NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.716 |
3.733 |
0.017 |
0.5% |
3.962 |
| High |
3.754 |
3.761 |
0.007 |
0.2% |
4.000 |
| Low |
3.699 |
3.660 |
-0.039 |
-1.1% |
3.819 |
| Close |
3.733 |
3.743 |
0.010 |
0.3% |
3.897 |
| Range |
0.055 |
0.101 |
0.046 |
83.6% |
0.181 |
| ATR |
0.093 |
0.094 |
0.001 |
0.6% |
0.000 |
| Volume |
69,801 |
93,913 |
24,112 |
34.5% |
319,759 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.024 |
3.985 |
3.799 |
|
| R3 |
3.923 |
3.884 |
3.771 |
|
| R2 |
3.822 |
3.822 |
3.762 |
|
| R1 |
3.783 |
3.783 |
3.752 |
3.803 |
| PP |
3.721 |
3.721 |
3.721 |
3.731 |
| S1 |
3.682 |
3.682 |
3.734 |
3.702 |
| S2 |
3.620 |
3.620 |
3.724 |
|
| S3 |
3.519 |
3.581 |
3.715 |
|
| S4 |
3.418 |
3.480 |
3.687 |
|
|
| 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 |
3.970 |
3.660 |
0.310 |
8.3% |
0.108 |
2.9% |
27% |
False |
True |
77,392 |
| 10 |
4.000 |
3.660 |
0.340 |
9.1% |
0.095 |
2.5% |
24% |
False |
True |
69,441 |
| 20 |
4.000 |
3.648 |
0.352 |
9.4% |
0.091 |
2.4% |
27% |
False |
False |
59,135 |
| 40 |
4.041 |
3.629 |
0.412 |
11.0% |
0.090 |
2.4% |
28% |
False |
False |
41,992 |
| 60 |
4.041 |
3.469 |
0.572 |
15.3% |
0.087 |
2.3% |
48% |
False |
False |
33,649 |
| 80 |
4.061 |
3.469 |
0.592 |
15.8% |
0.090 |
2.4% |
46% |
False |
False |
27,803 |
| 100 |
4.264 |
3.469 |
0.795 |
21.2% |
0.089 |
2.4% |
34% |
False |
False |
23,811 |
| 120 |
4.583 |
3.469 |
1.114 |
29.8% |
0.089 |
2.4% |
25% |
False |
False |
20,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.190 |
|
2.618 |
4.025 |
|
1.618 |
3.924 |
|
1.000 |
3.862 |
|
0.618 |
3.823 |
|
HIGH |
3.761 |
|
0.618 |
3.722 |
|
0.500 |
3.711 |
|
0.382 |
3.699 |
|
LOW |
3.660 |
|
0.618 |
3.598 |
|
1.000 |
3.559 |
|
1.618 |
3.497 |
|
2.618 |
3.396 |
|
4.250 |
3.231 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.732 |
3.738 |
| PP |
3.721 |
3.733 |
| S1 |
3.711 |
3.728 |
|