NYMEX Natural Gas Future January 2014
| 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 |
3.840 |
3.827 |
-0.013 |
-0.3% |
4.005 |
| High |
3.866 |
3.870 |
0.004 |
0.1% |
4.125 |
| Low |
3.813 |
3.731 |
-0.082 |
-2.2% |
3.935 |
| Close |
3.817 |
3.853 |
0.036 |
0.9% |
4.024 |
| Range |
0.053 |
0.139 |
0.086 |
162.3% |
0.190 |
| ATR |
0.085 |
0.089 |
0.004 |
4.5% |
0.000 |
| Volume |
42,049 |
27,527 |
-14,522 |
-34.5% |
188,419 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.235 |
4.183 |
3.929 |
|
| R3 |
4.096 |
4.044 |
3.891 |
|
| R2 |
3.957 |
3.957 |
3.878 |
|
| R1 |
3.905 |
3.905 |
3.866 |
3.931 |
| PP |
3.818 |
3.818 |
3.818 |
3.831 |
| S1 |
3.766 |
3.766 |
3.840 |
3.792 |
| S2 |
3.679 |
3.679 |
3.828 |
|
| S3 |
3.540 |
3.627 |
3.815 |
|
| S4 |
3.401 |
3.488 |
3.777 |
|
|
| 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 |
4.045 |
3.731 |
0.314 |
8.1% |
0.090 |
2.3% |
39% |
False |
True |
32,808 |
| 10 |
4.125 |
3.731 |
0.394 |
10.2% |
0.089 |
2.3% |
31% |
False |
True |
33,986 |
| 20 |
4.125 |
3.731 |
0.394 |
10.2% |
0.087 |
2.3% |
31% |
False |
True |
31,540 |
| 40 |
4.125 |
3.565 |
0.560 |
14.5% |
0.083 |
2.1% |
51% |
False |
False |
27,989 |
| 60 |
4.137 |
3.565 |
0.572 |
14.8% |
0.086 |
2.2% |
50% |
False |
False |
24,894 |
| 80 |
4.343 |
3.565 |
0.778 |
20.2% |
0.086 |
2.2% |
37% |
False |
False |
23,509 |
| 100 |
4.665 |
3.565 |
1.100 |
28.5% |
0.088 |
2.3% |
26% |
False |
False |
22,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.461 |
|
2.618 |
4.234 |
|
1.618 |
4.095 |
|
1.000 |
4.009 |
|
0.618 |
3.956 |
|
HIGH |
3.870 |
|
0.618 |
3.817 |
|
0.500 |
3.801 |
|
0.382 |
3.784 |
|
LOW |
3.731 |
|
0.618 |
3.645 |
|
1.000 |
3.592 |
|
1.618 |
3.506 |
|
2.618 |
3.367 |
|
4.250 |
3.140 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.836 |
3.849 |
| PP |
3.818 |
3.846 |
| S1 |
3.801 |
3.842 |
|