NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.593 |
3.617 |
0.024 |
0.7% |
3.815 |
| High |
3.639 |
3.645 |
0.006 |
0.2% |
3.869 |
| Low |
3.577 |
3.545 |
-0.032 |
-0.9% |
3.685 |
| Close |
3.619 |
3.629 |
0.010 |
0.3% |
3.764 |
| Range |
0.062 |
0.100 |
0.038 |
61.3% |
0.184 |
| ATR |
0.098 |
0.098 |
0.000 |
0.2% |
0.000 |
| Volume |
91,784 |
123,683 |
31,899 |
34.8% |
616,467 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.906 |
3.868 |
3.684 |
|
| R3 |
3.806 |
3.768 |
3.657 |
|
| R2 |
3.706 |
3.706 |
3.647 |
|
| R1 |
3.668 |
3.668 |
3.638 |
3.687 |
| PP |
3.606 |
3.606 |
3.606 |
3.616 |
| S1 |
3.568 |
3.568 |
3.620 |
3.587 |
| S2 |
3.506 |
3.506 |
3.611 |
|
| S3 |
3.406 |
3.468 |
3.602 |
|
| S4 |
3.306 |
3.368 |
3.574 |
|
|
| 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 |
3.838 |
3.545 |
0.293 |
8.1% |
0.108 |
3.0% |
29% |
False |
True |
120,267 |
| 10 |
3.869 |
3.545 |
0.324 |
8.9% |
0.097 |
2.7% |
26% |
False |
True |
122,558 |
| 20 |
3.869 |
3.482 |
0.387 |
10.7% |
0.096 |
2.6% |
38% |
False |
False |
129,946 |
| 40 |
3.892 |
3.450 |
0.442 |
12.2% |
0.096 |
2.6% |
40% |
False |
False |
102,439 |
| 60 |
3.892 |
3.281 |
0.611 |
16.8% |
0.094 |
2.6% |
57% |
False |
False |
85,034 |
| 80 |
3.910 |
3.281 |
0.629 |
17.3% |
0.095 |
2.6% |
55% |
False |
False |
67,810 |
| 100 |
4.115 |
3.281 |
0.834 |
23.0% |
0.094 |
2.6% |
42% |
False |
False |
56,749 |
| 120 |
4.442 |
3.281 |
1.161 |
32.0% |
0.094 |
2.6% |
30% |
False |
False |
48,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.070 |
|
2.618 |
3.907 |
|
1.618 |
3.807 |
|
1.000 |
3.745 |
|
0.618 |
3.707 |
|
HIGH |
3.645 |
|
0.618 |
3.607 |
|
0.500 |
3.595 |
|
0.382 |
3.583 |
|
LOW |
3.545 |
|
0.618 |
3.483 |
|
1.000 |
3.445 |
|
1.618 |
3.383 |
|
2.618 |
3.283 |
|
4.250 |
3.120 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.618 |
3.622 |
| PP |
3.606 |
3.614 |
| S1 |
3.595 |
3.607 |
|