NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.530 |
3.637 |
0.107 |
3.0% |
3.581 |
| High |
3.661 |
3.730 |
0.069 |
1.9% |
3.653 |
| Low |
3.519 |
3.633 |
0.114 |
3.2% |
3.482 |
| Close |
3.629 |
3.716 |
0.087 |
2.4% |
3.506 |
| Range |
0.142 |
0.097 |
-0.045 |
-31.7% |
0.171 |
| ATR |
0.098 |
0.099 |
0.000 |
0.2% |
0.000 |
| Volume |
191,176 |
198,003 |
6,827 |
3.6% |
556,655 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.984 |
3.947 |
3.769 |
|
| R3 |
3.887 |
3.850 |
3.743 |
|
| R2 |
3.790 |
3.790 |
3.734 |
|
| R1 |
3.753 |
3.753 |
3.725 |
3.772 |
| PP |
3.693 |
3.693 |
3.693 |
3.702 |
| S1 |
3.656 |
3.656 |
3.707 |
3.675 |
| S2 |
3.596 |
3.596 |
3.698 |
|
| S3 |
3.499 |
3.559 |
3.689 |
|
| S4 |
3.402 |
3.462 |
3.663 |
|
|
| 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 |
3.730 |
3.482 |
0.248 |
6.7% |
0.097 |
2.6% |
94% |
True |
False |
138,691 |
| 10 |
3.730 |
3.450 |
0.280 |
7.5% |
0.096 |
2.6% |
95% |
True |
False |
135,495 |
| 20 |
3.892 |
3.450 |
0.442 |
11.9% |
0.097 |
2.6% |
60% |
False |
False |
107,004 |
| 40 |
3.892 |
3.428 |
0.464 |
12.5% |
0.094 |
2.5% |
62% |
False |
False |
78,175 |
| 60 |
3.910 |
3.281 |
0.629 |
16.9% |
0.093 |
2.5% |
69% |
False |
False |
62,355 |
| 80 |
4.070 |
3.281 |
0.789 |
21.2% |
0.095 |
2.5% |
55% |
False |
False |
50,034 |
| 100 |
4.442 |
3.281 |
1.161 |
31.2% |
0.094 |
2.5% |
37% |
False |
False |
42,104 |
| 120 |
4.594 |
3.281 |
1.313 |
35.3% |
0.096 |
2.6% |
33% |
False |
False |
36,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.142 |
|
2.618 |
3.984 |
|
1.618 |
3.887 |
|
1.000 |
3.827 |
|
0.618 |
3.790 |
|
HIGH |
3.730 |
|
0.618 |
3.693 |
|
0.500 |
3.682 |
|
0.382 |
3.670 |
|
LOW |
3.633 |
|
0.618 |
3.573 |
|
1.000 |
3.536 |
|
1.618 |
3.476 |
|
2.618 |
3.379 |
|
4.250 |
3.221 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.705 |
3.679 |
| PP |
3.693 |
3.643 |
| S1 |
3.682 |
3.606 |
|