NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
3.977 |
-0.022 |
-0.6% |
4.064 |
| High |
4.025 |
4.002 |
-0.023 |
-0.6% |
4.092 |
| Low |
3.951 |
3.908 |
-0.043 |
-1.1% |
3.908 |
| Close |
3.974 |
3.985 |
0.011 |
0.3% |
3.985 |
| Range |
0.074 |
0.094 |
0.020 |
27.0% |
0.184 |
| ATR |
0.084 |
0.085 |
0.001 |
0.8% |
0.000 |
| Volume |
54,087 |
46,441 |
-7,646 |
-14.1% |
280,258 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.247 |
4.210 |
4.037 |
|
| R3 |
4.153 |
4.116 |
4.011 |
|
| R2 |
4.059 |
4.059 |
4.002 |
|
| R1 |
4.022 |
4.022 |
3.994 |
4.041 |
| PP |
3.965 |
3.965 |
3.965 |
3.974 |
| S1 |
3.928 |
3.928 |
3.976 |
3.947 |
| S2 |
3.871 |
3.871 |
3.968 |
|
| S3 |
3.777 |
3.834 |
3.959 |
|
| S4 |
3.683 |
3.740 |
3.933 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.547 |
4.450 |
4.086 |
|
| R3 |
4.363 |
4.266 |
4.036 |
|
| R2 |
4.179 |
4.179 |
4.019 |
|
| R1 |
4.082 |
4.082 |
4.002 |
4.039 |
| PP |
3.995 |
3.995 |
3.995 |
3.973 |
| S1 |
3.898 |
3.898 |
3.968 |
3.855 |
| S2 |
3.811 |
3.811 |
3.951 |
|
| S3 |
3.627 |
3.714 |
3.934 |
|
| S4 |
3.443 |
3.530 |
3.884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.092 |
3.908 |
0.184 |
4.6% |
0.088 |
2.2% |
42% |
False |
True |
56,051 |
| 10 |
4.092 |
3.798 |
0.294 |
7.4% |
0.084 |
2.1% |
64% |
False |
False |
70,350 |
| 20 |
4.092 |
3.731 |
0.361 |
9.1% |
0.083 |
2.1% |
70% |
False |
False |
52,596 |
| 40 |
4.125 |
3.731 |
0.394 |
9.9% |
0.083 |
2.1% |
64% |
False |
False |
41,104 |
| 60 |
4.125 |
3.565 |
0.560 |
14.1% |
0.081 |
2.0% |
75% |
False |
False |
35,846 |
| 80 |
4.137 |
3.565 |
0.572 |
14.4% |
0.085 |
2.1% |
73% |
False |
False |
31,463 |
| 100 |
4.507 |
3.565 |
0.942 |
23.6% |
0.085 |
2.1% |
45% |
False |
False |
28,875 |
| 120 |
4.825 |
3.565 |
1.260 |
31.6% |
0.088 |
2.2% |
33% |
False |
False |
27,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.402 |
|
2.618 |
4.248 |
|
1.618 |
4.154 |
|
1.000 |
4.096 |
|
0.618 |
4.060 |
|
HIGH |
4.002 |
|
0.618 |
3.966 |
|
0.500 |
3.955 |
|
0.382 |
3.944 |
|
LOW |
3.908 |
|
0.618 |
3.850 |
|
1.000 |
3.814 |
|
1.618 |
3.756 |
|
2.618 |
3.662 |
|
4.250 |
3.509 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.975 |
3.996 |
| PP |
3.965 |
3.992 |
| S1 |
3.955 |
3.989 |
|