NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.640 |
3.638 |
-0.002 |
-0.1% |
3.935 |
| High |
3.662 |
3.659 |
-0.003 |
-0.1% |
3.970 |
| Low |
3.610 |
3.560 |
-0.050 |
-1.4% |
3.660 |
| Close |
3.620 |
3.581 |
-0.039 |
-1.1% |
3.812 |
| Range |
0.052 |
0.099 |
0.047 |
90.4% |
0.310 |
| ATR |
0.096 |
0.096 |
0.000 |
0.3% |
0.000 |
| Volume |
85,548 |
116,774 |
31,226 |
36.5% |
384,159 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.897 |
3.838 |
3.635 |
|
| R3 |
3.798 |
3.739 |
3.608 |
|
| R2 |
3.699 |
3.699 |
3.599 |
|
| R1 |
3.640 |
3.640 |
3.590 |
3.620 |
| PP |
3.600 |
3.600 |
3.600 |
3.590 |
| S1 |
3.541 |
3.541 |
3.572 |
3.521 |
| S2 |
3.501 |
3.501 |
3.563 |
|
| S3 |
3.402 |
3.442 |
3.554 |
|
| S4 |
3.303 |
3.343 |
3.527 |
|
|
| 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 |
3.560 |
0.275 |
7.7% |
0.099 |
2.8% |
8% |
False |
True |
100,508 |
| 10 |
3.970 |
3.560 |
0.410 |
11.4% |
0.103 |
2.9% |
5% |
False |
True |
88,950 |
| 20 |
4.000 |
3.560 |
0.440 |
12.3% |
0.094 |
2.6% |
5% |
False |
True |
73,651 |
| 40 |
4.041 |
3.560 |
0.481 |
13.4% |
0.091 |
2.5% |
4% |
False |
True |
51,484 |
| 60 |
4.041 |
3.469 |
0.572 |
16.0% |
0.090 |
2.5% |
20% |
False |
False |
41,021 |
| 80 |
4.061 |
3.469 |
0.592 |
16.5% |
0.089 |
2.5% |
19% |
False |
False |
33,417 |
| 100 |
4.215 |
3.469 |
0.746 |
20.8% |
0.090 |
2.5% |
15% |
False |
False |
28,504 |
| 120 |
4.583 |
3.469 |
1.114 |
31.1% |
0.090 |
2.5% |
10% |
False |
False |
24,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.080 |
|
2.618 |
3.918 |
|
1.618 |
3.819 |
|
1.000 |
3.758 |
|
0.618 |
3.720 |
|
HIGH |
3.659 |
|
0.618 |
3.621 |
|
0.500 |
3.610 |
|
0.382 |
3.598 |
|
LOW |
3.560 |
|
0.618 |
3.499 |
|
1.000 |
3.461 |
|
1.618 |
3.400 |
|
2.618 |
3.301 |
|
4.250 |
3.139 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.610 |
3.623 |
| PP |
3.600 |
3.609 |
| S1 |
3.591 |
3.595 |
|