NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.864 |
3.911 |
0.047 |
1.2% |
3.781 |
| High |
3.910 |
3.968 |
0.058 |
1.5% |
3.910 |
| Low |
3.828 |
3.847 |
0.019 |
0.5% |
3.760 |
| Close |
3.902 |
3.958 |
0.056 |
1.4% |
3.902 |
| Range |
0.082 |
0.121 |
0.039 |
47.6% |
0.150 |
| ATR |
0.088 |
0.090 |
0.002 |
2.7% |
0.000 |
| Volume |
27,370 |
21,338 |
-6,032 |
-22.0% |
110,301 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.287 |
4.244 |
4.025 |
|
| R3 |
4.166 |
4.123 |
3.991 |
|
| R2 |
4.045 |
4.045 |
3.980 |
|
| R1 |
4.002 |
4.002 |
3.969 |
4.024 |
| PP |
3.924 |
3.924 |
3.924 |
3.935 |
| S1 |
3.881 |
3.881 |
3.947 |
3.903 |
| S2 |
3.803 |
3.803 |
3.936 |
|
| S3 |
3.682 |
3.760 |
3.925 |
|
| S4 |
3.561 |
3.639 |
3.891 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.307 |
4.255 |
3.985 |
|
| R3 |
4.157 |
4.105 |
3.943 |
|
| R2 |
4.007 |
4.007 |
3.930 |
|
| R1 |
3.955 |
3.955 |
3.916 |
3.981 |
| PP |
3.857 |
3.857 |
3.857 |
3.871 |
| S1 |
3.805 |
3.805 |
3.888 |
3.831 |
| S2 |
3.707 |
3.707 |
3.875 |
|
| S3 |
3.557 |
3.655 |
3.861 |
|
| S4 |
3.407 |
3.505 |
3.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.968 |
3.760 |
0.208 |
5.3% |
0.095 |
2.4% |
95% |
True |
False |
22,955 |
| 10 |
3.968 |
3.760 |
0.208 |
5.3% |
0.088 |
2.2% |
95% |
True |
False |
25,015 |
| 20 |
3.968 |
3.716 |
0.252 |
6.4% |
0.086 |
2.2% |
96% |
True |
False |
20,169 |
| 40 |
4.017 |
3.469 |
0.548 |
13.8% |
0.084 |
2.1% |
89% |
False |
False |
17,764 |
| 60 |
4.135 |
3.469 |
0.666 |
16.8% |
0.089 |
2.3% |
73% |
False |
False |
15,134 |
| 80 |
4.583 |
3.469 |
1.114 |
28.1% |
0.089 |
2.2% |
44% |
False |
False |
12,990 |
| 100 |
4.744 |
3.469 |
1.275 |
32.2% |
0.092 |
2.3% |
38% |
False |
False |
11,736 |
| 120 |
4.744 |
3.469 |
1.275 |
32.2% |
0.093 |
2.4% |
38% |
False |
False |
11,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.482 |
|
2.618 |
4.285 |
|
1.618 |
4.164 |
|
1.000 |
4.089 |
|
0.618 |
4.043 |
|
HIGH |
3.968 |
|
0.618 |
3.922 |
|
0.500 |
3.908 |
|
0.382 |
3.893 |
|
LOW |
3.847 |
|
0.618 |
3.772 |
|
1.000 |
3.726 |
|
1.618 |
3.651 |
|
2.618 |
3.530 |
|
4.250 |
3.333 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.941 |
3.928 |
| PP |
3.924 |
3.899 |
| S1 |
3.908 |
3.869 |
|