NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.668 |
3.698 |
0.030 |
0.8% |
3.759 |
| High |
3.697 |
3.822 |
0.125 |
3.4% |
3.805 |
| Low |
3.648 |
3.686 |
0.038 |
1.0% |
3.648 |
| Close |
3.674 |
3.788 |
0.114 |
3.1% |
3.674 |
| Range |
0.049 |
0.136 |
0.087 |
177.6% |
0.157 |
| ATR |
0.088 |
0.092 |
0.004 |
4.9% |
0.000 |
| Volume |
42,133 |
34,712 |
-7,421 |
-17.6% |
200,948 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.173 |
4.117 |
3.863 |
|
| R3 |
4.037 |
3.981 |
3.825 |
|
| R2 |
3.901 |
3.901 |
3.813 |
|
| R1 |
3.845 |
3.845 |
3.800 |
3.873 |
| PP |
3.765 |
3.765 |
3.765 |
3.780 |
| S1 |
3.709 |
3.709 |
3.776 |
3.737 |
| S2 |
3.629 |
3.629 |
3.763 |
|
| S3 |
3.493 |
3.573 |
3.751 |
|
| S4 |
3.357 |
3.437 |
3.713 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.180 |
4.084 |
3.760 |
|
| R3 |
4.023 |
3.927 |
3.717 |
|
| R2 |
3.866 |
3.866 |
3.703 |
|
| R1 |
3.770 |
3.770 |
3.688 |
3.740 |
| PP |
3.709 |
3.709 |
3.709 |
3.694 |
| S1 |
3.613 |
3.613 |
3.660 |
3.583 |
| S2 |
3.552 |
3.552 |
3.645 |
|
| S3 |
3.395 |
3.456 |
3.631 |
|
| S4 |
3.238 |
3.299 |
3.588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.822 |
3.648 |
0.174 |
4.6% |
0.093 |
2.5% |
80% |
True |
False |
41,857 |
| 10 |
3.860 |
3.629 |
0.231 |
6.1% |
0.094 |
2.5% |
69% |
False |
False |
36,541 |
| 20 |
4.041 |
3.629 |
0.412 |
10.9% |
0.090 |
2.4% |
39% |
False |
False |
30,533 |
| 40 |
4.041 |
3.590 |
0.451 |
11.9% |
0.086 |
2.3% |
44% |
False |
False |
25,199 |
| 60 |
4.061 |
3.469 |
0.592 |
15.6% |
0.087 |
2.3% |
54% |
False |
False |
21,015 |
| 80 |
4.215 |
3.469 |
0.746 |
19.7% |
0.089 |
2.4% |
43% |
False |
False |
17,943 |
| 100 |
4.583 |
3.469 |
1.114 |
29.4% |
0.090 |
2.4% |
29% |
False |
False |
15,592 |
| 120 |
4.744 |
3.469 |
1.275 |
33.7% |
0.092 |
2.4% |
25% |
False |
False |
14,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.400 |
|
2.618 |
4.178 |
|
1.618 |
4.042 |
|
1.000 |
3.958 |
|
0.618 |
3.906 |
|
HIGH |
3.822 |
|
0.618 |
3.770 |
|
0.500 |
3.754 |
|
0.382 |
3.738 |
|
LOW |
3.686 |
|
0.618 |
3.602 |
|
1.000 |
3.550 |
|
1.618 |
3.466 |
|
2.618 |
3.330 |
|
4.250 |
3.108 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.777 |
3.770 |
| PP |
3.765 |
3.753 |
| S1 |
3.754 |
3.735 |
|