NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
3.859 |
3.857 |
-0.002 |
-0.1% |
4.012 |
| High |
3.891 |
3.857 |
-0.034 |
-0.9% |
4.013 |
| Low |
3.815 |
3.805 |
-0.010 |
-0.3% |
3.734 |
| Close |
3.878 |
3.837 |
-0.041 |
-1.1% |
3.878 |
| Range |
0.076 |
0.052 |
-0.024 |
-31.6% |
0.279 |
| ATR |
0.083 |
0.083 |
-0.001 |
-0.9% |
0.000 |
| Volume |
19,998 |
10,756 |
-9,242 |
-46.2% |
49,957 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.989 |
3.965 |
3.866 |
|
| R3 |
3.937 |
3.913 |
3.851 |
|
| R2 |
3.885 |
3.885 |
3.847 |
|
| R1 |
3.861 |
3.861 |
3.842 |
3.847 |
| PP |
3.833 |
3.833 |
3.833 |
3.826 |
| S1 |
3.809 |
3.809 |
3.832 |
3.795 |
| S2 |
3.781 |
3.781 |
3.827 |
|
| S3 |
3.729 |
3.757 |
3.823 |
|
| S4 |
3.677 |
3.705 |
3.808 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.712 |
4.574 |
4.031 |
|
| R3 |
4.433 |
4.295 |
3.955 |
|
| R2 |
4.154 |
4.154 |
3.929 |
|
| R1 |
4.016 |
4.016 |
3.904 |
3.946 |
| PP |
3.875 |
3.875 |
3.875 |
3.840 |
| S1 |
3.737 |
3.737 |
3.852 |
3.667 |
| S2 |
3.596 |
3.596 |
3.827 |
|
| S3 |
3.317 |
3.458 |
3.801 |
|
| S4 |
3.038 |
3.179 |
3.725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.951 |
3.734 |
0.217 |
5.7% |
0.088 |
2.3% |
47% |
False |
False |
10,840 |
| 10 |
4.120 |
3.734 |
0.386 |
10.1% |
0.077 |
2.0% |
27% |
False |
False |
10,179 |
| 20 |
4.120 |
3.734 |
0.386 |
10.1% |
0.078 |
2.0% |
27% |
False |
False |
8,416 |
| 40 |
4.120 |
3.570 |
0.550 |
14.3% |
0.075 |
1.9% |
49% |
False |
False |
6,323 |
| 60 |
4.130 |
3.570 |
0.560 |
14.6% |
0.074 |
1.9% |
48% |
False |
False |
5,355 |
| 80 |
4.282 |
3.570 |
0.712 |
18.6% |
0.073 |
1.9% |
38% |
False |
False |
4,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.078 |
|
2.618 |
3.993 |
|
1.618 |
3.941 |
|
1.000 |
3.909 |
|
0.618 |
3.889 |
|
HIGH |
3.857 |
|
0.618 |
3.837 |
|
0.500 |
3.831 |
|
0.382 |
3.825 |
|
LOW |
3.805 |
|
0.618 |
3.773 |
|
1.000 |
3.753 |
|
1.618 |
3.721 |
|
2.618 |
3.669 |
|
4.250 |
3.584 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.835 |
3.829 |
| PP |
3.833 |
3.821 |
| S1 |
3.831 |
3.813 |
|