NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.728 |
3.815 |
0.087 |
2.3% |
3.530 |
| High |
3.792 |
3.855 |
0.063 |
1.7% |
3.795 |
| Low |
3.726 |
3.758 |
0.032 |
0.9% |
3.519 |
| Close |
3.776 |
3.820 |
0.044 |
1.2% |
3.776 |
| Range |
0.066 |
0.097 |
0.031 |
47.0% |
0.276 |
| ATR |
0.095 |
0.095 |
0.000 |
0.1% |
0.000 |
| Volume |
137,044 |
100,774 |
-36,270 |
-26.5% |
863,197 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.102 |
4.058 |
3.873 |
|
| R3 |
4.005 |
3.961 |
3.847 |
|
| R2 |
3.908 |
3.908 |
3.838 |
|
| R1 |
3.864 |
3.864 |
3.829 |
3.886 |
| PP |
3.811 |
3.811 |
3.811 |
3.822 |
| S1 |
3.767 |
3.767 |
3.811 |
3.789 |
| S2 |
3.714 |
3.714 |
3.802 |
|
| S3 |
3.617 |
3.670 |
3.793 |
|
| S4 |
3.520 |
3.573 |
3.767 |
|
|
| 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 |
3.855 |
3.633 |
0.222 |
5.8% |
0.087 |
2.3% |
84% |
True |
False |
154,559 |
| 10 |
3.855 |
3.482 |
0.373 |
9.8% |
0.094 |
2.5% |
91% |
True |
False |
141,633 |
| 20 |
3.892 |
3.450 |
0.442 |
11.6% |
0.093 |
2.4% |
84% |
False |
False |
121,797 |
| 40 |
3.892 |
3.450 |
0.442 |
11.6% |
0.094 |
2.5% |
84% |
False |
False |
84,304 |
| 60 |
3.892 |
3.281 |
0.611 |
16.0% |
0.092 |
2.4% |
88% |
False |
False |
70,934 |
| 80 |
3.976 |
3.281 |
0.695 |
18.2% |
0.095 |
2.5% |
78% |
False |
False |
56,718 |
| 100 |
4.442 |
3.281 |
1.161 |
30.4% |
0.094 |
2.5% |
46% |
False |
False |
47,535 |
| 120 |
4.594 |
3.281 |
1.313 |
34.4% |
0.096 |
2.5% |
41% |
False |
False |
41,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.267 |
|
2.618 |
4.109 |
|
1.618 |
4.012 |
|
1.000 |
3.952 |
|
0.618 |
3.915 |
|
HIGH |
3.855 |
|
0.618 |
3.818 |
|
0.500 |
3.807 |
|
0.382 |
3.795 |
|
LOW |
3.758 |
|
0.618 |
3.698 |
|
1.000 |
3.661 |
|
1.618 |
3.601 |
|
2.618 |
3.504 |
|
4.250 |
3.346 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.816 |
3.803 |
| PP |
3.811 |
3.786 |
| S1 |
3.807 |
3.769 |
|