NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.902 |
0.102 |
2.7% |
3.849 |
| High |
3.927 |
3.981 |
0.054 |
1.4% |
3.900 |
| Low |
3.798 |
3.896 |
0.098 |
2.6% |
3.750 |
| Close |
3.898 |
3.969 |
0.071 |
1.8% |
3.785 |
| Range |
0.129 |
0.085 |
-0.044 |
-34.1% |
0.150 |
| ATR |
0.088 |
0.088 |
0.000 |
-0.3% |
0.000 |
| Volume |
33,149 |
100,241 |
67,092 |
202.4% |
178,257 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.204 |
4.171 |
4.016 |
|
| R3 |
4.119 |
4.086 |
3.992 |
|
| R2 |
4.034 |
4.034 |
3.985 |
|
| R1 |
4.001 |
4.001 |
3.977 |
4.018 |
| PP |
3.949 |
3.949 |
3.949 |
3.957 |
| S1 |
3.916 |
3.916 |
3.961 |
3.933 |
| S2 |
3.864 |
3.864 |
3.953 |
|
| S3 |
3.779 |
3.831 |
3.946 |
|
| S4 |
3.694 |
3.746 |
3.922 |
|
|
| 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 |
3.981 |
3.750 |
0.231 |
5.8% |
0.086 |
2.2% |
95% |
True |
False |
50,815 |
| 10 |
3.981 |
3.731 |
0.250 |
6.3% |
0.084 |
2.1% |
95% |
True |
False |
43,776 |
| 20 |
4.125 |
3.731 |
0.394 |
9.9% |
0.086 |
2.2% |
60% |
False |
False |
38,090 |
| 40 |
4.125 |
3.702 |
0.423 |
10.7% |
0.082 |
2.1% |
63% |
False |
False |
31,831 |
| 60 |
4.137 |
3.565 |
0.572 |
14.4% |
0.083 |
2.1% |
71% |
False |
False |
28,789 |
| 80 |
4.295 |
3.565 |
0.730 |
18.4% |
0.086 |
2.2% |
55% |
False |
False |
26,028 |
| 100 |
4.665 |
3.565 |
1.100 |
27.7% |
0.087 |
2.2% |
37% |
False |
False |
24,427 |
| 120 |
4.825 |
3.565 |
1.260 |
31.7% |
0.090 |
2.3% |
32% |
False |
False |
23,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.342 |
|
2.618 |
4.204 |
|
1.618 |
4.119 |
|
1.000 |
4.066 |
|
0.618 |
4.034 |
|
HIGH |
3.981 |
|
0.618 |
3.949 |
|
0.500 |
3.939 |
|
0.382 |
3.928 |
|
LOW |
3.896 |
|
0.618 |
3.843 |
|
1.000 |
3.811 |
|
1.618 |
3.758 |
|
2.618 |
3.673 |
|
4.250 |
3.535 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.959 |
3.936 |
| PP |
3.949 |
3.904 |
| S1 |
3.939 |
3.871 |
|