NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.858 |
3.880 |
0.022 |
0.6% |
3.698 |
| High |
3.938 |
3.940 |
0.002 |
0.1% |
3.940 |
| Low |
3.841 |
3.880 |
0.039 |
1.0% |
3.686 |
| Close |
3.877 |
3.929 |
0.052 |
1.3% |
3.929 |
| Range |
0.097 |
0.060 |
-0.037 |
-38.1% |
0.254 |
| ATR |
0.090 |
0.088 |
-0.002 |
-2.1% |
0.000 |
| Volume |
73,246 |
56,164 |
-17,082 |
-23.3% |
290,090 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
4.073 |
3.962 |
|
| R3 |
4.036 |
4.013 |
3.946 |
|
| R2 |
3.976 |
3.976 |
3.940 |
|
| R1 |
3.953 |
3.953 |
3.935 |
3.965 |
| PP |
3.916 |
3.916 |
3.916 |
3.922 |
| S1 |
3.893 |
3.893 |
3.924 |
3.905 |
| S2 |
3.856 |
3.856 |
3.918 |
|
| S3 |
3.796 |
3.833 |
3.913 |
|
| S4 |
3.736 |
3.773 |
3.896 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.614 |
4.525 |
4.069 |
|
| R3 |
4.360 |
4.271 |
3.999 |
|
| R2 |
4.106 |
4.106 |
3.976 |
|
| R1 |
4.017 |
4.017 |
3.952 |
4.062 |
| PP |
3.852 |
3.852 |
3.852 |
3.874 |
| S1 |
3.763 |
3.763 |
3.906 |
3.808 |
| S2 |
3.598 |
3.598 |
3.882 |
|
| S3 |
3.344 |
3.509 |
3.859 |
|
| S4 |
3.090 |
3.255 |
3.789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.940 |
3.686 |
0.254 |
6.5% |
0.088 |
2.2% |
96% |
True |
False |
58,018 |
| 10 |
3.940 |
3.648 |
0.292 |
7.4% |
0.084 |
2.1% |
96% |
True |
False |
49,103 |
| 20 |
4.041 |
3.629 |
0.412 |
10.5% |
0.088 |
2.2% |
73% |
False |
False |
38,630 |
| 40 |
4.041 |
3.629 |
0.412 |
10.5% |
0.085 |
2.2% |
73% |
False |
False |
29,277 |
| 60 |
4.041 |
3.469 |
0.572 |
14.6% |
0.084 |
2.1% |
80% |
False |
False |
24,701 |
| 80 |
4.185 |
3.469 |
0.716 |
18.2% |
0.089 |
2.3% |
64% |
False |
False |
20,793 |
| 100 |
4.583 |
3.469 |
1.114 |
28.4% |
0.088 |
2.2% |
41% |
False |
False |
17,941 |
| 120 |
4.744 |
3.469 |
1.275 |
32.5% |
0.091 |
2.3% |
36% |
False |
False |
16,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.195 |
|
2.618 |
4.097 |
|
1.618 |
4.037 |
|
1.000 |
4.000 |
|
0.618 |
3.977 |
|
HIGH |
3.940 |
|
0.618 |
3.917 |
|
0.500 |
3.910 |
|
0.382 |
3.903 |
|
LOW |
3.880 |
|
0.618 |
3.843 |
|
1.000 |
3.820 |
|
1.618 |
3.783 |
|
2.618 |
3.723 |
|
4.250 |
3.625 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.923 |
3.915 |
| PP |
3.916 |
3.901 |
| S1 |
3.910 |
3.888 |
|