NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.976 |
3.954 |
-0.022 |
-0.6% |
3.849 |
| High |
3.986 |
4.034 |
0.048 |
1.2% |
3.900 |
| Low |
3.939 |
3.945 |
0.006 |
0.2% |
3.750 |
| Close |
3.943 |
3.976 |
0.033 |
0.8% |
3.785 |
| Range |
0.047 |
0.089 |
0.042 |
89.4% |
0.150 |
| ATR |
0.085 |
0.085 |
0.000 |
0.5% |
0.000 |
| Volume |
110,537 |
83,901 |
-26,636 |
-24.1% |
178,257 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.252 |
4.203 |
4.025 |
|
| R3 |
4.163 |
4.114 |
4.000 |
|
| R2 |
4.074 |
4.074 |
3.992 |
|
| R1 |
4.025 |
4.025 |
3.984 |
4.050 |
| PP |
3.985 |
3.985 |
3.985 |
3.997 |
| S1 |
3.936 |
3.936 |
3.968 |
3.961 |
| S2 |
3.896 |
3.896 |
3.960 |
|
| S3 |
3.807 |
3.847 |
3.952 |
|
| S4 |
3.718 |
3.758 |
3.927 |
|
|
| 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 |
4.034 |
3.761 |
0.273 |
6.9% |
0.079 |
2.0% |
79% |
True |
False |
73,938 |
| 10 |
4.034 |
3.750 |
0.284 |
7.1% |
0.078 |
2.0% |
80% |
True |
False |
56,262 |
| 20 |
4.125 |
3.731 |
0.394 |
9.9% |
0.084 |
2.1% |
62% |
False |
False |
45,124 |
| 40 |
4.125 |
3.724 |
0.401 |
10.1% |
0.082 |
2.1% |
63% |
False |
False |
35,165 |
| 60 |
4.137 |
3.565 |
0.572 |
14.4% |
0.083 |
2.1% |
72% |
False |
False |
31,456 |
| 80 |
4.295 |
3.565 |
0.730 |
18.4% |
0.086 |
2.2% |
56% |
False |
False |
27,931 |
| 100 |
4.665 |
3.565 |
1.100 |
27.7% |
0.086 |
2.2% |
37% |
False |
False |
26,047 |
| 120 |
4.825 |
3.565 |
1.260 |
31.7% |
0.089 |
2.2% |
33% |
False |
False |
24,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.412 |
|
2.618 |
4.267 |
|
1.618 |
4.178 |
|
1.000 |
4.123 |
|
0.618 |
4.089 |
|
HIGH |
4.034 |
|
0.618 |
4.000 |
|
0.500 |
3.990 |
|
0.382 |
3.979 |
|
LOW |
3.945 |
|
0.618 |
3.890 |
|
1.000 |
3.856 |
|
1.618 |
3.801 |
|
2.618 |
3.712 |
|
4.250 |
3.567 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.990 |
3.972 |
| PP |
3.985 |
3.969 |
| S1 |
3.981 |
3.965 |
|