NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.776 |
3.800 |
0.024 |
0.6% |
3.849 |
| High |
3.805 |
3.927 |
0.122 |
3.2% |
3.900 |
| Low |
3.761 |
3.798 |
0.037 |
1.0% |
3.750 |
| Close |
3.785 |
3.898 |
0.113 |
3.0% |
3.785 |
| Range |
0.044 |
0.129 |
0.085 |
193.2% |
0.150 |
| ATR |
0.084 |
0.088 |
0.004 |
4.9% |
0.000 |
| Volume |
41,865 |
33,149 |
-8,716 |
-20.8% |
178,257 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.261 |
4.209 |
3.969 |
|
| R3 |
4.132 |
4.080 |
3.933 |
|
| R2 |
4.003 |
4.003 |
3.922 |
|
| R1 |
3.951 |
3.951 |
3.910 |
3.977 |
| PP |
3.874 |
3.874 |
3.874 |
3.888 |
| S1 |
3.822 |
3.822 |
3.886 |
3.848 |
| S2 |
3.745 |
3.745 |
3.874 |
|
| S3 |
3.616 |
3.693 |
3.863 |
|
| S4 |
3.487 |
3.564 |
3.827 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.262 |
4.173 |
3.868 |
|
| R3 |
4.112 |
4.023 |
3.826 |
|
| R2 |
3.962 |
3.962 |
3.813 |
|
| R1 |
3.873 |
3.873 |
3.799 |
3.843 |
| PP |
3.812 |
3.812 |
3.812 |
3.796 |
| S1 |
3.723 |
3.723 |
3.771 |
3.693 |
| S2 |
3.662 |
3.662 |
3.758 |
|
| S3 |
3.512 |
3.573 |
3.744 |
|
| S4 |
3.362 |
3.423 |
3.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.927 |
3.750 |
0.177 |
4.5% |
0.086 |
2.2% |
84% |
True |
False |
37,221 |
| 10 |
3.953 |
3.731 |
0.222 |
5.7% |
0.088 |
2.3% |
75% |
False |
False |
36,044 |
| 20 |
4.125 |
3.731 |
0.394 |
10.1% |
0.086 |
2.2% |
42% |
False |
False |
34,095 |
| 40 |
4.125 |
3.679 |
0.446 |
11.4% |
0.082 |
2.1% |
49% |
False |
False |
30,025 |
| 60 |
4.137 |
3.565 |
0.572 |
14.7% |
0.084 |
2.1% |
58% |
False |
False |
27,417 |
| 80 |
4.295 |
3.565 |
0.730 |
18.7% |
0.086 |
2.2% |
46% |
False |
False |
25,153 |
| 100 |
4.665 |
3.565 |
1.100 |
28.2% |
0.087 |
2.2% |
30% |
False |
False |
23,568 |
| 120 |
4.825 |
3.565 |
1.260 |
32.3% |
0.091 |
2.3% |
26% |
False |
False |
22,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.475 |
|
2.618 |
4.265 |
|
1.618 |
4.136 |
|
1.000 |
4.056 |
|
0.618 |
4.007 |
|
HIGH |
3.927 |
|
0.618 |
3.878 |
|
0.500 |
3.863 |
|
0.382 |
3.847 |
|
LOW |
3.798 |
|
0.618 |
3.718 |
|
1.000 |
3.669 |
|
1.618 |
3.589 |
|
2.618 |
3.460 |
|
4.250 |
3.250 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.878 |
| PP |
3.874 |
3.858 |
| S1 |
3.863 |
3.839 |
|