NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.557 |
3.608 |
0.051 |
1.4% |
3.755 |
| High |
3.653 |
3.647 |
-0.006 |
-0.2% |
3.755 |
| Low |
3.536 |
3.533 |
-0.003 |
-0.1% |
3.450 |
| Close |
3.609 |
3.542 |
-0.067 |
-1.9% |
3.589 |
| Range |
0.117 |
0.114 |
-0.003 |
-2.6% |
0.305 |
| ATR |
0.097 |
0.098 |
0.001 |
1.2% |
0.000 |
| Volume |
148,089 |
98,656 |
-49,433 |
-33.4% |
595,482 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.916 |
3.843 |
3.605 |
|
| R3 |
3.802 |
3.729 |
3.573 |
|
| R2 |
3.688 |
3.688 |
3.563 |
|
| R1 |
3.615 |
3.615 |
3.552 |
3.595 |
| PP |
3.574 |
3.574 |
3.574 |
3.564 |
| S1 |
3.501 |
3.501 |
3.532 |
3.481 |
| S2 |
3.460 |
3.460 |
3.521 |
|
| S3 |
3.346 |
3.387 |
3.511 |
|
| S4 |
3.232 |
3.273 |
3.479 |
|
|
| 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 |
5.7% |
0.106 |
3.0% |
45% |
False |
False |
130,440 |
| 10 |
3.892 |
3.450 |
0.442 |
12.5% |
0.102 |
2.9% |
21% |
False |
False |
112,339 |
| 20 |
3.892 |
3.450 |
0.442 |
12.5% |
0.098 |
2.8% |
21% |
False |
False |
87,803 |
| 40 |
3.892 |
3.281 |
0.611 |
17.3% |
0.096 |
2.7% |
43% |
False |
False |
71,441 |
| 60 |
3.910 |
3.281 |
0.629 |
17.8% |
0.095 |
2.7% |
41% |
False |
False |
53,369 |
| 80 |
4.070 |
3.281 |
0.789 |
22.3% |
0.094 |
2.7% |
33% |
False |
False |
43,379 |
| 100 |
4.442 |
3.281 |
1.161 |
32.8% |
0.094 |
2.6% |
22% |
False |
False |
36,569 |
| 120 |
4.594 |
3.281 |
1.313 |
37.1% |
0.097 |
2.7% |
20% |
False |
False |
32,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.132 |
|
2.618 |
3.945 |
|
1.618 |
3.831 |
|
1.000 |
3.761 |
|
0.618 |
3.717 |
|
HIGH |
3.647 |
|
0.618 |
3.603 |
|
0.500 |
3.590 |
|
0.382 |
3.577 |
|
LOW |
3.533 |
|
0.618 |
3.463 |
|
1.000 |
3.419 |
|
1.618 |
3.349 |
|
2.618 |
3.235 |
|
4.250 |
3.049 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.590 |
3.581 |
| PP |
3.574 |
3.568 |
| S1 |
3.558 |
3.555 |
|