NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.781 |
3.851 |
0.070 |
1.9% |
3.877 |
| High |
3.852 |
3.855 |
0.003 |
0.1% |
3.946 |
| Low |
3.778 |
3.777 |
-0.001 |
0.0% |
3.768 |
| Close |
3.838 |
3.821 |
-0.017 |
-0.4% |
3.781 |
| Range |
0.074 |
0.078 |
0.004 |
5.4% |
0.178 |
| ATR |
0.088 |
0.087 |
-0.001 |
-0.8% |
0.000 |
| Volume |
16,861 |
21,568 |
4,707 |
27.9% |
118,519 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.052 |
4.014 |
3.864 |
|
| R3 |
3.974 |
3.936 |
3.842 |
|
| R2 |
3.896 |
3.896 |
3.835 |
|
| R1 |
3.858 |
3.858 |
3.828 |
3.838 |
| PP |
3.818 |
3.818 |
3.818 |
3.808 |
| S1 |
3.780 |
3.780 |
3.814 |
3.760 |
| S2 |
3.740 |
3.740 |
3.807 |
|
| S3 |
3.662 |
3.702 |
3.800 |
|
| S4 |
3.584 |
3.624 |
3.778 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.366 |
4.251 |
3.879 |
|
| R3 |
4.188 |
4.073 |
3.830 |
|
| R2 |
4.010 |
4.010 |
3.814 |
|
| R1 |
3.895 |
3.895 |
3.797 |
3.864 |
| PP |
3.832 |
3.832 |
3.832 |
3.816 |
| S1 |
3.717 |
3.717 |
3.765 |
3.686 |
| S2 |
3.654 |
3.654 |
3.748 |
|
| S3 |
3.476 |
3.539 |
3.732 |
|
| S4 |
3.298 |
3.361 |
3.683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.946 |
3.768 |
0.178 |
4.7% |
0.082 |
2.1% |
30% |
False |
False |
26,649 |
| 10 |
3.946 |
3.768 |
0.178 |
4.7% |
0.089 |
2.3% |
30% |
False |
False |
21,660 |
| 20 |
3.946 |
3.613 |
0.333 |
8.7% |
0.081 |
2.1% |
62% |
False |
False |
19,853 |
| 40 |
4.061 |
3.469 |
0.592 |
15.5% |
0.084 |
2.2% |
59% |
False |
False |
16,630 |
| 60 |
4.215 |
3.469 |
0.746 |
19.5% |
0.089 |
2.3% |
47% |
False |
False |
13,955 |
| 80 |
4.583 |
3.469 |
1.114 |
29.2% |
0.089 |
2.3% |
32% |
False |
False |
12,058 |
| 100 |
4.744 |
3.469 |
1.275 |
33.4% |
0.091 |
2.4% |
28% |
False |
False |
11,107 |
| 120 |
4.744 |
3.469 |
1.275 |
33.4% |
0.094 |
2.4% |
28% |
False |
False |
10,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.187 |
|
2.618 |
4.059 |
|
1.618 |
3.981 |
|
1.000 |
3.933 |
|
0.618 |
3.903 |
|
HIGH |
3.855 |
|
0.618 |
3.825 |
|
0.500 |
3.816 |
|
0.382 |
3.807 |
|
LOW |
3.777 |
|
0.618 |
3.729 |
|
1.000 |
3.699 |
|
1.618 |
3.651 |
|
2.618 |
3.573 |
|
4.250 |
3.446 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.819 |
3.818 |
| PP |
3.818 |
3.815 |
| S1 |
3.816 |
3.812 |
|