NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.912 |
3.891 |
-0.021 |
-0.5% |
3.962 |
| High |
3.935 |
3.916 |
-0.019 |
-0.5% |
4.000 |
| Low |
3.861 |
3.819 |
-0.042 |
-1.1% |
3.819 |
| Close |
3.886 |
3.897 |
0.011 |
0.3% |
3.897 |
| Range |
0.074 |
0.097 |
0.023 |
31.1% |
0.181 |
| ATR |
0.088 |
0.089 |
0.001 |
0.7% |
0.000 |
| Volume |
57,740 |
68,464 |
10,724 |
18.6% |
319,759 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.168 |
4.130 |
3.950 |
|
| R3 |
4.071 |
4.033 |
3.924 |
|
| R2 |
3.974 |
3.974 |
3.915 |
|
| R1 |
3.936 |
3.936 |
3.906 |
3.955 |
| PP |
3.877 |
3.877 |
3.877 |
3.887 |
| S1 |
3.839 |
3.839 |
3.888 |
3.858 |
| S2 |
3.780 |
3.780 |
3.879 |
|
| S3 |
3.683 |
3.742 |
3.870 |
|
| S4 |
3.586 |
3.645 |
3.844 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.448 |
4.354 |
3.997 |
|
| R3 |
4.267 |
4.173 |
3.947 |
|
| R2 |
4.086 |
4.086 |
3.930 |
|
| R1 |
3.992 |
3.992 |
3.914 |
3.949 |
| PP |
3.905 |
3.905 |
3.905 |
3.884 |
| S1 |
3.811 |
3.811 |
3.880 |
3.768 |
| S2 |
3.724 |
3.724 |
3.864 |
|
| S3 |
3.543 |
3.630 |
3.847 |
|
| S4 |
3.362 |
3.449 |
3.797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.819 |
0.181 |
4.6% |
0.090 |
2.3% |
43% |
False |
True |
63,951 |
| 10 |
4.000 |
3.686 |
0.314 |
8.1% |
0.089 |
2.3% |
67% |
False |
False |
60,984 |
| 20 |
4.000 |
3.629 |
0.371 |
9.5% |
0.089 |
2.3% |
72% |
False |
False |
47,761 |
| 40 |
4.041 |
3.629 |
0.412 |
10.6% |
0.087 |
2.2% |
65% |
False |
False |
35,237 |
| 60 |
4.041 |
3.469 |
0.572 |
14.7% |
0.084 |
2.2% |
75% |
False |
False |
29,149 |
| 80 |
4.061 |
3.469 |
0.592 |
15.2% |
0.089 |
2.3% |
72% |
False |
False |
24,389 |
| 100 |
4.431 |
3.469 |
0.962 |
24.7% |
0.088 |
2.3% |
44% |
False |
False |
20,903 |
| 120 |
4.744 |
3.469 |
1.275 |
32.7% |
0.090 |
2.3% |
34% |
False |
False |
18,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.328 |
|
2.618 |
4.170 |
|
1.618 |
4.073 |
|
1.000 |
4.013 |
|
0.618 |
3.976 |
|
HIGH |
3.916 |
|
0.618 |
3.879 |
|
0.500 |
3.868 |
|
0.382 |
3.856 |
|
LOW |
3.819 |
|
0.618 |
3.759 |
|
1.000 |
3.722 |
|
1.618 |
3.662 |
|
2.618 |
3.565 |
|
4.250 |
3.407 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.887 |
3.910 |
| PP |
3.877 |
3.905 |
| S1 |
3.868 |
3.901 |
|