NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.509 |
3.530 |
0.021 |
0.6% |
3.581 |
| High |
3.535 |
3.661 |
0.126 |
3.6% |
3.653 |
| Low |
3.482 |
3.519 |
0.037 |
1.1% |
3.482 |
| Close |
3.506 |
3.629 |
0.123 |
3.5% |
3.506 |
| Range |
0.053 |
0.142 |
0.089 |
167.9% |
0.171 |
| ATR |
0.094 |
0.098 |
0.004 |
4.6% |
0.000 |
| Volume |
73,856 |
191,176 |
117,320 |
158.8% |
556,655 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.971 |
3.707 |
|
| R3 |
3.887 |
3.829 |
3.668 |
|
| R2 |
3.745 |
3.745 |
3.655 |
|
| R1 |
3.687 |
3.687 |
3.642 |
3.716 |
| PP |
3.603 |
3.603 |
3.603 |
3.618 |
| S1 |
3.545 |
3.545 |
3.616 |
3.574 |
| S2 |
3.461 |
3.461 |
3.603 |
|
| S3 |
3.319 |
3.403 |
3.590 |
|
| S4 |
3.177 |
3.261 |
3.551 |
|
|
| 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 |
3.661 |
3.482 |
0.179 |
4.9% |
0.101 |
2.8% |
82% |
True |
False |
128,708 |
| 10 |
3.694 |
3.450 |
0.244 |
6.7% |
0.100 |
2.8% |
73% |
False |
False |
127,476 |
| 20 |
3.892 |
3.450 |
0.442 |
12.2% |
0.097 |
2.7% |
40% |
False |
False |
99,503 |
| 40 |
3.892 |
3.406 |
0.486 |
13.4% |
0.094 |
2.6% |
46% |
False |
False |
75,771 |
| 60 |
3.910 |
3.281 |
0.629 |
17.3% |
0.094 |
2.6% |
55% |
False |
False |
59,329 |
| 80 |
4.070 |
3.281 |
0.789 |
21.7% |
0.094 |
2.6% |
44% |
False |
False |
47,787 |
| 100 |
4.442 |
3.281 |
1.161 |
32.0% |
0.094 |
2.6% |
30% |
False |
False |
40,207 |
| 120 |
4.594 |
3.281 |
1.313 |
36.2% |
0.097 |
2.7% |
27% |
False |
False |
35,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.033 |
|
1.618 |
3.891 |
|
1.000 |
3.803 |
|
0.618 |
3.749 |
|
HIGH |
3.661 |
|
0.618 |
3.607 |
|
0.500 |
3.590 |
|
0.382 |
3.573 |
|
LOW |
3.519 |
|
0.618 |
3.431 |
|
1.000 |
3.377 |
|
1.618 |
3.289 |
|
2.618 |
3.147 |
|
4.250 |
2.916 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.616 |
3.610 |
| PP |
3.603 |
3.591 |
| S1 |
3.590 |
3.572 |
|