NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.617 |
3.630 |
0.013 |
0.4% |
3.795 |
| High |
3.645 |
3.731 |
0.086 |
2.4% |
3.838 |
| Low |
3.545 |
3.593 |
0.048 |
1.4% |
3.545 |
| Close |
3.629 |
3.707 |
0.078 |
2.1% |
3.707 |
| Range |
0.100 |
0.138 |
0.038 |
38.0% |
0.293 |
| ATR |
0.098 |
0.101 |
0.003 |
2.9% |
0.000 |
| Volume |
123,683 |
59,731 |
-63,952 |
-51.7% |
531,802 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.091 |
4.037 |
3.783 |
|
| R3 |
3.953 |
3.899 |
3.745 |
|
| R2 |
3.815 |
3.815 |
3.732 |
|
| R1 |
3.761 |
3.761 |
3.720 |
3.788 |
| PP |
3.677 |
3.677 |
3.677 |
3.691 |
| S1 |
3.623 |
3.623 |
3.694 |
3.650 |
| S2 |
3.539 |
3.539 |
3.682 |
|
| S3 |
3.401 |
3.485 |
3.669 |
|
| S4 |
3.263 |
3.347 |
3.631 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.576 |
4.434 |
3.868 |
|
| R3 |
4.283 |
4.141 |
3.788 |
|
| R2 |
3.990 |
3.990 |
3.761 |
|
| R1 |
3.848 |
3.848 |
3.734 |
3.773 |
| PP |
3.697 |
3.697 |
3.697 |
3.659 |
| S1 |
3.555 |
3.555 |
3.680 |
3.480 |
| S2 |
3.404 |
3.404 |
3.653 |
|
| S3 |
3.111 |
3.262 |
3.626 |
|
| S4 |
2.818 |
2.969 |
3.546 |
|
|
| 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 |
7.9% |
0.116 |
3.1% |
55% |
False |
False |
106,360 |
| 10 |
3.869 |
3.545 |
0.324 |
8.7% |
0.105 |
2.8% |
50% |
False |
False |
114,826 |
| 20 |
3.869 |
3.482 |
0.387 |
10.4% |
0.098 |
2.6% |
58% |
False |
False |
128,406 |
| 40 |
3.892 |
3.450 |
0.442 |
11.9% |
0.096 |
2.6% |
58% |
False |
False |
103,124 |
| 60 |
3.892 |
3.281 |
0.611 |
16.5% |
0.094 |
2.5% |
70% |
False |
False |
85,697 |
| 80 |
3.910 |
3.281 |
0.629 |
17.0% |
0.096 |
2.6% |
68% |
False |
False |
68,228 |
| 100 |
4.072 |
3.281 |
0.791 |
21.3% |
0.095 |
2.6% |
54% |
False |
False |
57,269 |
| 120 |
4.442 |
3.281 |
1.161 |
31.3% |
0.094 |
2.5% |
37% |
False |
False |
49,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.092 |
|
1.618 |
3.954 |
|
1.000 |
3.869 |
|
0.618 |
3.816 |
|
HIGH |
3.731 |
|
0.618 |
3.678 |
|
0.500 |
3.662 |
|
0.382 |
3.646 |
|
LOW |
3.593 |
|
0.618 |
3.508 |
|
1.000 |
3.455 |
|
1.618 |
3.370 |
|
2.618 |
3.232 |
|
4.250 |
3.007 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.692 |
3.684 |
| PP |
3.677 |
3.661 |
| S1 |
3.662 |
3.638 |
|