NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.755 |
3.657 |
-0.098 |
-2.6% |
3.759 |
| High |
3.755 |
3.694 |
-0.061 |
-1.6% |
3.892 |
| Low |
3.668 |
3.556 |
-0.112 |
-3.1% |
3.700 |
| Close |
3.677 |
3.559 |
-0.118 |
-3.2% |
3.763 |
| Range |
0.087 |
0.138 |
0.051 |
58.6% |
0.192 |
| ATR |
0.094 |
0.098 |
0.003 |
3.3% |
0.000 |
| Volume |
68,550 |
117,809 |
49,259 |
71.9% |
385,392 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.017 |
3.926 |
3.635 |
|
| R3 |
3.879 |
3.788 |
3.597 |
|
| R2 |
3.741 |
3.741 |
3.584 |
|
| R1 |
3.650 |
3.650 |
3.572 |
3.627 |
| PP |
3.603 |
3.603 |
3.603 |
3.591 |
| S1 |
3.512 |
3.512 |
3.546 |
3.489 |
| S2 |
3.465 |
3.465 |
3.534 |
|
| S3 |
3.327 |
3.374 |
3.521 |
|
| S4 |
3.189 |
3.236 |
3.483 |
|
|
| 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 |
3.556 |
0.336 |
9.4% |
0.102 |
2.9% |
1% |
False |
True |
86,957 |
| 10 |
3.892 |
3.556 |
0.336 |
9.4% |
0.098 |
2.8% |
1% |
False |
True |
78,514 |
| 20 |
3.892 |
3.556 |
0.336 |
9.4% |
0.097 |
2.7% |
1% |
False |
True |
61,264 |
| 40 |
3.892 |
3.281 |
0.611 |
17.2% |
0.091 |
2.6% |
45% |
False |
False |
55,989 |
| 60 |
3.910 |
3.281 |
0.629 |
17.7% |
0.095 |
2.7% |
44% |
False |
False |
42,318 |
| 80 |
4.127 |
3.281 |
0.846 |
23.8% |
0.093 |
2.6% |
33% |
False |
False |
34,693 |
| 100 |
4.442 |
3.281 |
1.161 |
32.6% |
0.093 |
2.6% |
24% |
False |
False |
29,529 |
| 120 |
4.594 |
3.281 |
1.313 |
36.9% |
0.097 |
2.7% |
21% |
False |
False |
26,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.281 |
|
2.618 |
4.055 |
|
1.618 |
3.917 |
|
1.000 |
3.832 |
|
0.618 |
3.779 |
|
HIGH |
3.694 |
|
0.618 |
3.641 |
|
0.500 |
3.625 |
|
0.382 |
3.609 |
|
LOW |
3.556 |
|
0.618 |
3.471 |
|
1.000 |
3.418 |
|
1.618 |
3.333 |
|
2.618 |
3.195 |
|
4.250 |
2.970 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.625 |
3.675 |
| PP |
3.603 |
3.636 |
| S1 |
3.581 |
3.598 |
|