NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.990 |
4.064 |
0.074 |
1.9% |
3.800 |
High |
4.037 |
4.092 |
0.055 |
1.4% |
4.037 |
Low |
3.990 |
4.002 |
0.012 |
0.3% |
3.798 |
Close |
4.023 |
4.059 |
0.036 |
0.9% |
4.023 |
Range |
0.047 |
0.090 |
0.043 |
91.5% |
0.239 |
ATR |
0.084 |
0.084 |
0.000 |
0.5% |
0.000 |
Volume |
95,421 |
85,015 |
-10,406 |
-10.9% |
423,249 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.321 |
4.280 |
4.109 |
|
R3 |
4.231 |
4.190 |
4.084 |
|
R2 |
4.141 |
4.141 |
4.076 |
|
R1 |
4.100 |
4.100 |
4.067 |
4.076 |
PP |
4.051 |
4.051 |
4.051 |
4.039 |
S1 |
4.010 |
4.010 |
4.051 |
3.986 |
S2 |
3.961 |
3.961 |
4.043 |
|
S3 |
3.871 |
3.920 |
4.034 |
|
S4 |
3.781 |
3.830 |
4.010 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.670 |
4.585 |
4.154 |
|
R3 |
4.431 |
4.346 |
4.089 |
|
R2 |
4.192 |
4.192 |
4.067 |
|
R1 |
4.107 |
4.107 |
4.045 |
4.150 |
PP |
3.953 |
3.953 |
3.953 |
3.974 |
S1 |
3.868 |
3.868 |
4.001 |
3.911 |
S2 |
3.714 |
3.714 |
3.979 |
|
S3 |
3.475 |
3.629 |
3.957 |
|
S4 |
3.236 |
3.390 |
3.892 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.092 |
3.896 |
0.196 |
4.8% |
0.072 |
1.8% |
83% |
True |
False |
95,023 |
10 |
4.092 |
3.750 |
0.342 |
8.4% |
0.079 |
1.9% |
90% |
True |
False |
66,122 |
20 |
4.125 |
3.731 |
0.394 |
9.7% |
0.080 |
2.0% |
83% |
False |
False |
50,982 |
40 |
4.125 |
3.731 |
0.394 |
9.7% |
0.081 |
2.0% |
83% |
False |
False |
38,361 |
60 |
4.125 |
3.565 |
0.560 |
13.8% |
0.081 |
2.0% |
88% |
False |
False |
33,604 |
80 |
4.231 |
3.565 |
0.666 |
16.4% |
0.086 |
2.1% |
74% |
False |
False |
29,833 |
100 |
4.665 |
3.565 |
1.100 |
27.1% |
0.086 |
2.1% |
45% |
False |
False |
27,523 |
120 |
4.825 |
3.565 |
1.260 |
31.0% |
0.089 |
2.2% |
39% |
False |
False |
25,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.475 |
2.618 |
4.328 |
1.618 |
4.238 |
1.000 |
4.182 |
0.618 |
4.148 |
HIGH |
4.092 |
0.618 |
4.058 |
0.500 |
4.047 |
0.382 |
4.036 |
LOW |
4.002 |
0.618 |
3.946 |
1.000 |
3.912 |
1.618 |
3.856 |
2.618 |
3.766 |
4.250 |
3.620 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
4.055 |
4.046 |
PP |
4.051 |
4.032 |
S1 |
4.047 |
4.019 |
|