NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.811 |
3.825 |
0.014 |
0.4% |
4.064 |
| High |
3.841 |
3.843 |
0.002 |
0.1% |
4.092 |
| Low |
3.794 |
3.750 |
-0.044 |
-1.2% |
3.908 |
| Close |
3.818 |
3.825 |
0.007 |
0.2% |
3.985 |
| Range |
0.047 |
0.093 |
0.046 |
97.9% |
0.184 |
| ATR |
0.088 |
0.089 |
0.000 |
0.4% |
0.000 |
| Volume |
52,479 |
39,777 |
-12,702 |
-24.2% |
280,258 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.085 |
4.048 |
3.876 |
|
| R3 |
3.992 |
3.955 |
3.851 |
|
| R2 |
3.899 |
3.899 |
3.842 |
|
| R1 |
3.862 |
3.862 |
3.834 |
3.872 |
| PP |
3.806 |
3.806 |
3.806 |
3.811 |
| S1 |
3.769 |
3.769 |
3.816 |
3.779 |
| S2 |
3.713 |
3.713 |
3.808 |
|
| S3 |
3.620 |
3.676 |
3.799 |
|
| S4 |
3.527 |
3.583 |
3.774 |
|
|
| 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 |
3.750 |
0.295 |
7.7% |
0.100 |
2.6% |
25% |
False |
True |
42,785 |
| 10 |
4.092 |
3.750 |
0.342 |
8.9% |
0.089 |
2.3% |
22% |
False |
True |
54,316 |
| 20 |
4.092 |
3.750 |
0.342 |
8.9% |
0.084 |
2.2% |
22% |
False |
True |
55,289 |
| 40 |
4.125 |
3.731 |
0.394 |
10.3% |
0.085 |
2.2% |
24% |
False |
False |
43,415 |
| 60 |
4.125 |
3.565 |
0.560 |
14.6% |
0.083 |
2.2% |
46% |
False |
False |
37,089 |
| 80 |
4.137 |
3.565 |
0.572 |
15.0% |
0.085 |
2.2% |
45% |
False |
False |
32,493 |
| 100 |
4.343 |
3.565 |
0.778 |
20.3% |
0.086 |
2.2% |
33% |
False |
False |
29,865 |
| 120 |
4.665 |
3.565 |
1.100 |
28.8% |
0.087 |
2.3% |
24% |
False |
False |
27,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.238 |
|
2.618 |
4.086 |
|
1.618 |
3.993 |
|
1.000 |
3.936 |
|
0.618 |
3.900 |
|
HIGH |
3.843 |
|
0.618 |
3.807 |
|
0.500 |
3.797 |
|
0.382 |
3.786 |
|
LOW |
3.750 |
|
0.618 |
3.693 |
|
1.000 |
3.657 |
|
1.618 |
3.600 |
|
2.618 |
3.507 |
|
4.250 |
3.355 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.816 |
3.823 |
| PP |
3.806 |
3.820 |
| S1 |
3.797 |
3.818 |
|