NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.827 |
3.866 |
0.039 |
1.0% |
4.010 |
| High |
3.870 |
3.886 |
0.016 |
0.4% |
4.012 |
| Low |
3.731 |
3.808 |
0.077 |
2.1% |
3.731 |
| Close |
3.853 |
3.872 |
0.019 |
0.5% |
3.872 |
| Range |
0.139 |
0.078 |
-0.061 |
-43.9% |
0.281 |
| ATR |
0.089 |
0.088 |
-0.001 |
-0.9% |
0.000 |
| Volume |
27,527 |
56,544 |
29,017 |
105.4% |
170,170 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.059 |
3.915 |
|
| R3 |
4.011 |
3.981 |
3.893 |
|
| R2 |
3.933 |
3.933 |
3.886 |
|
| R1 |
3.903 |
3.903 |
3.879 |
3.918 |
| PP |
3.855 |
3.855 |
3.855 |
3.863 |
| S1 |
3.825 |
3.825 |
3.865 |
3.840 |
| S2 |
3.777 |
3.777 |
3.858 |
|
| S3 |
3.699 |
3.747 |
3.851 |
|
| S4 |
3.621 |
3.669 |
3.829 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.715 |
4.574 |
4.027 |
|
| R3 |
4.434 |
4.293 |
3.949 |
|
| R2 |
4.153 |
4.153 |
3.924 |
|
| R1 |
4.012 |
4.012 |
3.898 |
3.942 |
| PP |
3.872 |
3.872 |
3.872 |
3.837 |
| S1 |
3.731 |
3.731 |
3.846 |
3.661 |
| S2 |
3.591 |
3.591 |
3.820 |
|
| S3 |
3.310 |
3.450 |
3.795 |
|
| S4 |
3.029 |
3.169 |
3.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.012 |
3.731 |
0.281 |
7.3% |
0.095 |
2.5% |
50% |
False |
False |
34,034 |
| 10 |
4.125 |
3.731 |
0.394 |
10.2% |
0.089 |
2.3% |
36% |
False |
False |
35,858 |
| 20 |
4.125 |
3.731 |
0.394 |
10.2% |
0.084 |
2.2% |
36% |
False |
False |
33,397 |
| 40 |
4.125 |
3.565 |
0.560 |
14.5% |
0.082 |
2.1% |
55% |
False |
False |
29,045 |
| 60 |
4.137 |
3.565 |
0.572 |
14.8% |
0.085 |
2.2% |
54% |
False |
False |
25,458 |
| 80 |
4.310 |
3.565 |
0.745 |
19.2% |
0.087 |
2.2% |
41% |
False |
False |
24,093 |
| 100 |
4.665 |
3.565 |
1.100 |
28.4% |
0.088 |
2.3% |
28% |
False |
False |
22,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.218 |
|
2.618 |
4.090 |
|
1.618 |
4.012 |
|
1.000 |
3.964 |
|
0.618 |
3.934 |
|
HIGH |
3.886 |
|
0.618 |
3.856 |
|
0.500 |
3.847 |
|
0.382 |
3.838 |
|
LOW |
3.808 |
|
0.618 |
3.760 |
|
1.000 |
3.730 |
|
1.618 |
3.682 |
|
2.618 |
3.604 |
|
4.250 |
3.477 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.864 |
3.851 |
| PP |
3.855 |
3.830 |
| S1 |
3.847 |
3.809 |
|