NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.880 |
3.962 |
0.082 |
2.1% |
3.698 |
| High |
3.940 |
4.000 |
0.060 |
1.5% |
3.940 |
| Low |
3.880 |
3.907 |
0.027 |
0.7% |
3.686 |
| Close |
3.929 |
3.966 |
0.037 |
0.9% |
3.929 |
| Range |
0.060 |
0.093 |
0.033 |
55.0% |
0.254 |
| ATR |
0.088 |
0.088 |
0.000 |
0.4% |
0.000 |
| Volume |
56,164 |
43,596 |
-12,568 |
-22.4% |
290,090 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.237 |
4.194 |
4.017 |
|
| R3 |
4.144 |
4.101 |
3.992 |
|
| R2 |
4.051 |
4.051 |
3.983 |
|
| R1 |
4.008 |
4.008 |
3.975 |
4.030 |
| PP |
3.958 |
3.958 |
3.958 |
3.968 |
| S1 |
3.915 |
3.915 |
3.957 |
3.937 |
| S2 |
3.865 |
3.865 |
3.949 |
|
| S3 |
3.772 |
3.822 |
3.940 |
|
| S4 |
3.679 |
3.729 |
3.915 |
|
|
| 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 |
4.000 |
3.788 |
0.212 |
5.3% |
0.079 |
2.0% |
84% |
True |
False |
59,794 |
| 10 |
4.000 |
3.648 |
0.352 |
8.9% |
0.086 |
2.2% |
90% |
True |
False |
50,826 |
| 20 |
4.041 |
3.629 |
0.412 |
10.4% |
0.086 |
2.2% |
82% |
False |
False |
39,743 |
| 40 |
4.041 |
3.629 |
0.412 |
10.4% |
0.086 |
2.2% |
82% |
False |
False |
29,956 |
| 60 |
4.041 |
3.469 |
0.572 |
14.4% |
0.084 |
2.1% |
87% |
False |
False |
25,090 |
| 80 |
4.135 |
3.469 |
0.666 |
16.8% |
0.089 |
2.2% |
75% |
False |
False |
21,286 |
| 100 |
4.583 |
3.469 |
1.114 |
28.1% |
0.088 |
2.2% |
45% |
False |
False |
18,341 |
| 120 |
4.744 |
3.469 |
1.275 |
32.1% |
0.091 |
2.3% |
39% |
False |
False |
16,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.395 |
|
2.618 |
4.243 |
|
1.618 |
4.150 |
|
1.000 |
4.093 |
|
0.618 |
4.057 |
|
HIGH |
4.000 |
|
0.618 |
3.964 |
|
0.500 |
3.954 |
|
0.382 |
3.943 |
|
LOW |
3.907 |
|
0.618 |
3.850 |
|
1.000 |
3.814 |
|
1.618 |
3.757 |
|
2.618 |
3.664 |
|
4.250 |
3.512 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
3.951 |
| PP |
3.958 |
3.936 |
| S1 |
3.954 |
3.921 |
|