NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.724 |
3.760 |
0.036 |
1.0% |
3.923 |
| High |
3.805 |
3.798 |
-0.007 |
-0.2% |
3.923 |
| Low |
3.707 |
3.692 |
-0.015 |
-0.4% |
3.629 |
| Close |
3.765 |
3.702 |
-0.063 |
-1.7% |
3.769 |
| Range |
0.098 |
0.106 |
0.008 |
8.2% |
0.294 |
| ATR |
0.090 |
0.092 |
0.001 |
1.2% |
0.000 |
| Volume |
43,311 |
41,575 |
-1,736 |
-4.0% |
144,434 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.049 |
3.981 |
3.760 |
|
| R3 |
3.943 |
3.875 |
3.731 |
|
| R2 |
3.837 |
3.837 |
3.721 |
|
| R1 |
3.769 |
3.769 |
3.712 |
3.750 |
| PP |
3.731 |
3.731 |
3.731 |
3.721 |
| S1 |
3.663 |
3.663 |
3.692 |
3.644 |
| S2 |
3.625 |
3.625 |
3.683 |
|
| S3 |
3.519 |
3.557 |
3.673 |
|
| S4 |
3.413 |
3.451 |
3.644 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.656 |
4.506 |
3.931 |
|
| R3 |
4.362 |
4.212 |
3.850 |
|
| R2 |
4.068 |
4.068 |
3.823 |
|
| R1 |
3.918 |
3.918 |
3.796 |
3.846 |
| PP |
3.774 |
3.774 |
3.774 |
3.738 |
| S1 |
3.624 |
3.624 |
3.742 |
3.552 |
| S2 |
3.480 |
3.480 |
3.715 |
|
| S3 |
3.186 |
3.330 |
3.688 |
|
| S4 |
2.892 |
3.036 |
3.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.805 |
3.629 |
0.176 |
4.8% |
0.099 |
2.7% |
41% |
False |
False |
38,003 |
| 10 |
4.041 |
3.629 |
0.412 |
11.1% |
0.094 |
2.5% |
18% |
False |
False |
32,623 |
| 20 |
4.041 |
3.629 |
0.412 |
11.1% |
0.091 |
2.5% |
18% |
False |
False |
28,595 |
| 40 |
4.041 |
3.469 |
0.572 |
15.5% |
0.088 |
2.4% |
41% |
False |
False |
23,813 |
| 60 |
4.061 |
3.469 |
0.592 |
16.0% |
0.088 |
2.4% |
39% |
False |
False |
19,381 |
| 80 |
4.215 |
3.469 |
0.746 |
20.2% |
0.089 |
2.4% |
31% |
False |
False |
16,708 |
| 100 |
4.583 |
3.469 |
1.114 |
30.1% |
0.089 |
2.4% |
21% |
False |
False |
14,547 |
| 120 |
4.744 |
3.469 |
1.275 |
34.4% |
0.093 |
2.5% |
18% |
False |
False |
13,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.249 |
|
2.618 |
4.076 |
|
1.618 |
3.970 |
|
1.000 |
3.904 |
|
0.618 |
3.864 |
|
HIGH |
3.798 |
|
0.618 |
3.758 |
|
0.500 |
3.745 |
|
0.382 |
3.732 |
|
LOW |
3.692 |
|
0.618 |
3.626 |
|
1.000 |
3.586 |
|
1.618 |
3.520 |
|
2.618 |
3.414 |
|
4.250 |
3.242 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.745 |
3.748 |
| PP |
3.731 |
3.733 |
| S1 |
3.716 |
3.717 |
|