NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.960 |
3.912 |
-0.048 |
-1.2% |
3.698 |
| High |
4.000 |
3.935 |
-0.065 |
-1.6% |
3.940 |
| Low |
3.893 |
3.861 |
-0.032 |
-0.8% |
3.686 |
| Close |
3.905 |
3.886 |
-0.019 |
-0.5% |
3.929 |
| Range |
0.107 |
0.074 |
-0.033 |
-30.8% |
0.254 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.2% |
0.000 |
| Volume |
77,702 |
57,740 |
-19,962 |
-25.7% |
290,090 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.116 |
4.075 |
3.927 |
|
| R3 |
4.042 |
4.001 |
3.906 |
|
| R2 |
3.968 |
3.968 |
3.900 |
|
| R1 |
3.927 |
3.927 |
3.893 |
3.911 |
| PP |
3.894 |
3.894 |
3.894 |
3.886 |
| S1 |
3.853 |
3.853 |
3.879 |
3.837 |
| S2 |
3.820 |
3.820 |
3.872 |
|
| S3 |
3.746 |
3.779 |
3.866 |
|
| S4 |
3.672 |
3.705 |
3.845 |
|
|
| 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 |
3.861 |
0.139 |
3.6% |
0.082 |
2.1% |
18% |
False |
True |
61,491 |
| 10 |
4.000 |
3.648 |
0.352 |
9.1% |
0.084 |
2.2% |
68% |
False |
False |
58,351 |
| 20 |
4.000 |
3.629 |
0.371 |
9.5% |
0.086 |
2.2% |
69% |
False |
False |
46,441 |
| 40 |
4.041 |
3.629 |
0.412 |
10.6% |
0.086 |
2.2% |
62% |
False |
False |
33,845 |
| 60 |
4.041 |
3.469 |
0.572 |
14.7% |
0.084 |
2.2% |
73% |
False |
False |
28,089 |
| 80 |
4.061 |
3.469 |
0.592 |
15.2% |
0.089 |
2.3% |
70% |
False |
False |
23,638 |
| 100 |
4.463 |
3.469 |
0.994 |
25.6% |
0.088 |
2.3% |
42% |
False |
False |
20,268 |
| 120 |
4.744 |
3.469 |
1.275 |
32.8% |
0.090 |
2.3% |
33% |
False |
False |
17,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.250 |
|
2.618 |
4.129 |
|
1.618 |
4.055 |
|
1.000 |
4.009 |
|
0.618 |
3.981 |
|
HIGH |
3.935 |
|
0.618 |
3.907 |
|
0.500 |
3.898 |
|
0.382 |
3.889 |
|
LOW |
3.861 |
|
0.618 |
3.815 |
|
1.000 |
3.787 |
|
1.618 |
3.741 |
|
2.618 |
3.667 |
|
4.250 |
3.547 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.898 |
3.931 |
| PP |
3.894 |
3.916 |
| S1 |
3.890 |
3.901 |
|