NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.902 |
3.976 |
0.074 |
1.9% |
3.849 |
| High |
3.981 |
3.986 |
0.005 |
0.1% |
3.900 |
| Low |
3.896 |
3.939 |
0.043 |
1.1% |
3.750 |
| Close |
3.969 |
3.943 |
-0.026 |
-0.7% |
3.785 |
| Range |
0.085 |
0.047 |
-0.038 |
-44.7% |
0.150 |
| ATR |
0.088 |
0.085 |
-0.003 |
-3.3% |
0.000 |
| Volume |
100,241 |
110,537 |
10,296 |
10.3% |
178,257 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.097 |
4.067 |
3.969 |
|
| R3 |
4.050 |
4.020 |
3.956 |
|
| R2 |
4.003 |
4.003 |
3.952 |
|
| R1 |
3.973 |
3.973 |
3.947 |
3.965 |
| PP |
3.956 |
3.956 |
3.956 |
3.952 |
| S1 |
3.926 |
3.926 |
3.939 |
3.918 |
| S2 |
3.909 |
3.909 |
3.934 |
|
| S3 |
3.862 |
3.879 |
3.930 |
|
| S4 |
3.815 |
3.832 |
3.917 |
|
|
| 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 |
3.986 |
3.750 |
0.236 |
6.0% |
0.075 |
1.9% |
82% |
True |
False |
64,551 |
| 10 |
3.986 |
3.731 |
0.255 |
6.5% |
0.083 |
2.1% |
83% |
True |
False |
50,625 |
| 20 |
4.125 |
3.731 |
0.394 |
10.0% |
0.085 |
2.1% |
54% |
False |
False |
42,612 |
| 40 |
4.125 |
3.711 |
0.414 |
10.5% |
0.082 |
2.1% |
56% |
False |
False |
33,874 |
| 60 |
4.137 |
3.565 |
0.572 |
14.5% |
0.082 |
2.1% |
66% |
False |
False |
30,301 |
| 80 |
4.295 |
3.565 |
0.730 |
18.5% |
0.085 |
2.2% |
52% |
False |
False |
27,222 |
| 100 |
4.665 |
3.565 |
1.100 |
27.9% |
0.086 |
2.2% |
34% |
False |
False |
25,362 |
| 120 |
4.825 |
3.565 |
1.260 |
32.0% |
0.090 |
2.3% |
30% |
False |
False |
24,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.186 |
|
2.618 |
4.109 |
|
1.618 |
4.062 |
|
1.000 |
4.033 |
|
0.618 |
4.015 |
|
HIGH |
3.986 |
|
0.618 |
3.968 |
|
0.500 |
3.963 |
|
0.382 |
3.957 |
|
LOW |
3.939 |
|
0.618 |
3.910 |
|
1.000 |
3.892 |
|
1.618 |
3.863 |
|
2.618 |
3.816 |
|
4.250 |
3.739 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.963 |
3.926 |
| PP |
3.956 |
3.909 |
| S1 |
3.950 |
3.892 |
|