NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.795 |
0.036 |
1.0% |
3.815 |
| High |
3.785 |
3.838 |
0.053 |
1.4% |
3.869 |
| Low |
3.685 |
3.654 |
-0.031 |
-0.8% |
3.685 |
| Close |
3.764 |
3.668 |
-0.096 |
-2.6% |
3.764 |
| Range |
0.100 |
0.184 |
0.084 |
84.0% |
0.184 |
| ATR |
0.095 |
0.101 |
0.006 |
6.8% |
0.000 |
| Volume |
129,264 |
109,587 |
-19,677 |
-15.2% |
616,467 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.154 |
3.769 |
|
| R3 |
4.088 |
3.970 |
3.719 |
|
| R2 |
3.904 |
3.904 |
3.702 |
|
| R1 |
3.786 |
3.786 |
3.685 |
3.753 |
| PP |
3.720 |
3.720 |
3.720 |
3.704 |
| S1 |
3.602 |
3.602 |
3.651 |
3.569 |
| S2 |
3.536 |
3.536 |
3.634 |
|
| S3 |
3.352 |
3.418 |
3.617 |
|
| S4 |
3.168 |
3.234 |
3.567 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.325 |
4.228 |
3.865 |
|
| R3 |
4.141 |
4.044 |
3.815 |
|
| R2 |
3.957 |
3.957 |
3.798 |
|
| R1 |
3.860 |
3.860 |
3.781 |
3.817 |
| PP |
3.773 |
3.773 |
3.773 |
3.751 |
| S1 |
3.676 |
3.676 |
3.747 |
3.633 |
| S2 |
3.589 |
3.589 |
3.730 |
|
| S3 |
3.405 |
3.492 |
3.713 |
|
| S4 |
3.221 |
3.308 |
3.663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.869 |
3.654 |
0.215 |
5.9% |
0.110 |
3.0% |
7% |
False |
True |
125,056 |
| 10 |
3.869 |
3.633 |
0.236 |
6.4% |
0.099 |
2.7% |
15% |
False |
False |
139,807 |
| 20 |
3.869 |
3.450 |
0.419 |
11.4% |
0.099 |
2.7% |
52% |
False |
False |
133,641 |
| 40 |
3.892 |
3.450 |
0.442 |
12.1% |
0.096 |
2.6% |
49% |
False |
False |
95,024 |
| 60 |
3.892 |
3.281 |
0.611 |
16.7% |
0.093 |
2.5% |
63% |
False |
False |
80,237 |
| 80 |
3.910 |
3.281 |
0.629 |
17.1% |
0.095 |
2.6% |
62% |
False |
False |
63,953 |
| 100 |
4.155 |
3.281 |
0.874 |
23.8% |
0.093 |
2.5% |
44% |
False |
False |
53,418 |
| 120 |
4.510 |
3.281 |
1.229 |
33.5% |
0.096 |
2.6% |
31% |
False |
False |
45,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.620 |
|
2.618 |
4.320 |
|
1.618 |
4.136 |
|
1.000 |
4.022 |
|
0.618 |
3.952 |
|
HIGH |
3.838 |
|
0.618 |
3.768 |
|
0.500 |
3.746 |
|
0.382 |
3.724 |
|
LOW |
3.654 |
|
0.618 |
3.540 |
|
1.000 |
3.470 |
|
1.618 |
3.356 |
|
2.618 |
3.172 |
|
4.250 |
2.872 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.746 |
3.746 |
| PP |
3.720 |
3.720 |
| S1 |
3.694 |
3.694 |
|