NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
4.039 |
4.010 |
-0.029 |
-0.7% |
4.005 |
| High |
4.045 |
4.012 |
-0.033 |
-0.8% |
4.125 |
| Low |
3.994 |
3.933 |
-0.061 |
-1.5% |
3.935 |
| Close |
4.024 |
3.941 |
-0.083 |
-2.1% |
4.024 |
| Range |
0.051 |
0.079 |
0.028 |
54.9% |
0.190 |
| ATR |
0.085 |
0.085 |
0.000 |
0.5% |
0.000 |
| Volume |
50,415 |
21,135 |
-29,280 |
-58.1% |
188,419 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
4.149 |
3.984 |
|
| R3 |
4.120 |
4.070 |
3.963 |
|
| R2 |
4.041 |
4.041 |
3.955 |
|
| R1 |
3.991 |
3.991 |
3.948 |
3.977 |
| PP |
3.962 |
3.962 |
3.962 |
3.955 |
| S1 |
3.912 |
3.912 |
3.934 |
3.898 |
| S2 |
3.883 |
3.883 |
3.927 |
|
| S3 |
3.804 |
3.833 |
3.919 |
|
| S4 |
3.725 |
3.754 |
3.898 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.598 |
4.501 |
4.129 |
|
| R3 |
4.408 |
4.311 |
4.076 |
|
| R2 |
4.218 |
4.218 |
4.059 |
|
| R1 |
4.121 |
4.121 |
4.041 |
4.170 |
| PP |
4.028 |
4.028 |
4.028 |
4.052 |
| S1 |
3.931 |
3.931 |
4.007 |
3.980 |
| S2 |
3.838 |
3.838 |
3.989 |
|
| S3 |
3.648 |
3.741 |
3.972 |
|
| S4 |
3.458 |
3.551 |
3.920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.125 |
3.933 |
0.192 |
4.9% |
0.074 |
1.9% |
4% |
False |
True |
36,818 |
| 10 |
4.125 |
3.846 |
0.279 |
7.1% |
0.083 |
2.1% |
34% |
False |
False |
32,146 |
| 20 |
4.125 |
3.846 |
0.279 |
7.1% |
0.084 |
2.1% |
34% |
False |
False |
29,025 |
| 40 |
4.125 |
3.565 |
0.560 |
14.2% |
0.080 |
2.0% |
67% |
False |
False |
27,495 |
| 60 |
4.137 |
3.565 |
0.572 |
14.5% |
0.084 |
2.1% |
66% |
False |
False |
24,548 |
| 80 |
4.388 |
3.565 |
0.823 |
20.9% |
0.085 |
2.1% |
46% |
False |
False |
23,005 |
| 100 |
4.743 |
3.565 |
1.178 |
29.9% |
0.089 |
2.3% |
32% |
False |
False |
21,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.348 |
|
2.618 |
4.219 |
|
1.618 |
4.140 |
|
1.000 |
4.091 |
|
0.618 |
4.061 |
|
HIGH |
4.012 |
|
0.618 |
3.982 |
|
0.500 |
3.973 |
|
0.382 |
3.963 |
|
LOW |
3.933 |
|
0.618 |
3.884 |
|
1.000 |
3.854 |
|
1.618 |
3.805 |
|
2.618 |
3.726 |
|
4.250 |
3.597 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.973 |
4.029 |
| PP |
3.962 |
4.000 |
| S1 |
3.952 |
3.970 |
|