NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.699 |
3.728 |
0.029 |
0.8% |
3.530 |
| High |
3.795 |
3.792 |
-0.003 |
-0.1% |
3.795 |
| Low |
3.683 |
3.726 |
0.043 |
1.2% |
3.519 |
| Close |
3.723 |
3.776 |
0.053 |
1.4% |
3.776 |
| Range |
0.112 |
0.066 |
-0.046 |
-41.1% |
0.276 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.1% |
0.000 |
| Volume |
199,430 |
137,044 |
-62,386 |
-31.3% |
863,197 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.935 |
3.812 |
|
| R3 |
3.897 |
3.869 |
3.794 |
|
| R2 |
3.831 |
3.831 |
3.788 |
|
| R1 |
3.803 |
3.803 |
3.782 |
3.817 |
| PP |
3.765 |
3.765 |
3.765 |
3.772 |
| S1 |
3.737 |
3.737 |
3.770 |
3.751 |
| S2 |
3.699 |
3.699 |
3.764 |
|
| S3 |
3.633 |
3.671 |
3.758 |
|
| S4 |
3.567 |
3.605 |
3.740 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.525 |
4.426 |
3.928 |
|
| R3 |
4.249 |
4.150 |
3.852 |
|
| R2 |
3.973 |
3.973 |
3.827 |
|
| R1 |
3.874 |
3.874 |
3.801 |
3.924 |
| PP |
3.697 |
3.697 |
3.697 |
3.721 |
| S1 |
3.598 |
3.598 |
3.751 |
3.648 |
| S2 |
3.421 |
3.421 |
3.725 |
|
| S3 |
3.145 |
3.322 |
3.700 |
|
| S4 |
2.869 |
3.046 |
3.624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.795 |
3.519 |
0.276 |
7.3% |
0.096 |
2.5% |
93% |
False |
False |
172,639 |
| 10 |
3.795 |
3.482 |
0.313 |
8.3% |
0.092 |
2.4% |
94% |
False |
False |
141,985 |
| 20 |
3.892 |
3.450 |
0.442 |
11.7% |
0.094 |
2.5% |
74% |
False |
False |
120,036 |
| 40 |
3.892 |
3.450 |
0.442 |
11.7% |
0.093 |
2.5% |
74% |
False |
False |
82,923 |
| 60 |
3.892 |
3.281 |
0.611 |
16.2% |
0.091 |
2.4% |
81% |
False |
False |
69,655 |
| 80 |
4.019 |
3.281 |
0.738 |
19.5% |
0.094 |
2.5% |
67% |
False |
False |
55,534 |
| 100 |
4.442 |
3.281 |
1.161 |
30.7% |
0.093 |
2.5% |
43% |
False |
False |
46,579 |
| 120 |
4.594 |
3.281 |
1.313 |
34.8% |
0.096 |
2.5% |
38% |
False |
False |
40,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.073 |
|
2.618 |
3.965 |
|
1.618 |
3.899 |
|
1.000 |
3.858 |
|
0.618 |
3.833 |
|
HIGH |
3.792 |
|
0.618 |
3.767 |
|
0.500 |
3.759 |
|
0.382 |
3.751 |
|
LOW |
3.726 |
|
0.618 |
3.685 |
|
1.000 |
3.660 |
|
1.618 |
3.619 |
|
2.618 |
3.553 |
|
4.250 |
3.446 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.770 |
3.762 |
| PP |
3.765 |
3.748 |
| S1 |
3.759 |
3.734 |
|