NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.813 |
3.775 |
-0.038 |
-1.0% |
3.530 |
| High |
3.869 |
3.801 |
-0.068 |
-1.8% |
3.795 |
| Low |
3.757 |
3.727 |
-0.030 |
-0.8% |
3.519 |
| Close |
3.769 |
3.757 |
-0.012 |
-0.3% |
3.776 |
| Range |
0.112 |
0.074 |
-0.038 |
-33.9% |
0.276 |
| ATR |
0.096 |
0.094 |
-0.002 |
-1.6% |
0.000 |
| Volume |
145,069 |
112,300 |
-32,769 |
-22.6% |
863,197 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.984 |
3.944 |
3.798 |
|
| R3 |
3.910 |
3.870 |
3.777 |
|
| R2 |
3.836 |
3.836 |
3.771 |
|
| R1 |
3.796 |
3.796 |
3.764 |
3.779 |
| PP |
3.762 |
3.762 |
3.762 |
3.753 |
| S1 |
3.722 |
3.722 |
3.750 |
3.705 |
| S2 |
3.688 |
3.688 |
3.743 |
|
| S3 |
3.614 |
3.648 |
3.737 |
|
| S4 |
3.540 |
3.574 |
3.716 |
|
|
| 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 |
3.726 |
0.143 |
3.8% |
0.086 |
2.3% |
22% |
False |
False |
124,849 |
| 10 |
3.869 |
3.482 |
0.387 |
10.3% |
0.090 |
2.4% |
71% |
False |
False |
142,425 |
| 20 |
3.869 |
3.450 |
0.419 |
11.2% |
0.092 |
2.5% |
73% |
False |
False |
128,190 |
| 40 |
3.892 |
3.450 |
0.442 |
11.8% |
0.094 |
2.5% |
69% |
False |
False |
91,030 |
| 60 |
3.892 |
3.281 |
0.611 |
16.3% |
0.091 |
2.4% |
78% |
False |
False |
76,761 |
| 80 |
3.910 |
3.281 |
0.629 |
16.7% |
0.095 |
2.5% |
76% |
False |
False |
61,211 |
| 100 |
4.317 |
3.281 |
1.036 |
27.6% |
0.093 |
2.5% |
46% |
False |
False |
51,195 |
| 120 |
4.594 |
3.281 |
1.313 |
34.9% |
0.095 |
2.5% |
36% |
False |
False |
44,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
3.995 |
|
1.618 |
3.921 |
|
1.000 |
3.875 |
|
0.618 |
3.847 |
|
HIGH |
3.801 |
|
0.618 |
3.773 |
|
0.500 |
3.764 |
|
0.382 |
3.755 |
|
LOW |
3.727 |
|
0.618 |
3.681 |
|
1.000 |
3.653 |
|
1.618 |
3.607 |
|
2.618 |
3.533 |
|
4.250 |
3.413 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.764 |
3.798 |
| PP |
3.762 |
3.784 |
| S1 |
3.759 |
3.771 |
|