NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.973 |
3.960 |
-0.013 |
-0.3% |
3.698 |
| High |
4.000 |
4.000 |
0.000 |
0.0% |
3.940 |
| Low |
3.922 |
3.893 |
-0.029 |
-0.7% |
3.686 |
| Close |
3.935 |
3.905 |
-0.030 |
-0.8% |
3.929 |
| Range |
0.078 |
0.107 |
0.029 |
37.2% |
0.254 |
| ATR |
0.088 |
0.089 |
0.001 |
1.6% |
0.000 |
| Volume |
72,257 |
77,702 |
5,445 |
7.5% |
290,090 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.186 |
3.964 |
|
| R3 |
4.147 |
4.079 |
3.934 |
|
| R2 |
4.040 |
4.040 |
3.925 |
|
| R1 |
3.972 |
3.972 |
3.915 |
3.953 |
| PP |
3.933 |
3.933 |
3.933 |
3.923 |
| S1 |
3.865 |
3.865 |
3.895 |
3.846 |
| S2 |
3.826 |
3.826 |
3.885 |
|
| S3 |
3.719 |
3.758 |
3.876 |
|
| S4 |
3.612 |
3.651 |
3.846 |
|
|
| 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 |
3.841 |
0.159 |
4.1% |
0.087 |
2.2% |
40% |
True |
False |
64,593 |
| 10 |
4.000 |
3.648 |
0.352 |
9.0% |
0.084 |
2.2% |
73% |
True |
False |
57,333 |
| 20 |
4.041 |
3.629 |
0.412 |
10.6% |
0.089 |
2.3% |
67% |
False |
False |
44,978 |
| 40 |
4.041 |
3.629 |
0.412 |
10.6% |
0.087 |
2.2% |
67% |
False |
False |
32,921 |
| 60 |
4.041 |
3.469 |
0.572 |
14.6% |
0.084 |
2.2% |
76% |
False |
False |
27,232 |
| 80 |
4.061 |
3.469 |
0.592 |
15.2% |
0.089 |
2.3% |
74% |
False |
False |
22,996 |
| 100 |
4.583 |
3.469 |
1.114 |
28.5% |
0.089 |
2.3% |
39% |
False |
False |
19,723 |
| 120 |
4.744 |
3.469 |
1.275 |
32.7% |
0.091 |
2.3% |
34% |
False |
False |
17,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.455 |
|
2.618 |
4.280 |
|
1.618 |
4.173 |
|
1.000 |
4.107 |
|
0.618 |
4.066 |
|
HIGH |
4.000 |
|
0.618 |
3.959 |
|
0.500 |
3.947 |
|
0.382 |
3.934 |
|
LOW |
3.893 |
|
0.618 |
3.827 |
|
1.000 |
3.786 |
|
1.618 |
3.720 |
|
2.618 |
3.613 |
|
4.250 |
3.438 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.947 |
3.947 |
| PP |
3.933 |
3.933 |
| S1 |
3.919 |
3.919 |
|