NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.542 |
3.509 |
-0.033 |
-0.9% |
3.581 |
| High |
3.570 |
3.535 |
-0.035 |
-1.0% |
3.653 |
| Low |
3.490 |
3.482 |
-0.008 |
-0.2% |
3.482 |
| Close |
3.499 |
3.506 |
0.007 |
0.2% |
3.506 |
| Range |
0.080 |
0.053 |
-0.027 |
-33.8% |
0.171 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.2% |
0.000 |
| Volume |
131,764 |
73,856 |
-57,908 |
-43.9% |
556,655 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.667 |
3.639 |
3.535 |
|
| R3 |
3.614 |
3.586 |
3.521 |
|
| R2 |
3.561 |
3.561 |
3.516 |
|
| R1 |
3.533 |
3.533 |
3.511 |
3.521 |
| PP |
3.508 |
3.508 |
3.508 |
3.501 |
| S1 |
3.480 |
3.480 |
3.501 |
3.468 |
| S2 |
3.455 |
3.455 |
3.496 |
|
| S3 |
3.402 |
3.427 |
3.491 |
|
| S4 |
3.349 |
3.374 |
3.477 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.060 |
3.954 |
3.600 |
|
| R3 |
3.889 |
3.783 |
3.553 |
|
| R2 |
3.718 |
3.718 |
3.537 |
|
| R1 |
3.612 |
3.612 |
3.522 |
3.580 |
| PP |
3.547 |
3.547 |
3.547 |
3.531 |
| S1 |
3.441 |
3.441 |
3.490 |
3.409 |
| S2 |
3.376 |
3.376 |
3.475 |
|
| S3 |
3.205 |
3.270 |
3.459 |
|
| S4 |
3.034 |
3.099 |
3.412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.653 |
3.482 |
0.171 |
4.9% |
0.088 |
2.5% |
14% |
False |
True |
111,331 |
| 10 |
3.755 |
3.450 |
0.305 |
8.7% |
0.095 |
2.7% |
18% |
False |
False |
115,213 |
| 20 |
3.892 |
3.450 |
0.442 |
12.6% |
0.093 |
2.7% |
13% |
False |
False |
92,032 |
| 40 |
3.892 |
3.376 |
0.516 |
14.7% |
0.093 |
2.6% |
25% |
False |
False |
73,856 |
| 60 |
3.910 |
3.281 |
0.629 |
17.9% |
0.093 |
2.6% |
36% |
False |
False |
56,367 |
| 80 |
4.070 |
3.281 |
0.789 |
22.5% |
0.094 |
2.7% |
29% |
False |
False |
45,591 |
| 100 |
4.442 |
3.281 |
1.161 |
33.1% |
0.094 |
2.7% |
19% |
False |
False |
38,388 |
| 120 |
4.594 |
3.281 |
1.313 |
37.5% |
0.096 |
2.7% |
17% |
False |
False |
33,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.760 |
|
2.618 |
3.674 |
|
1.618 |
3.621 |
|
1.000 |
3.588 |
|
0.618 |
3.568 |
|
HIGH |
3.535 |
|
0.618 |
3.515 |
|
0.500 |
3.509 |
|
0.382 |
3.502 |
|
LOW |
3.482 |
|
0.618 |
3.449 |
|
1.000 |
3.429 |
|
1.618 |
3.396 |
|
2.618 |
3.343 |
|
4.250 |
3.257 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.509 |
3.565 |
| PP |
3.508 |
3.545 |
| S1 |
3.507 |
3.526 |
|