NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.630 |
3.678 |
0.048 |
1.3% |
3.795 |
| High |
3.731 |
3.681 |
-0.050 |
-1.3% |
3.838 |
| Low |
3.593 |
3.557 |
-0.036 |
-1.0% |
3.545 |
| Close |
3.707 |
3.569 |
-0.138 |
-3.7% |
3.707 |
| Range |
0.138 |
0.124 |
-0.014 |
-10.1% |
0.293 |
| ATR |
0.101 |
0.104 |
0.004 |
3.5% |
0.000 |
| Volume |
59,731 |
66,711 |
6,980 |
11.7% |
531,802 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.974 |
3.896 |
3.637 |
|
| R3 |
3.850 |
3.772 |
3.603 |
|
| R2 |
3.726 |
3.726 |
3.592 |
|
| R1 |
3.648 |
3.648 |
3.580 |
3.625 |
| PP |
3.602 |
3.602 |
3.602 |
3.591 |
| S1 |
3.524 |
3.524 |
3.558 |
3.501 |
| S2 |
3.478 |
3.478 |
3.546 |
|
| S3 |
3.354 |
3.400 |
3.535 |
|
| S4 |
3.230 |
3.276 |
3.501 |
|
|
| 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 |
3.731 |
3.545 |
0.186 |
5.2% |
0.104 |
2.9% |
13% |
False |
False |
97,785 |
| 10 |
3.869 |
3.545 |
0.324 |
9.1% |
0.107 |
3.0% |
7% |
False |
False |
111,420 |
| 20 |
3.869 |
3.482 |
0.387 |
10.8% |
0.101 |
2.8% |
22% |
False |
False |
126,527 |
| 40 |
3.892 |
3.450 |
0.442 |
12.4% |
0.097 |
2.7% |
27% |
False |
False |
103,526 |
| 60 |
3.892 |
3.281 |
0.611 |
17.1% |
0.095 |
2.7% |
47% |
False |
False |
86,367 |
| 80 |
3.910 |
3.281 |
0.629 |
17.6% |
0.096 |
2.7% |
46% |
False |
False |
68,885 |
| 100 |
4.070 |
3.281 |
0.789 |
22.1% |
0.095 |
2.7% |
37% |
False |
False |
57,844 |
| 120 |
4.442 |
3.281 |
1.161 |
32.5% |
0.095 |
2.7% |
25% |
False |
False |
49,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.208 |
|
2.618 |
4.006 |
|
1.618 |
3.882 |
|
1.000 |
3.805 |
|
0.618 |
3.758 |
|
HIGH |
3.681 |
|
0.618 |
3.634 |
|
0.500 |
3.619 |
|
0.382 |
3.604 |
|
LOW |
3.557 |
|
0.618 |
3.480 |
|
1.000 |
3.433 |
|
1.618 |
3.356 |
|
2.618 |
3.232 |
|
4.250 |
3.030 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.619 |
3.638 |
| PP |
3.602 |
3.615 |
| S1 |
3.586 |
3.592 |
|