NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
4.045 |
3.999 |
-0.046 |
-1.1% |
3.800 |
| High |
4.084 |
4.025 |
-0.059 |
-1.4% |
4.037 |
| Low |
3.982 |
3.951 |
-0.031 |
-0.8% |
3.798 |
| Close |
3.994 |
3.974 |
-0.020 |
-0.5% |
4.023 |
| Range |
0.102 |
0.074 |
-0.028 |
-27.5% |
0.239 |
| ATR |
0.085 |
0.084 |
-0.001 |
-0.9% |
0.000 |
| Volume |
49,438 |
54,087 |
4,649 |
9.4% |
423,249 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.164 |
4.015 |
|
| R3 |
4.131 |
4.090 |
3.994 |
|
| R2 |
4.057 |
4.057 |
3.988 |
|
| R1 |
4.016 |
4.016 |
3.981 |
4.000 |
| PP |
3.983 |
3.983 |
3.983 |
3.975 |
| S1 |
3.942 |
3.942 |
3.967 |
3.926 |
| S2 |
3.909 |
3.909 |
3.960 |
|
| S3 |
3.835 |
3.868 |
3.954 |
|
| S4 |
3.761 |
3.794 |
3.933 |
|
|
| 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 |
3.951 |
0.141 |
3.5% |
0.078 |
2.0% |
16% |
False |
True |
65,847 |
| 10 |
4.092 |
3.761 |
0.331 |
8.3% |
0.079 |
2.0% |
64% |
False |
False |
69,893 |
| 20 |
4.092 |
3.731 |
0.361 |
9.1% |
0.081 |
2.0% |
67% |
False |
False |
52,795 |
| 40 |
4.125 |
3.731 |
0.394 |
9.9% |
0.082 |
2.1% |
62% |
False |
False |
40,481 |
| 60 |
4.125 |
3.565 |
0.560 |
14.1% |
0.081 |
2.0% |
73% |
False |
False |
35,295 |
| 80 |
4.137 |
3.565 |
0.572 |
14.4% |
0.085 |
2.1% |
72% |
False |
False |
31,124 |
| 100 |
4.542 |
3.565 |
0.977 |
24.6% |
0.085 |
2.1% |
42% |
False |
False |
28,574 |
| 120 |
4.825 |
3.565 |
1.260 |
31.7% |
0.088 |
2.2% |
32% |
False |
False |
26,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.219 |
|
1.618 |
4.145 |
|
1.000 |
4.099 |
|
0.618 |
4.071 |
|
HIGH |
4.025 |
|
0.618 |
3.997 |
|
0.500 |
3.988 |
|
0.382 |
3.979 |
|
LOW |
3.951 |
|
0.618 |
3.905 |
|
1.000 |
3.877 |
|
1.618 |
3.831 |
|
2.618 |
3.757 |
|
4.250 |
3.637 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
4.022 |
| PP |
3.983 |
4.006 |
| S1 |
3.979 |
3.990 |
|