NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.581 |
3.557 |
-0.024 |
-0.7% |
3.755 |
| High |
3.583 |
3.653 |
0.070 |
2.0% |
3.755 |
| Low |
3.509 |
3.536 |
0.027 |
0.8% |
3.450 |
| Close |
3.560 |
3.609 |
0.049 |
1.4% |
3.589 |
| Range |
0.074 |
0.117 |
0.043 |
58.1% |
0.305 |
| ATR |
0.096 |
0.097 |
0.002 |
1.6% |
0.000 |
| Volume |
104,290 |
148,089 |
43,799 |
42.0% |
595,482 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.950 |
3.897 |
3.673 |
|
| R3 |
3.833 |
3.780 |
3.641 |
|
| R2 |
3.716 |
3.716 |
3.630 |
|
| R1 |
3.663 |
3.663 |
3.620 |
3.690 |
| PP |
3.599 |
3.599 |
3.599 |
3.613 |
| S1 |
3.546 |
3.546 |
3.598 |
3.573 |
| S2 |
3.482 |
3.482 |
3.588 |
|
| S3 |
3.365 |
3.429 |
3.577 |
|
| S4 |
3.248 |
3.312 |
3.545 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.513 |
4.356 |
3.757 |
|
| R3 |
4.208 |
4.051 |
3.673 |
|
| R2 |
3.903 |
3.903 |
3.645 |
|
| R1 |
3.746 |
3.746 |
3.617 |
3.672 |
| PP |
3.598 |
3.598 |
3.598 |
3.561 |
| S1 |
3.441 |
3.441 |
3.561 |
3.367 |
| S2 |
3.293 |
3.293 |
3.533 |
|
| S3 |
2.988 |
3.136 |
3.505 |
|
| S4 |
2.683 |
2.831 |
3.421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.653 |
3.450 |
0.203 |
5.6% |
0.095 |
2.6% |
78% |
True |
False |
132,300 |
| 10 |
3.892 |
3.450 |
0.442 |
12.2% |
0.098 |
2.7% |
36% |
False |
False |
109,629 |
| 20 |
3.892 |
3.450 |
0.442 |
12.2% |
0.095 |
2.6% |
36% |
False |
False |
85,399 |
| 40 |
3.892 |
3.281 |
0.611 |
16.9% |
0.094 |
2.6% |
54% |
False |
False |
69,542 |
| 60 |
3.910 |
3.281 |
0.629 |
17.4% |
0.095 |
2.6% |
52% |
False |
False |
51,971 |
| 80 |
4.070 |
3.281 |
0.789 |
21.9% |
0.094 |
2.6% |
42% |
False |
False |
42,339 |
| 100 |
4.442 |
3.281 |
1.161 |
32.2% |
0.094 |
2.6% |
28% |
False |
False |
35,719 |
| 120 |
4.594 |
3.281 |
1.313 |
36.4% |
0.097 |
2.7% |
25% |
False |
False |
31,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.150 |
|
2.618 |
3.959 |
|
1.618 |
3.842 |
|
1.000 |
3.770 |
|
0.618 |
3.725 |
|
HIGH |
3.653 |
|
0.618 |
3.608 |
|
0.500 |
3.595 |
|
0.382 |
3.581 |
|
LOW |
3.536 |
|
0.618 |
3.464 |
|
1.000 |
3.419 |
|
1.618 |
3.347 |
|
2.618 |
3.230 |
|
4.250 |
3.039 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.604 |
3.600 |
| PP |
3.599 |
3.590 |
| S1 |
3.595 |
3.581 |
|