NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.851 |
3.834 |
-0.017 |
-0.4% |
3.877 |
| High |
3.855 |
3.845 |
-0.010 |
-0.3% |
3.946 |
| Low |
3.777 |
3.760 |
-0.017 |
-0.5% |
3.768 |
| Close |
3.821 |
3.798 |
-0.023 |
-0.6% |
3.781 |
| Range |
0.078 |
0.085 |
0.007 |
9.0% |
0.178 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.2% |
0.000 |
| Volume |
21,568 |
16,244 |
-5,324 |
-24.7% |
118,519 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.056 |
4.012 |
3.845 |
|
| R3 |
3.971 |
3.927 |
3.821 |
|
| R2 |
3.886 |
3.886 |
3.814 |
|
| R1 |
3.842 |
3.842 |
3.806 |
3.822 |
| PP |
3.801 |
3.801 |
3.801 |
3.791 |
| S1 |
3.757 |
3.757 |
3.790 |
3.737 |
| S2 |
3.716 |
3.716 |
3.782 |
|
| S3 |
3.631 |
3.672 |
3.775 |
|
| S4 |
3.546 |
3.587 |
3.751 |
|
|
| 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 |
3.760 |
0.186 |
4.9% |
0.088 |
2.3% |
20% |
False |
True |
24,688 |
| 10 |
3.946 |
3.760 |
0.186 |
4.9% |
0.089 |
2.3% |
20% |
False |
True |
22,493 |
| 20 |
3.946 |
3.615 |
0.331 |
8.7% |
0.083 |
2.2% |
55% |
False |
False |
19,487 |
| 40 |
4.061 |
3.469 |
0.592 |
15.6% |
0.083 |
2.2% |
56% |
False |
False |
16,736 |
| 60 |
4.215 |
3.469 |
0.746 |
19.6% |
0.088 |
2.3% |
44% |
False |
False |
14,135 |
| 80 |
4.583 |
3.469 |
1.114 |
29.3% |
0.088 |
2.3% |
30% |
False |
False |
12,194 |
| 100 |
4.744 |
3.469 |
1.275 |
33.6% |
0.092 |
2.4% |
26% |
False |
False |
11,126 |
| 120 |
4.744 |
3.469 |
1.275 |
33.6% |
0.093 |
2.5% |
26% |
False |
False |
10,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.206 |
|
2.618 |
4.068 |
|
1.618 |
3.983 |
|
1.000 |
3.930 |
|
0.618 |
3.898 |
|
HIGH |
3.845 |
|
0.618 |
3.813 |
|
0.500 |
3.803 |
|
0.382 |
3.792 |
|
LOW |
3.760 |
|
0.618 |
3.707 |
|
1.000 |
3.675 |
|
1.618 |
3.622 |
|
2.618 |
3.537 |
|
4.250 |
3.399 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.803 |
3.808 |
| PP |
3.801 |
3.804 |
| S1 |
3.800 |
3.801 |
|