NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.935 |
3.791 |
-0.144 |
-3.7% |
3.962 |
| High |
3.970 |
3.795 |
-0.175 |
-4.4% |
4.000 |
| Low |
3.780 |
3.698 |
-0.082 |
-2.2% |
3.819 |
| Close |
3.793 |
3.706 |
-0.087 |
-2.3% |
3.897 |
| Range |
0.190 |
0.097 |
-0.093 |
-48.9% |
0.181 |
| ATR |
0.096 |
0.096 |
0.000 |
0.1% |
0.000 |
| Volume |
64,268 |
90,514 |
26,246 |
40.8% |
319,759 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.024 |
3.962 |
3.759 |
|
| R3 |
3.927 |
3.865 |
3.733 |
|
| R2 |
3.830 |
3.830 |
3.724 |
|
| R1 |
3.768 |
3.768 |
3.715 |
3.751 |
| PP |
3.733 |
3.733 |
3.733 |
3.724 |
| S1 |
3.671 |
3.671 |
3.697 |
3.654 |
| S2 |
3.636 |
3.636 |
3.688 |
|
| S3 |
3.539 |
3.574 |
3.679 |
|
| S4 |
3.442 |
3.477 |
3.653 |
|
|
| 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 |
3.698 |
0.302 |
8.1% |
0.113 |
3.0% |
3% |
False |
True |
71,737 |
| 10 |
4.000 |
3.698 |
0.302 |
8.1% |
0.095 |
2.5% |
3% |
False |
True |
66,044 |
| 20 |
4.000 |
3.629 |
0.371 |
10.0% |
0.092 |
2.5% |
21% |
False |
False |
53,809 |
| 40 |
4.041 |
3.629 |
0.412 |
11.1% |
0.091 |
2.5% |
19% |
False |
False |
38,390 |
| 60 |
4.041 |
3.469 |
0.572 |
15.4% |
0.086 |
2.3% |
41% |
False |
False |
31,437 |
| 80 |
4.061 |
3.469 |
0.592 |
16.0% |
0.089 |
2.4% |
40% |
False |
False |
26,043 |
| 100 |
4.282 |
3.469 |
0.813 |
21.9% |
0.088 |
2.4% |
29% |
False |
False |
22,303 |
| 120 |
4.583 |
3.469 |
1.114 |
30.1% |
0.089 |
2.4% |
21% |
False |
False |
19,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.207 |
|
2.618 |
4.049 |
|
1.618 |
3.952 |
|
1.000 |
3.892 |
|
0.618 |
3.855 |
|
HIGH |
3.795 |
|
0.618 |
3.758 |
|
0.500 |
3.747 |
|
0.382 |
3.735 |
|
LOW |
3.698 |
|
0.618 |
3.638 |
|
1.000 |
3.601 |
|
1.618 |
3.541 |
|
2.618 |
3.444 |
|
4.250 |
3.286 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.747 |
3.834 |
| PP |
3.733 |
3.791 |
| S1 |
3.720 |
3.749 |
|