NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.779 |
3.661 |
-0.118 |
-3.1% |
3.935 |
| High |
3.788 |
3.685 |
-0.103 |
-2.7% |
3.970 |
| Low |
3.651 |
3.610 |
-0.041 |
-1.1% |
3.660 |
| Close |
3.661 |
3.629 |
-0.032 |
-0.9% |
3.812 |
| Range |
0.137 |
0.075 |
-0.062 |
-45.3% |
0.310 |
| ATR |
0.101 |
0.099 |
-0.002 |
-1.8% |
0.000 |
| Volume |
118,830 |
115,727 |
-3,103 |
-2.6% |
384,159 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.866 |
3.823 |
3.670 |
|
| R3 |
3.791 |
3.748 |
3.650 |
|
| R2 |
3.716 |
3.716 |
3.643 |
|
| R1 |
3.673 |
3.673 |
3.636 |
3.657 |
| PP |
3.641 |
3.641 |
3.641 |
3.634 |
| S1 |
3.598 |
3.598 |
3.622 |
3.582 |
| S2 |
3.566 |
3.566 |
3.615 |
|
| S3 |
3.491 |
3.523 |
3.608 |
|
| S4 |
3.416 |
3.448 |
3.588 |
|
|
| 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 |
3.835 |
3.610 |
0.225 |
6.2% |
0.100 |
2.7% |
8% |
False |
True |
92,786 |
| 10 |
4.000 |
3.610 |
0.390 |
10.7% |
0.106 |
2.9% |
5% |
False |
True |
82,262 |
| 20 |
4.000 |
3.610 |
0.390 |
10.7% |
0.095 |
2.6% |
5% |
False |
True |
67,991 |
| 40 |
4.041 |
3.610 |
0.431 |
11.9% |
0.092 |
2.5% |
4% |
False |
True |
47,905 |
| 60 |
4.041 |
3.469 |
0.572 |
15.8% |
0.089 |
2.5% |
28% |
False |
False |
38,024 |
| 80 |
4.061 |
3.469 |
0.592 |
16.3% |
0.090 |
2.5% |
27% |
False |
False |
31,132 |
| 100 |
4.215 |
3.469 |
0.746 |
20.6% |
0.090 |
2.5% |
21% |
False |
False |
26,609 |
| 120 |
4.583 |
3.469 |
1.114 |
30.7% |
0.090 |
2.5% |
14% |
False |
False |
23,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.881 |
|
1.618 |
3.806 |
|
1.000 |
3.760 |
|
0.618 |
3.731 |
|
HIGH |
3.685 |
|
0.618 |
3.656 |
|
0.500 |
3.648 |
|
0.382 |
3.639 |
|
LOW |
3.610 |
|
0.618 |
3.564 |
|
1.000 |
3.535 |
|
1.618 |
3.489 |
|
2.618 |
3.414 |
|
4.250 |
3.291 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.723 |
| PP |
3.641 |
3.691 |
| S1 |
3.635 |
3.660 |
|