NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
4.064 |
4.065 |
0.001 |
0.0% |
3.800 |
High |
4.092 |
4.092 |
0.000 |
0.0% |
4.037 |
Low |
4.002 |
4.013 |
0.011 |
0.3% |
3.798 |
Close |
4.059 |
4.027 |
-0.032 |
-0.8% |
4.023 |
Range |
0.090 |
0.079 |
-0.011 |
-12.2% |
0.239 |
ATR |
0.084 |
0.084 |
0.000 |
-0.4% |
0.000 |
Volume |
85,015 |
45,277 |
-39,738 |
-46.7% |
423,249 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.281 |
4.233 |
4.070 |
|
R3 |
4.202 |
4.154 |
4.049 |
|
R2 |
4.123 |
4.123 |
4.041 |
|
R1 |
4.075 |
4.075 |
4.034 |
4.060 |
PP |
4.044 |
4.044 |
4.044 |
4.036 |
S1 |
3.996 |
3.996 |
4.020 |
3.981 |
S2 |
3.965 |
3.965 |
4.013 |
|
S3 |
3.886 |
3.917 |
4.005 |
|
S4 |
3.807 |
3.838 |
3.984 |
|
|
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 |
3.939 |
0.153 |
3.8% |
0.070 |
1.7% |
58% |
True |
False |
84,030 |
10 |
4.092 |
3.750 |
0.342 |
8.5% |
0.078 |
1.9% |
81% |
True |
False |
67,423 |
20 |
4.125 |
3.731 |
0.394 |
9.8% |
0.082 |
2.0% |
75% |
False |
False |
51,596 |
40 |
4.125 |
3.731 |
0.394 |
9.8% |
0.081 |
2.0% |
75% |
False |
False |
39,059 |
60 |
4.125 |
3.565 |
0.560 |
13.9% |
0.081 |
2.0% |
83% |
False |
False |
34,056 |
80 |
4.156 |
3.565 |
0.591 |
14.7% |
0.085 |
2.1% |
78% |
False |
False |
30,218 |
100 |
4.665 |
3.565 |
1.100 |
27.3% |
0.086 |
2.1% |
42% |
False |
False |
27,842 |
120 |
4.825 |
3.565 |
1.260 |
31.3% |
0.089 |
2.2% |
37% |
False |
False |
26,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.428 |
2.618 |
4.299 |
1.618 |
4.220 |
1.000 |
4.171 |
0.618 |
4.141 |
HIGH |
4.092 |
0.618 |
4.062 |
0.500 |
4.053 |
0.382 |
4.043 |
LOW |
4.013 |
0.618 |
3.964 |
1.000 |
3.934 |
1.618 |
3.885 |
2.618 |
3.806 |
4.250 |
3.677 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
4.053 |
4.041 |
PP |
4.044 |
4.036 |
S1 |
4.036 |
4.032 |
|