NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.815 |
3.821 |
0.006 |
0.2% |
3.530 |
| High |
3.855 |
3.855 |
0.000 |
0.0% |
3.795 |
| Low |
3.758 |
3.773 |
0.015 |
0.4% |
3.519 |
| Close |
3.820 |
3.790 |
-0.030 |
-0.8% |
3.776 |
| Range |
0.097 |
0.082 |
-0.015 |
-15.5% |
0.276 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.0% |
0.000 |
| Volume |
100,774 |
129,060 |
28,286 |
28.1% |
863,197 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.052 |
4.003 |
3.835 |
|
| R3 |
3.970 |
3.921 |
3.813 |
|
| R2 |
3.888 |
3.888 |
3.805 |
|
| R1 |
3.839 |
3.839 |
3.798 |
3.823 |
| PP |
3.806 |
3.806 |
3.806 |
3.798 |
| S1 |
3.757 |
3.757 |
3.782 |
3.741 |
| S2 |
3.724 |
3.724 |
3.775 |
|
| S3 |
3.642 |
3.675 |
3.767 |
|
| S4 |
3.560 |
3.593 |
3.745 |
|
|
| 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 |
3.673 |
0.182 |
4.8% |
0.084 |
2.2% |
64% |
True |
False |
140,770 |
| 10 |
3.855 |
3.482 |
0.373 |
9.8% |
0.090 |
2.4% |
83% |
True |
False |
139,730 |
| 20 |
3.892 |
3.450 |
0.442 |
11.7% |
0.094 |
2.5% |
77% |
False |
False |
124,679 |
| 40 |
3.892 |
3.450 |
0.442 |
11.7% |
0.093 |
2.5% |
77% |
False |
False |
87,016 |
| 60 |
3.892 |
3.281 |
0.611 |
16.1% |
0.091 |
2.4% |
83% |
False |
False |
72,899 |
| 80 |
3.923 |
3.281 |
0.642 |
16.9% |
0.095 |
2.5% |
79% |
False |
False |
58,232 |
| 100 |
4.442 |
3.281 |
1.161 |
30.6% |
0.094 |
2.5% |
44% |
False |
False |
48,765 |
| 120 |
4.594 |
3.281 |
1.313 |
34.6% |
0.096 |
2.5% |
39% |
False |
False |
42,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.204 |
|
2.618 |
4.070 |
|
1.618 |
3.988 |
|
1.000 |
3.937 |
|
0.618 |
3.906 |
|
HIGH |
3.855 |
|
0.618 |
3.824 |
|
0.500 |
3.814 |
|
0.382 |
3.804 |
|
LOW |
3.773 |
|
0.618 |
3.722 |
|
1.000 |
3.691 |
|
1.618 |
3.640 |
|
2.618 |
3.558 |
|
4.250 |
3.425 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.814 |
3.791 |
| PP |
3.806 |
3.790 |
| S1 |
3.798 |
3.790 |
|