019 |
-0.5% |
3.617 |
| High |
3.831 |
3.892 |
0.061 |
1.6% |
3.766 |
| Low |
3.749 |
3.750 |
0.001 |
0.0% |
3.603 |
| Close |
3.787 |
3.795 |
0.008 |
0.2% |
3.755 |
| Range |
0.082 |
0.142 |
0.060 |
73.2% |
0.163 |
| ATR |
0.093 |
0.097 |
0.003 |
3.7% |
0.000 |
| Volume |
71,554 |
115,601 |
44,047 |
61.6% |
303,127 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.159 |
3.873 |
|
| R3 |
4.096 |
4.017 |
3.834 |
|
| R2 |
3.954 |
3.954 |
3.821 |
|
| R1 |
3.875 |
3.875 |
3.808 |
3.844 |
| PP |
3.812 |
3.812 |
3.812 |
3.797 |
| S1 |
3.733 |
3.733 |
3.782 |
3.702 |
| S2 |
3.670 |
3.670 |
3.769 |
|
| S3 |
3.528 |
3.591 |
3.756 |
|
| S4 |
3.386 |
3.449 |
3.717 |
|
|
| 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 |
3.892 |
3.680 |
0.212 |
5.6% |
0.098 |
2.6% |
54% |
True |
False |
75,625 |
| 10 |
3.892 |
3.603 |
0.289 |
7.6% |
0.094 |
2.5% |
66% |
True |
False |
68,787 |
| 20 |
3.892 |
3.600 |
0.292 |
7.7% |
0.095 |
2.5% |
67% |
True |
False |
53,870 |
| 40 |
3.892 |
3.281 |
0.611 |
16.1% |
0.091 |
2.4% |
84% |
True |
False |
51,047 |
| 60 |
3.910 |
3.281 |
0.629 |
16.6% |
0.095 |
2.5% |
82% |
False |
False |
38,884 |
| 80 |
4.317 |
3.281 |
1.036 |
27.3% |
0.093 |
2.5% |
50% |
False |
False |
31,947 |
| 100 |
4.594 |
3.281 |
1.313 |
34.6% |
0.095 |
2.5% |
39% |
False |
False |
27,361 |
| 120 |
4.594 |
3.281 |
1.313 |
34.6% |
0.097 |
2.6% |
39% |
False |
False |
24,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.496 |
|
2.618 |
4.264 |
|
1.618 |
4.122 |
|
1.000 |
4.034 |
|
0.618 |
3.980 |
|
HIGH |
3.892 |
|
0.618 |
3.838 |
|
0.500 |
3.821 |
|
0.382 |
3.804 |
|
LOW |
3.750 |
|
0.618 |
3.662 |
|
1.000 |
3.608 |
|
1.618 |
3.520 |
|
2.618 |
3.378 |
|
4.250 |
3.147 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.821 |
3.821 |
| PP |
3.812 |
3.812 |
| S1 |
3.804 |
3.804 |
|