NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.864 |
-0.049 |
-1.3% |
4.007 |
| High |
3.926 |
3.962 |
0.036 |
0.9% |
4.025 |
| Low |
3.847 |
3.859 |
0.012 |
0.3% |
3.860 |
| Close |
3.884 |
3.944 |
0.060 |
1.5% |
3.867 |
| Range |
0.079 |
0.103 |
0.024 |
30.4% |
0.165 |
| ATR |
0.078 |
0.079 |
0.002 |
2.3% |
0.000 |
| Volume |
6,049 |
7,314 |
1,265 |
20.9% |
28,023 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.231 |
4.190 |
4.001 |
|
| R3 |
4.128 |
4.087 |
3.972 |
|
| R2 |
4.025 |
4.025 |
3.963 |
|
| R1 |
3.984 |
3.984 |
3.953 |
4.005 |
| PP |
3.922 |
3.922 |
3.922 |
3.932 |
| S1 |
3.881 |
3.881 |
3.935 |
3.902 |
| S2 |
3.819 |
3.819 |
3.925 |
|
| S3 |
3.716 |
3.778 |
3.916 |
|
| S4 |
3.613 |
3.675 |
3.887 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.412 |
4.305 |
3.958 |
|
| R3 |
4.247 |
4.140 |
3.912 |
|
| R2 |
4.082 |
4.082 |
3.897 |
|
| R1 |
3.975 |
3.975 |
3.882 |
3.946 |
| PP |
3.917 |
3.917 |
3.917 |
3.903 |
| S1 |
3.810 |
3.810 |
3.852 |
3.781 |
| S2 |
3.752 |
3.752 |
3.837 |
|
| S3 |
3.587 |
3.645 |
3.822 |
|
| S4 |
3.422 |
3.480 |
3.776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.962 |
3.847 |
0.115 |
2.9% |
0.074 |
1.9% |
84% |
True |
False |
6,071 |
| 10 |
4.025 |
3.847 |
0.178 |
4.5% |
0.078 |
2.0% |
54% |
False |
False |
6,292 |
| 20 |
4.025 |
3.736 |
0.289 |
7.3% |
0.072 |
1.8% |
72% |
False |
False |
5,077 |
| 40 |
4.130 |
3.570 |
0.560 |
14.2% |
0.071 |
1.8% |
67% |
False |
False |
4,509 |
| 60 |
4.282 |
3.570 |
0.712 |
18.1% |
0.072 |
1.8% |
53% |
False |
False |
3,968 |
| 80 |
4.593 |
3.570 |
1.023 |
25.9% |
0.070 |
1.8% |
37% |
False |
False |
3,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.400 |
|
2.618 |
4.232 |
|
1.618 |
4.129 |
|
1.000 |
4.065 |
|
0.618 |
4.026 |
|
HIGH |
3.962 |
|
0.618 |
3.923 |
|
0.500 |
3.911 |
|
0.382 |
3.898 |
|
LOW |
3.859 |
|
0.618 |
3.795 |
|
1.000 |
3.756 |
|
1.618 |
3.692 |
|
2.618 |
3.589 |
|
4.250 |
3.421 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.933 |
3.931 |
| PP |
3.922 |
3.918 |
| S1 |
3.911 |
3.905 |
|