NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.733 |
3.743 |
0.010 |
0.3% |
3.935 |
| High |
3.761 |
3.835 |
0.074 |
2.0% |
3.970 |
| Low |
3.660 |
3.705 |
0.045 |
1.2% |
3.660 |
| Close |
3.743 |
3.812 |
0.069 |
1.8% |
3.812 |
| Range |
0.101 |
0.130 |
0.029 |
28.7% |
0.310 |
| ATR |
0.094 |
0.096 |
0.003 |
2.8% |
0.000 |
| Volume |
93,913 |
65,663 |
-28,250 |
-30.1% |
384,159 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.123 |
3.884 |
|
| R3 |
4.044 |
3.993 |
3.848 |
|
| R2 |
3.914 |
3.914 |
3.836 |
|
| R1 |
3.863 |
3.863 |
3.824 |
3.889 |
| PP |
3.784 |
3.784 |
3.784 |
3.797 |
| S1 |
3.733 |
3.733 |
3.800 |
3.759 |
| S2 |
3.654 |
3.654 |
3.788 |
|
| S3 |
3.524 |
3.603 |
3.776 |
|
| S4 |
3.394 |
3.473 |
3.741 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.744 |
4.588 |
3.983 |
|
| R3 |
4.434 |
4.278 |
3.897 |
|
| R2 |
4.124 |
4.124 |
3.869 |
|
| R1 |
3.968 |
3.968 |
3.840 |
3.891 |
| PP |
3.814 |
3.814 |
3.814 |
3.776 |
| S1 |
3.658 |
3.658 |
3.784 |
3.581 |
| S2 |
3.504 |
3.504 |
3.755 |
|
| S3 |
3.194 |
3.348 |
3.727 |
|
| S4 |
2.884 |
3.038 |
3.642 |
|
|
| 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 |
8.1% |
0.115 |
3.0% |
49% |
False |
False |
76,831 |
| 10 |
4.000 |
3.660 |
0.340 |
8.9% |
0.102 |
2.7% |
45% |
False |
False |
70,391 |
| 20 |
4.000 |
3.648 |
0.352 |
9.2% |
0.093 |
2.4% |
47% |
False |
False |
59,747 |
| 40 |
4.041 |
3.629 |
0.412 |
10.8% |
0.090 |
2.4% |
44% |
False |
False |
43,226 |
| 60 |
4.041 |
3.469 |
0.572 |
15.0% |
0.088 |
2.3% |
60% |
False |
False |
34,546 |
| 80 |
4.061 |
3.469 |
0.592 |
15.5% |
0.090 |
2.4% |
58% |
False |
False |
28,375 |
| 100 |
4.227 |
3.469 |
0.758 |
19.9% |
0.090 |
2.4% |
45% |
False |
False |
24,417 |
| 120 |
4.583 |
3.469 |
1.114 |
29.2% |
0.090 |
2.4% |
31% |
False |
False |
21,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.388 |
|
2.618 |
4.175 |
|
1.618 |
4.045 |
|
1.000 |
3.965 |
|
0.618 |
3.915 |
|
HIGH |
3.835 |
|
0.618 |
3.785 |
|
0.500 |
3.770 |
|
0.382 |
3.755 |
|
LOW |
3.705 |
|
0.618 |
3.625 |
|
1.000 |
3.575 |
|
1.618 |
3.495 |
|
2.618 |
3.365 |
|
4.250 |
3.153 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.798 |
3.791 |
| PP |
3.784 |
3.769 |
| S1 |
3.770 |
3.748 |
|