NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.661 |
3.640 |
-0.021 |
-0.6% |
3.935 |
| High |
3.685 |
3.662 |
-0.023 |
-0.6% |
3.970 |
| Low |
3.610 |
3.610 |
0.000 |
0.0% |
3.660 |
| Close |
3.629 |
3.620 |
-0.009 |
-0.2% |
3.812 |
| Range |
0.075 |
0.052 |
-0.023 |
-30.7% |
0.310 |
| ATR |
0.099 |
0.096 |
-0.003 |
-3.4% |
0.000 |
| Volume |
115,727 |
85,548 |
-30,179 |
-26.1% |
384,159 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.787 |
3.755 |
3.649 |
|
| R3 |
3.735 |
3.703 |
3.634 |
|
| R2 |
3.683 |
3.683 |
3.630 |
|
| R1 |
3.651 |
3.651 |
3.625 |
3.641 |
| PP |
3.631 |
3.631 |
3.631 |
3.626 |
| S1 |
3.599 |
3.599 |
3.615 |
3.589 |
| S2 |
3.579 |
3.579 |
3.610 |
|
| S3 |
3.527 |
3.547 |
3.606 |
|
| S4 |
3.475 |
3.495 |
3.591 |
|
|
| 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% |
0.099 |
2.7% |
4% |
False |
True |
95,936 |
| 10 |
3.970 |
3.610 |
0.360 |
9.9% |
0.101 |
2.8% |
3% |
False |
True |
83,046 |
| 20 |
4.000 |
3.610 |
0.390 |
10.8% |
0.093 |
2.6% |
3% |
False |
True |
70,190 |
| 40 |
4.041 |
3.610 |
0.431 |
11.9% |
0.092 |
2.5% |
2% |
False |
True |
49,392 |
| 60 |
4.041 |
3.469 |
0.572 |
15.8% |
0.089 |
2.5% |
26% |
False |
False |
39,272 |
| 80 |
4.061 |
3.469 |
0.592 |
16.4% |
0.089 |
2.5% |
26% |
False |
False |
32,083 |
| 100 |
4.215 |
3.469 |
0.746 |
20.6% |
0.090 |
2.5% |
20% |
False |
False |
27,404 |
| 120 |
4.583 |
3.469 |
1.114 |
30.8% |
0.090 |
2.5% |
14% |
False |
False |
23,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.883 |
|
2.618 |
3.798 |
|
1.618 |
3.746 |
|
1.000 |
3.714 |
|
0.618 |
3.694 |
|
HIGH |
3.662 |
|
0.618 |
3.642 |
|
0.500 |
3.636 |
|
0.382 |
3.630 |
|
LOW |
3.610 |
|
0.618 |
3.578 |
|
1.000 |
3.558 |
|
1.618 |
3.526 |
|
2.618 |
3.474 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.636 |
3.699 |
| PP |
3.631 |
3.673 |
| S1 |
3.625 |
3.646 |
|