NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.821 |
3.813 |
-0.008 |
-0.2% |
3.530 |
| High |
3.855 |
3.869 |
0.014 |
0.4% |
3.795 |
| Low |
3.773 |
3.757 |
-0.016 |
-0.4% |
3.519 |
| Close |
3.790 |
3.769 |
-0.021 |
-0.6% |
3.776 |
| Range |
0.082 |
0.112 |
0.030 |
36.6% |
0.276 |
| ATR |
0.094 |
0.096 |
0.001 |
1.3% |
0.000 |
| Volume |
129,060 |
145,069 |
16,009 |
12.4% |
863,197 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.064 |
3.831 |
|
| R3 |
4.022 |
3.952 |
3.800 |
|
| R2 |
3.910 |
3.910 |
3.790 |
|
| R1 |
3.840 |
3.840 |
3.779 |
3.819 |
| PP |
3.798 |
3.798 |
3.798 |
3.788 |
| S1 |
3.728 |
3.728 |
3.759 |
3.707 |
| S2 |
3.686 |
3.686 |
3.748 |
|
| S3 |
3.574 |
3.616 |
3.738 |
|
| S4 |
3.462 |
3.504 |
3.707 |
|
|
| 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 |
3.869 |
3.683 |
0.186 |
4.9% |
0.094 |
2.5% |
46% |
True |
False |
142,275 |
| 10 |
3.869 |
3.482 |
0.387 |
10.3% |
0.090 |
2.4% |
74% |
True |
False |
144,372 |
| 20 |
3.892 |
3.450 |
0.442 |
11.7% |
0.096 |
2.5% |
72% |
False |
False |
128,355 |
| 40 |
3.892 |
3.450 |
0.442 |
11.7% |
0.094 |
2.5% |
72% |
False |
False |
89,487 |
| 60 |
3.892 |
3.281 |
0.611 |
16.2% |
0.092 |
2.4% |
80% |
False |
False |
75,078 |
| 80 |
3.910 |
3.281 |
0.629 |
16.7% |
0.095 |
2.5% |
78% |
False |
False |
59,943 |
| 100 |
4.442 |
3.281 |
1.161 |
30.8% |
0.094 |
2.5% |
42% |
False |
False |
50,130 |
| 120 |
4.594 |
3.281 |
1.313 |
34.8% |
0.096 |
2.5% |
37% |
False |
False |
43,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.345 |
|
2.618 |
4.162 |
|
1.618 |
4.050 |
|
1.000 |
3.981 |
|
0.618 |
3.938 |
|
HIGH |
3.869 |
|
0.618 |
3.826 |
|
0.500 |
3.813 |
|
0.382 |
3.800 |
|
LOW |
3.757 |
|
0.618 |
3.688 |
|
1.000 |
3.645 |
|
1.618 |
3.576 |
|
2.618 |
3.464 |
|
4.250 |
3.281 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.813 |
3.813 |
| PP |
3.798 |
3.798 |
| S1 |
3.784 |
3.784 |
|