NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.608 |
3.542 |
-0.066 |
-1.8% |
3.755 |
| High |
3.647 |
3.570 |
-0.077 |
-2.1% |
3.755 |
| Low |
3.533 |
3.490 |
-0.043 |
-1.2% |
3.450 |
| Close |
3.542 |
3.499 |
-0.043 |
-1.2% |
3.589 |
| Range |
0.114 |
0.080 |
-0.034 |
-29.8% |
0.305 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.3% |
0.000 |
| Volume |
98,656 |
131,764 |
33,108 |
33.6% |
595,482 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.760 |
3.709 |
3.543 |
|
| R3 |
3.680 |
3.629 |
3.521 |
|
| R2 |
3.600 |
3.600 |
3.514 |
|
| R1 |
3.549 |
3.549 |
3.506 |
3.535 |
| PP |
3.520 |
3.520 |
3.520 |
3.512 |
| S1 |
3.469 |
3.469 |
3.492 |
3.455 |
| S2 |
3.440 |
3.440 |
3.484 |
|
| S3 |
3.360 |
3.389 |
3.477 |
|
| S4 |
3.280 |
3.309 |
3.455 |
|
|
| 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 |
3.490 |
0.163 |
4.7% |
0.094 |
2.7% |
6% |
False |
True |
114,667 |
| 10 |
3.793 |
3.450 |
0.343 |
9.8% |
0.095 |
2.7% |
14% |
False |
False |
113,955 |
| 20 |
3.892 |
3.450 |
0.442 |
12.6% |
0.095 |
2.7% |
11% |
False |
False |
91,371 |
| 40 |
3.892 |
3.281 |
0.611 |
17.5% |
0.096 |
2.7% |
36% |
False |
False |
74,198 |
| 60 |
3.910 |
3.281 |
0.629 |
18.0% |
0.094 |
2.7% |
35% |
False |
False |
55,328 |
| 80 |
4.070 |
3.281 |
0.789 |
22.5% |
0.094 |
2.7% |
28% |
False |
False |
44,859 |
| 100 |
4.442 |
3.281 |
1.161 |
33.2% |
0.094 |
2.7% |
19% |
False |
False |
37,785 |
| 120 |
4.594 |
3.281 |
1.313 |
37.5% |
0.096 |
2.8% |
17% |
False |
False |
33,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.910 |
|
2.618 |
3.779 |
|
1.618 |
3.699 |
|
1.000 |
3.650 |
|
0.618 |
3.619 |
|
HIGH |
3.570 |
|
0.618 |
3.539 |
|
0.500 |
3.530 |
|
0.382 |
3.521 |
|
LOW |
3.490 |
|
0.618 |
3.441 |
|
1.000 |
3.410 |
|
1.618 |
3.361 |
|
2.618 |
3.281 |
|
4.250 |
3.150 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.530 |
3.572 |
| PP |
3.520 |
3.547 |
| S1 |
3.509 |
3.523 |
|