NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.698 |
3.794 |
0.096 |
2.6% |
3.759 |
| High |
3.822 |
3.881 |
0.059 |
1.5% |
3.805 |
| Low |
3.686 |
3.788 |
0.102 |
2.8% |
3.648 |
| Close |
3.788 |
3.869 |
0.081 |
2.1% |
3.674 |
| Range |
0.136 |
0.093 |
-0.043 |
-31.6% |
0.157 |
| ATR |
0.092 |
0.092 |
0.000 |
0.1% |
0.000 |
| Volume |
34,712 |
69,477 |
34,765 |
100.2% |
200,948 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.125 |
4.090 |
3.920 |
|
| R3 |
4.032 |
3.997 |
3.895 |
|
| R2 |
3.939 |
3.939 |
3.886 |
|
| R1 |
3.904 |
3.904 |
3.878 |
3.922 |
| PP |
3.846 |
3.846 |
3.846 |
3.855 |
| S1 |
3.811 |
3.811 |
3.860 |
3.829 |
| S2 |
3.753 |
3.753 |
3.852 |
|
| S3 |
3.660 |
3.718 |
3.843 |
|
| S4 |
3.567 |
3.625 |
3.818 |
|
|
| 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 |
3.881 |
3.648 |
0.233 |
6.0% |
0.092 |
2.4% |
95% |
True |
False |
47,090 |
| 10 |
3.881 |
3.629 |
0.252 |
6.5% |
0.090 |
2.3% |
95% |
True |
False |
41,574 |
| 20 |
4.041 |
3.629 |
0.412 |
10.6% |
0.091 |
2.3% |
58% |
False |
False |
32,929 |
| 40 |
4.041 |
3.613 |
0.428 |
11.1% |
0.086 |
2.2% |
60% |
False |
False |
26,391 |
| 60 |
4.061 |
3.469 |
0.592 |
15.3% |
0.086 |
2.2% |
68% |
False |
False |
22,063 |
| 80 |
4.215 |
3.469 |
0.746 |
19.3% |
0.089 |
2.3% |
54% |
False |
False |
18,698 |
| 100 |
4.583 |
3.469 |
1.114 |
28.8% |
0.089 |
2.3% |
36% |
False |
False |
16,232 |
| 120 |
4.744 |
3.469 |
1.275 |
33.0% |
0.091 |
2.4% |
31% |
False |
False |
14,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.276 |
|
2.618 |
4.124 |
|
1.618 |
4.031 |
|
1.000 |
3.974 |
|
0.618 |
3.938 |
|
HIGH |
3.881 |
|
0.618 |
3.845 |
|
0.500 |
3.835 |
|
0.382 |
3.824 |
|
LOW |
3.788 |
|
0.618 |
3.731 |
|
1.000 |
3.695 |
|
1.618 |
3.638 |
|
2.618 |
3.545 |
|
4.250 |
3.393 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.858 |
3.834 |
| PP |
3.846 |
3.799 |
| S1 |
3.835 |
3.765 |
|