NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.637 |
3.724 |
0.087 |
2.4% |
3.581 |
| High |
3.730 |
3.734 |
0.004 |
0.1% |
3.653 |
| Low |
3.633 |
3.673 |
0.040 |
1.1% |
3.482 |
| Close |
3.716 |
3.679 |
-0.037 |
-1.0% |
3.506 |
| Range |
0.097 |
0.061 |
-0.036 |
-37.1% |
0.171 |
| ATR |
0.099 |
0.096 |
-0.003 |
-2.7% |
0.000 |
| Volume |
198,003 |
137,544 |
-60,459 |
-30.5% |
556,655 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.878 |
3.840 |
3.713 |
|
| R3 |
3.817 |
3.779 |
3.696 |
|
| R2 |
3.756 |
3.756 |
3.690 |
|
| R1 |
3.718 |
3.718 |
3.685 |
3.707 |
| PP |
3.695 |
3.695 |
3.695 |
3.690 |
| S1 |
3.657 |
3.657 |
3.673 |
3.646 |
| S2 |
3.634 |
3.634 |
3.668 |
|
| S3 |
3.573 |
3.596 |
3.662 |
|
| S4 |
3.512 |
3.535 |
3.645 |
|
|
| 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 |
3.734 |
3.482 |
0.252 |
6.8% |
0.087 |
2.4% |
78% |
True |
False |
146,468 |
| 10 |
3.734 |
3.450 |
0.284 |
7.7% |
0.096 |
2.6% |
81% |
True |
False |
138,454 |
| 20 |
3.892 |
3.450 |
0.442 |
12.0% |
0.096 |
2.6% |
52% |
False |
False |
110,870 |
| 40 |
3.892 |
3.433 |
0.459 |
12.5% |
0.094 |
2.5% |
54% |
False |
False |
79,139 |
| 60 |
3.910 |
3.281 |
0.629 |
17.1% |
0.092 |
2.5% |
63% |
False |
False |
64,434 |
| 80 |
4.070 |
3.281 |
0.789 |
21.4% |
0.094 |
2.6% |
50% |
False |
False |
51,627 |
| 100 |
4.442 |
3.281 |
1.161 |
31.6% |
0.093 |
2.5% |
34% |
False |
False |
43,380 |
| 120 |
4.594 |
3.281 |
1.313 |
35.7% |
0.096 |
2.6% |
30% |
False |
False |
37,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.894 |
|
1.618 |
3.833 |
|
1.000 |
3.795 |
|
0.618 |
3.772 |
|
HIGH |
3.734 |
|
0.618 |
3.711 |
|
0.500 |
3.704 |
|
0.382 |
3.696 |
|
LOW |
3.673 |
|
0.618 |
3.635 |
|
1.000 |
3.612 |
|
1.618 |
3.574 |
|
2.618 |
3.513 |
|
4.250 |
3.414 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.704 |
3.662 |
| PP |
3.695 |
3.644 |
| S1 |
3.687 |
3.627 |
|