NYMEX Natural Gas Future March 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 |
3.986 |
3.973 |
-0.013 |
-0.3% |
3.967 |
| High |
3.994 |
3.973 |
-0.021 |
-0.5% |
4.070 |
| Low |
3.955 |
3.902 |
-0.053 |
-1.3% |
3.909 |
| Close |
3.986 |
3.909 |
-0.077 |
-1.9% |
3.986 |
| Range |
0.039 |
0.071 |
0.032 |
82.1% |
0.161 |
| ATR |
0.078 |
0.078 |
0.000 |
0.6% |
0.000 |
| Volume |
21,786 |
9,334 |
-12,452 |
-57.2% |
89,716 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.141 |
4.096 |
3.948 |
|
| R3 |
4.070 |
4.025 |
3.929 |
|
| R2 |
3.999 |
3.999 |
3.922 |
|
| R1 |
3.954 |
3.954 |
3.916 |
3.941 |
| PP |
3.928 |
3.928 |
3.928 |
3.922 |
| S1 |
3.883 |
3.883 |
3.902 |
3.870 |
| S2 |
3.857 |
3.857 |
3.896 |
|
| S3 |
3.786 |
3.812 |
3.889 |
|
| S4 |
3.715 |
3.741 |
3.870 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.471 |
4.390 |
4.075 |
|
| R3 |
4.310 |
4.229 |
4.030 |
|
| R2 |
4.149 |
4.149 |
4.016 |
|
| R1 |
4.068 |
4.068 |
4.001 |
4.109 |
| PP |
3.988 |
3.988 |
3.988 |
4.009 |
| S1 |
3.907 |
3.907 |
3.971 |
3.948 |
| S2 |
3.827 |
3.827 |
3.956 |
|
| S3 |
3.666 |
3.746 |
3.942 |
|
| S4 |
3.505 |
3.585 |
3.897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.070 |
3.902 |
0.168 |
4.3% |
0.065 |
1.7% |
4% |
False |
True |
17,075 |
| 10 |
4.070 |
3.814 |
0.256 |
6.5% |
0.074 |
1.9% |
37% |
False |
False |
14,001 |
| 20 |
4.070 |
3.814 |
0.256 |
6.5% |
0.076 |
1.9% |
37% |
False |
False |
11,843 |
| 40 |
4.070 |
3.540 |
0.530 |
13.6% |
0.072 |
1.9% |
70% |
False |
False |
10,009 |
| 60 |
4.085 |
3.540 |
0.545 |
13.9% |
0.074 |
1.9% |
68% |
False |
False |
9,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.159 |
|
1.618 |
4.088 |
|
1.000 |
4.044 |
|
0.618 |
4.017 |
|
HIGH |
3.973 |
|
0.618 |
3.946 |
|
0.500 |
3.938 |
|
0.382 |
3.929 |
|
LOW |
3.902 |
|
0.618 |
3.858 |
|
1.000 |
3.831 |
|
1.618 |
3.787 |
|
2.618 |
3.716 |
|
4.250 |
3.600 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.938 |
3.986 |
| PP |
3.928 |
3.960 |
| S1 |
3.919 |
3.935 |
|