NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.968 |
3.955 |
-0.013 |
-0.3% |
3.781 |
| High |
3.983 |
4.041 |
0.058 |
1.5% |
3.910 |
| Low |
3.906 |
3.913 |
0.007 |
0.2% |
3.760 |
| Close |
3.944 |
3.960 |
0.016 |
0.4% |
3.902 |
| Range |
0.077 |
0.128 |
0.051 |
66.2% |
0.150 |
| ATR |
0.087 |
0.090 |
0.003 |
3.4% |
0.000 |
| Volume |
20,914 |
28,483 |
7,569 |
36.2% |
110,301 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.355 |
4.286 |
4.030 |
|
| R3 |
4.227 |
4.158 |
3.995 |
|
| R2 |
4.099 |
4.099 |
3.983 |
|
| R1 |
4.030 |
4.030 |
3.972 |
4.065 |
| PP |
3.971 |
3.971 |
3.971 |
3.989 |
| S1 |
3.902 |
3.902 |
3.948 |
3.937 |
| S2 |
3.843 |
3.843 |
3.937 |
|
| S3 |
3.715 |
3.774 |
3.925 |
|
| S4 |
3.587 |
3.646 |
3.890 |
|
|
| 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 |
4.041 |
3.828 |
0.213 |
5.4% |
0.092 |
2.3% |
62% |
True |
False |
24,489 |
| 10 |
4.041 |
3.760 |
0.281 |
7.1% |
0.089 |
2.2% |
71% |
True |
False |
24,105 |
| 20 |
4.041 |
3.760 |
0.281 |
7.1% |
0.087 |
2.2% |
71% |
True |
False |
21,250 |
| 40 |
4.041 |
3.469 |
0.572 |
14.4% |
0.084 |
2.1% |
86% |
True |
False |
18,914 |
| 60 |
4.061 |
3.469 |
0.592 |
14.9% |
0.089 |
2.3% |
83% |
False |
False |
16,037 |
| 80 |
4.463 |
3.469 |
0.994 |
25.1% |
0.088 |
2.2% |
49% |
False |
False |
13,725 |
| 100 |
4.744 |
3.469 |
1.275 |
32.2% |
0.091 |
2.3% |
39% |
False |
False |
12,254 |
| 120 |
4.744 |
3.469 |
1.275 |
32.2% |
0.093 |
2.4% |
39% |
False |
False |
11,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.585 |
|
2.618 |
4.376 |
|
1.618 |
4.248 |
|
1.000 |
4.169 |
|
0.618 |
4.120 |
|
HIGH |
4.041 |
|
0.618 |
3.992 |
|
0.500 |
3.977 |
|
0.382 |
3.962 |
|
LOW |
3.913 |
|
0.618 |
3.834 |
|
1.000 |
3.785 |
|
1.618 |
3.706 |
|
2.618 |
3.578 |
|
4.250 |
3.369 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.977 |
3.974 |
| PP |
3.971 |
3.969 |
| S1 |
3.966 |
3.965 |
|