NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.877 |
3.811 |
-0.066 |
-1.7% |
4.064 |
| High |
3.885 |
3.841 |
-0.044 |
-1.1% |
4.092 |
| Low |
3.791 |
3.794 |
0.003 |
0.1% |
3.908 |
| Close |
3.798 |
3.818 |
0.020 |
0.5% |
3.985 |
| Range |
0.094 |
0.047 |
-0.047 |
-50.0% |
0.184 |
| ATR |
0.092 |
0.088 |
-0.003 |
-3.5% |
0.000 |
| Volume |
36,129 |
52,479 |
16,350 |
45.3% |
280,258 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.959 |
3.935 |
3.844 |
|
| R3 |
3.912 |
3.888 |
3.831 |
|
| R2 |
3.865 |
3.865 |
3.827 |
|
| R1 |
3.841 |
3.841 |
3.822 |
3.853 |
| PP |
3.818 |
3.818 |
3.818 |
3.824 |
| S1 |
3.794 |
3.794 |
3.814 |
3.806 |
| S2 |
3.771 |
3.771 |
3.809 |
|
| S3 |
3.724 |
3.747 |
3.805 |
|
| S4 |
3.677 |
3.700 |
3.792 |
|
|
| 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 |
4.045 |
3.791 |
0.254 |
6.7% |
0.097 |
2.5% |
11% |
False |
False |
45,647 |
| 10 |
4.092 |
3.791 |
0.301 |
7.9% |
0.089 |
2.3% |
9% |
False |
False |
58,728 |
| 20 |
4.092 |
3.731 |
0.361 |
9.5% |
0.086 |
2.3% |
24% |
False |
False |
54,677 |
| 40 |
4.125 |
3.731 |
0.394 |
10.3% |
0.086 |
2.2% |
22% |
False |
False |
42,840 |
| 60 |
4.125 |
3.565 |
0.560 |
14.7% |
0.082 |
2.2% |
45% |
False |
False |
36,774 |
| 80 |
4.137 |
3.565 |
0.572 |
15.0% |
0.085 |
2.2% |
44% |
False |
False |
32,201 |
| 100 |
4.350 |
3.565 |
0.785 |
20.6% |
0.085 |
2.2% |
32% |
False |
False |
29,626 |
| 120 |
4.665 |
3.565 |
1.100 |
28.8% |
0.087 |
2.3% |
23% |
False |
False |
27,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.041 |
|
2.618 |
3.964 |
|
1.618 |
3.917 |
|
1.000 |
3.888 |
|
0.618 |
3.870 |
|
HIGH |
3.841 |
|
0.618 |
3.823 |
|
0.500 |
3.818 |
|
0.382 |
3.812 |
|
LOW |
3.794 |
|
0.618 |
3.765 |
|
1.000 |
3.747 |
|
1.618 |
3.718 |
|
2.618 |
3.671 |
|
4.250 |
3.594 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.818 |
3.918 |
| PP |
3.818 |
3.885 |
| S1 |
3.818 |
3.851 |
|