NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.793 |
3.755 |
-0.038 |
-1.0% |
3.759 |
| High |
3.793 |
3.755 |
-0.038 |
-1.0% |
3.892 |
| Low |
3.732 |
3.668 |
-0.064 |
-1.7% |
3.700 |
| Close |
3.763 |
3.677 |
-0.086 |
-2.3% |
3.763 |
| Range |
0.061 |
0.087 |
0.026 |
42.6% |
0.192 |
| ATR |
0.094 |
0.094 |
0.000 |
0.0% |
0.000 |
| Volume |
61,274 |
68,550 |
7,276 |
11.9% |
385,392 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.961 |
3.906 |
3.725 |
|
| R3 |
3.874 |
3.819 |
3.701 |
|
| R2 |
3.787 |
3.787 |
3.693 |
|
| R1 |
3.732 |
3.732 |
3.685 |
3.716 |
| PP |
3.700 |
3.700 |
3.700 |
3.692 |
| S1 |
3.645 |
3.645 |
3.669 |
3.629 |
| S2 |
3.613 |
3.613 |
3.661 |
|
| S3 |
3.526 |
3.558 |
3.653 |
|
| S4 |
3.439 |
3.471 |
3.629 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.361 |
4.254 |
3.869 |
|
| R3 |
4.169 |
4.062 |
3.816 |
|
| R2 |
3.977 |
3.977 |
3.798 |
|
| R1 |
3.870 |
3.870 |
3.781 |
3.924 |
| PP |
3.785 |
3.785 |
3.785 |
3.812 |
| S1 |
3.678 |
3.678 |
3.745 |
3.732 |
| S2 |
3.593 |
3.593 |
3.728 |
|
| S3 |
3.401 |
3.486 |
3.710 |
|
| S4 |
3.209 |
3.294 |
3.657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.892 |
3.668 |
0.224 |
6.1% |
0.085 |
2.3% |
4% |
False |
True |
77,678 |
| 10 |
3.892 |
3.603 |
0.289 |
7.9% |
0.093 |
2.5% |
26% |
False |
False |
71,531 |
| 20 |
3.892 |
3.600 |
0.292 |
7.9% |
0.093 |
2.5% |
26% |
False |
False |
56,407 |
| 40 |
3.892 |
3.281 |
0.611 |
16.6% |
0.090 |
2.4% |
65% |
False |
False |
53,535 |
| 60 |
3.910 |
3.281 |
0.629 |
17.1% |
0.094 |
2.6% |
63% |
False |
False |
40,723 |
| 80 |
4.155 |
3.281 |
0.874 |
23.8% |
0.092 |
2.5% |
45% |
False |
False |
33,362 |
| 100 |
4.510 |
3.281 |
1.229 |
33.4% |
0.095 |
2.6% |
32% |
False |
False |
28,453 |
| 120 |
4.594 |
3.281 |
1.313 |
35.7% |
0.097 |
2.6% |
30% |
False |
False |
25,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.125 |
|
2.618 |
3.983 |
|
1.618 |
3.896 |
|
1.000 |
3.842 |
|
0.618 |
3.809 |
|
HIGH |
3.755 |
|
0.618 |
3.722 |
|
0.500 |
3.712 |
|
0.382 |
3.701 |
|
LOW |
3.668 |
|
0.618 |
3.614 |
|
1.000 |
3.581 |
|
1.618 |
3.527 |
|
2.618 |
3.440 |
|
4.250 |
3.298 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.712 |
3.780 |
| PP |
3.700 |
3.746 |
| S1 |
3.689 |
3.711 |
|