NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.849 |
3.819 |
-0.030 |
-0.8% |
4.010 |
| High |
3.849 |
3.900 |
0.051 |
1.3% |
4.012 |
| Low |
3.798 |
3.812 |
0.014 |
0.4% |
3.731 |
| Close |
3.831 |
3.862 |
0.031 |
0.8% |
3.872 |
| Range |
0.051 |
0.088 |
0.037 |
72.5% |
0.281 |
| ATR |
0.087 |
0.088 |
0.000 |
0.0% |
0.000 |
| Volume |
25,299 |
32,269 |
6,970 |
27.6% |
170,170 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.080 |
3.910 |
|
| R3 |
4.034 |
3.992 |
3.886 |
|
| R2 |
3.946 |
3.946 |
3.878 |
|
| R1 |
3.904 |
3.904 |
3.870 |
3.925 |
| PP |
3.858 |
3.858 |
3.858 |
3.869 |
| S1 |
3.816 |
3.816 |
3.854 |
3.837 |
| S2 |
3.770 |
3.770 |
3.846 |
|
| S3 |
3.682 |
3.728 |
3.838 |
|
| S4 |
3.594 |
3.640 |
3.814 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.715 |
4.574 |
4.027 |
|
| R3 |
4.434 |
4.293 |
3.949 |
|
| R2 |
4.153 |
4.153 |
3.924 |
|
| R1 |
4.012 |
4.012 |
3.898 |
3.942 |
| PP |
3.872 |
3.872 |
3.872 |
3.837 |
| S1 |
3.731 |
3.731 |
3.846 |
3.661 |
| S2 |
3.591 |
3.591 |
3.820 |
|
| S3 |
3.310 |
3.450 |
3.795 |
|
| S4 |
3.029 |
3.169 |
3.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.900 |
3.731 |
0.169 |
4.4% |
0.082 |
2.1% |
78% |
True |
False |
36,737 |
| 10 |
4.125 |
3.731 |
0.394 |
10.2% |
0.086 |
2.2% |
33% |
False |
False |
35,769 |
| 20 |
4.125 |
3.731 |
0.394 |
10.2% |
0.085 |
2.2% |
33% |
False |
False |
32,607 |
| 40 |
4.125 |
3.565 |
0.560 |
14.5% |
0.083 |
2.1% |
53% |
False |
False |
29,291 |
| 60 |
4.137 |
3.565 |
0.572 |
14.8% |
0.084 |
2.2% |
52% |
False |
False |
25,974 |
| 80 |
4.295 |
3.565 |
0.730 |
18.9% |
0.086 |
2.2% |
41% |
False |
False |
24,255 |
| 100 |
4.665 |
3.565 |
1.100 |
28.5% |
0.087 |
2.3% |
27% |
False |
False |
22,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.274 |
|
2.618 |
4.130 |
|
1.618 |
4.042 |
|
1.000 |
3.988 |
|
0.618 |
3.954 |
|
HIGH |
3.900 |
|
0.618 |
3.866 |
|
0.500 |
3.856 |
|
0.382 |
3.846 |
|
LOW |
3.812 |
|
0.618 |
3.758 |
|
1.000 |
3.724 |
|
1.618 |
3.670 |
|
2.618 |
3.582 |
|
4.250 |
3.438 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.858 |
| PP |
3.858 |
3.853 |
| S1 |
3.856 |
3.849 |
|