NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.678 |
3.567 |
-0.111 |
-3.0% |
3.795 |
| High |
3.681 |
3.589 |
-0.092 |
-2.5% |
3.838 |
| Low |
3.557 |
3.495 |
-0.062 |
-1.7% |
3.545 |
| Close |
3.569 |
3.496 |
-0.073 |
-2.0% |
3.707 |
| Range |
0.124 |
0.094 |
-0.030 |
-24.2% |
0.293 |
| ATR |
0.104 |
0.104 |
-0.001 |
-0.7% |
0.000 |
| Volume |
66,711 |
11,990 |
-54,721 |
-82.0% |
531,802 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.809 |
3.746 |
3.548 |
|
| R3 |
3.715 |
3.652 |
3.522 |
|
| R2 |
3.621 |
3.621 |
3.513 |
|
| R1 |
3.558 |
3.558 |
3.505 |
3.543 |
| PP |
3.527 |
3.527 |
3.527 |
3.519 |
| S1 |
3.464 |
3.464 |
3.487 |
3.449 |
| S2 |
3.433 |
3.433 |
3.479 |
|
| S3 |
3.339 |
3.370 |
3.470 |
|
| S4 |
3.245 |
3.276 |
3.444 |
|
|
| 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 |
3.495 |
0.236 |
6.8% |
0.104 |
3.0% |
0% |
False |
True |
70,779 |
| 10 |
3.869 |
3.495 |
0.374 |
10.7% |
0.108 |
3.1% |
0% |
False |
True |
99,713 |
| 20 |
3.869 |
3.482 |
0.387 |
11.1% |
0.099 |
2.8% |
4% |
False |
False |
119,722 |
| 40 |
3.892 |
3.450 |
0.442 |
12.6% |
0.097 |
2.8% |
10% |
False |
False |
102,560 |
| 60 |
3.892 |
3.281 |
0.611 |
17.5% |
0.096 |
2.7% |
35% |
False |
False |
86,268 |
| 80 |
3.910 |
3.281 |
0.629 |
18.0% |
0.096 |
2.7% |
34% |
False |
False |
68,908 |
| 100 |
4.070 |
3.281 |
0.789 |
22.6% |
0.095 |
2.7% |
27% |
False |
False |
57,816 |
| 120 |
4.442 |
3.281 |
1.161 |
33.2% |
0.095 |
2.7% |
19% |
False |
False |
49,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.989 |
|
2.618 |
3.835 |
|
1.618 |
3.741 |
|
1.000 |
3.683 |
|
0.618 |
3.647 |
|
HIGH |
3.589 |
|
0.618 |
3.553 |
|
0.500 |
3.542 |
|
0.382 |
3.531 |
|
LOW |
3.495 |
|
0.618 |
3.437 |
|
1.000 |
3.401 |
|
1.618 |
3.343 |
|
2.618 |
3.249 |
|
4.250 |
3.096 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.542 |
3.613 |
| PP |
3.527 |
3.574 |
| S1 |
3.511 |
3.535 |
|