NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.969 |
3.968 |
-0.001 |
0.0% |
3.781 |
| High |
3.993 |
3.983 |
-0.010 |
-0.3% |
3.910 |
| Low |
3.942 |
3.906 |
-0.036 |
-0.9% |
3.760 |
| Close |
3.970 |
3.944 |
-0.026 |
-0.7% |
3.902 |
| Range |
0.051 |
0.077 |
0.026 |
51.0% |
0.150 |
| ATR |
0.088 |
0.087 |
-0.001 |
-0.9% |
0.000 |
| Volume |
24,344 |
20,914 |
-3,430 |
-14.1% |
110,301 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.137 |
3.986 |
|
| R3 |
4.098 |
4.060 |
3.965 |
|
| R2 |
4.021 |
4.021 |
3.958 |
|
| R1 |
3.983 |
3.983 |
3.951 |
3.964 |
| PP |
3.944 |
3.944 |
3.944 |
3.935 |
| S1 |
3.906 |
3.906 |
3.937 |
3.887 |
| S2 |
3.867 |
3.867 |
3.930 |
|
| S3 |
3.790 |
3.829 |
3.923 |
|
| S4 |
3.713 |
3.752 |
3.902 |
|
|
| 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 |
3.993 |
3.770 |
0.223 |
5.7% |
0.088 |
2.2% |
78% |
False |
False |
24,444 |
| 10 |
3.993 |
3.760 |
0.233 |
5.9% |
0.088 |
2.2% |
79% |
False |
False |
24,566 |
| 20 |
3.993 |
3.723 |
0.270 |
6.8% |
0.085 |
2.2% |
82% |
False |
False |
20,864 |
| 40 |
4.017 |
3.469 |
0.548 |
13.9% |
0.082 |
2.1% |
87% |
False |
False |
18,359 |
| 60 |
4.061 |
3.469 |
0.592 |
15.0% |
0.089 |
2.2% |
80% |
False |
False |
15,668 |
| 80 |
4.583 |
3.469 |
1.114 |
28.2% |
0.088 |
2.2% |
43% |
False |
False |
13,410 |
| 100 |
4.744 |
3.469 |
1.275 |
32.3% |
0.091 |
2.3% |
37% |
False |
False |
12,076 |
| 120 |
4.744 |
3.469 |
1.275 |
32.3% |
0.093 |
2.4% |
37% |
False |
False |
11,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.310 |
|
2.618 |
4.185 |
|
1.618 |
4.108 |
|
1.000 |
4.060 |
|
0.618 |
4.031 |
|
HIGH |
3.983 |
|
0.618 |
3.954 |
|
0.500 |
3.945 |
|
0.382 |
3.935 |
|
LOW |
3.906 |
|
0.618 |
3.858 |
|
1.000 |
3.829 |
|
1.618 |
3.781 |
|
2.618 |
3.704 |
|
4.250 |
3.579 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.945 |
3.936 |
| PP |
3.944 |
3.928 |
| S1 |
3.944 |
3.920 |
|