NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.834 |
3.781 |
-0.053 |
-1.4% |
3.877 |
| High |
3.845 |
3.880 |
0.035 |
0.9% |
3.946 |
| Low |
3.760 |
3.770 |
0.010 |
0.3% |
3.768 |
| Close |
3.798 |
3.857 |
0.059 |
1.6% |
3.781 |
| Range |
0.085 |
0.110 |
0.025 |
29.4% |
0.178 |
| ATR |
0.087 |
0.089 |
0.002 |
1.9% |
0.000 |
| Volume |
16,244 |
28,258 |
12,014 |
74.0% |
118,519 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.166 |
4.121 |
3.918 |
|
| R3 |
4.056 |
4.011 |
3.887 |
|
| R2 |
3.946 |
3.946 |
3.877 |
|
| R1 |
3.901 |
3.901 |
3.867 |
3.924 |
| PP |
3.836 |
3.836 |
3.836 |
3.847 |
| S1 |
3.791 |
3.791 |
3.847 |
3.814 |
| S2 |
3.726 |
3.726 |
3.837 |
|
| S3 |
3.616 |
3.681 |
3.827 |
|
| S4 |
3.506 |
3.571 |
3.797 |
|
|
| 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 |
3.880 |
3.760 |
0.120 |
3.1% |
0.086 |
2.2% |
81% |
True |
False |
23,721 |
| 10 |
3.946 |
3.760 |
0.186 |
4.8% |
0.089 |
2.3% |
52% |
False |
False |
24,147 |
| 20 |
3.946 |
3.633 |
0.313 |
8.1% |
0.084 |
2.2% |
72% |
False |
False |
19,486 |
| 40 |
4.061 |
3.469 |
0.592 |
15.3% |
0.085 |
2.2% |
66% |
False |
False |
17,208 |
| 60 |
4.215 |
3.469 |
0.746 |
19.3% |
0.089 |
2.3% |
52% |
False |
False |
14,474 |
| 80 |
4.583 |
3.469 |
1.114 |
28.9% |
0.088 |
2.3% |
35% |
False |
False |
12,484 |
| 100 |
4.744 |
3.469 |
1.275 |
33.1% |
0.092 |
2.4% |
30% |
False |
False |
11,350 |
| 120 |
4.744 |
3.469 |
1.275 |
33.1% |
0.094 |
2.4% |
30% |
False |
False |
10,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.348 |
|
2.618 |
4.168 |
|
1.618 |
4.058 |
|
1.000 |
3.990 |
|
0.618 |
3.948 |
|
HIGH |
3.880 |
|
0.618 |
3.838 |
|
0.500 |
3.825 |
|
0.382 |
3.812 |
|
LOW |
3.770 |
|
0.618 |
3.702 |
|
1.000 |
3.660 |
|
1.618 |
3.592 |
|
2.618 |
3.482 |
|
4.250 |
3.303 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.846 |
3.845 |
| PP |
3.836 |
3.832 |
| S1 |
3.825 |
3.820 |
|