NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.749 |
3.734 |
-0.015 |
-0.4% |
3.911 |
| High |
3.769 |
3.770 |
0.001 |
0.0% |
4.041 |
| Low |
3.716 |
3.629 |
-0.087 |
-2.3% |
3.847 |
| Close |
3.719 |
3.751 |
0.032 |
0.9% |
3.932 |
| Range |
0.053 |
0.141 |
0.088 |
166.0% |
0.194 |
| ATR |
0.088 |
0.092 |
0.004 |
4.3% |
0.000 |
| Volume |
31,856 |
25,340 |
-6,516 |
-20.5% |
137,139 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.140 |
4.086 |
3.829 |
|
| R3 |
3.999 |
3.945 |
3.790 |
|
| R2 |
3.858 |
3.858 |
3.777 |
|
| R1 |
3.804 |
3.804 |
3.764 |
3.831 |
| PP |
3.717 |
3.717 |
3.717 |
3.730 |
| S1 |
3.663 |
3.663 |
3.738 |
3.690 |
| S2 |
3.576 |
3.576 |
3.725 |
|
| S3 |
3.435 |
3.522 |
3.712 |
|
| S4 |
3.294 |
3.381 |
3.673 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.522 |
4.421 |
4.039 |
|
| R3 |
4.328 |
4.227 |
3.985 |
|
| R2 |
4.134 |
4.134 |
3.968 |
|
| R1 |
4.033 |
4.033 |
3.950 |
4.084 |
| PP |
3.940 |
3.940 |
3.940 |
3.965 |
| S1 |
3.839 |
3.839 |
3.914 |
3.890 |
| S2 |
3.746 |
3.746 |
3.896 |
|
| S3 |
3.552 |
3.645 |
3.879 |
|
| S4 |
3.358 |
3.451 |
3.825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.953 |
3.629 |
0.324 |
8.6% |
0.091 |
2.4% |
38% |
False |
True |
26,615 |
| 10 |
4.041 |
3.629 |
0.412 |
11.0% |
0.091 |
2.4% |
30% |
False |
True |
25,552 |
| 20 |
4.041 |
3.629 |
0.412 |
11.0% |
0.090 |
2.4% |
30% |
False |
True |
24,850 |
| 40 |
4.041 |
3.469 |
0.572 |
15.2% |
0.085 |
2.3% |
49% |
False |
False |
20,906 |
| 60 |
4.061 |
3.469 |
0.592 |
15.8% |
0.089 |
2.4% |
48% |
False |
False |
17,359 |
| 80 |
4.264 |
3.469 |
0.795 |
21.2% |
0.088 |
2.4% |
35% |
False |
False |
14,981 |
| 100 |
4.583 |
3.469 |
1.114 |
29.7% |
0.089 |
2.4% |
25% |
False |
False |
13,130 |
| 120 |
4.744 |
3.469 |
1.275 |
34.0% |
0.093 |
2.5% |
22% |
False |
False |
12,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.369 |
|
2.618 |
4.139 |
|
1.618 |
3.998 |
|
1.000 |
3.911 |
|
0.618 |
3.857 |
|
HIGH |
3.770 |
|
0.618 |
3.716 |
|
0.500 |
3.700 |
|
0.382 |
3.683 |
|
LOW |
3.629 |
|
0.618 |
3.542 |
|
1.000 |
3.488 |
|
1.618 |
3.401 |
|
2.618 |
3.260 |
|
4.250 |
3.030 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.734 |
3.749 |
| PP |
3.717 |
3.747 |
| S1 |
3.700 |
3.745 |
|