NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.825 |
3.828 |
0.003 |
0.1% |
4.045 |
| High |
3.843 |
3.909 |
0.066 |
1.7% |
4.045 |
| Low |
3.750 |
3.788 |
0.038 |
1.0% |
3.750 |
| Close |
3.825 |
3.886 |
0.061 |
1.6% |
3.886 |
| Range |
0.093 |
0.121 |
0.028 |
30.1% |
0.295 |
| ATR |
0.089 |
0.091 |
0.002 |
2.6% |
0.000 |
| Volume |
39,777 |
43,137 |
3,360 |
8.4% |
210,621 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.224 |
4.176 |
3.953 |
|
| R3 |
4.103 |
4.055 |
3.919 |
|
| R2 |
3.982 |
3.982 |
3.908 |
|
| R1 |
3.934 |
3.934 |
3.897 |
3.958 |
| PP |
3.861 |
3.861 |
3.861 |
3.873 |
| S1 |
3.813 |
3.813 |
3.875 |
3.837 |
| S2 |
3.740 |
3.740 |
3.864 |
|
| S3 |
3.619 |
3.692 |
3.853 |
|
| S4 |
3.498 |
3.571 |
3.819 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.779 |
4.627 |
4.048 |
|
| R3 |
4.484 |
4.332 |
3.967 |
|
| R2 |
4.189 |
4.189 |
3.940 |
|
| R1 |
4.037 |
4.037 |
3.913 |
3.966 |
| PP |
3.894 |
3.894 |
3.894 |
3.858 |
| S1 |
3.742 |
3.742 |
3.859 |
3.671 |
| S2 |
3.599 |
3.599 |
3.832 |
|
| S3 |
3.304 |
3.447 |
3.805 |
|
| S4 |
3.009 |
3.152 |
3.724 |
|
|
| 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 |
7.6% |
0.106 |
2.7% |
46% |
False |
False |
42,124 |
| 10 |
4.092 |
3.750 |
0.342 |
8.8% |
0.097 |
2.5% |
40% |
False |
False |
49,087 |
| 20 |
4.092 |
3.750 |
0.342 |
8.8% |
0.086 |
2.2% |
40% |
False |
False |
54,619 |
| 40 |
4.125 |
3.731 |
0.394 |
10.1% |
0.085 |
2.2% |
39% |
False |
False |
44,008 |
| 60 |
4.125 |
3.565 |
0.560 |
14.4% |
0.083 |
2.1% |
57% |
False |
False |
37,570 |
| 80 |
4.137 |
3.565 |
0.572 |
14.7% |
0.086 |
2.2% |
56% |
False |
False |
32,748 |
| 100 |
4.310 |
3.565 |
0.745 |
19.2% |
0.086 |
2.2% |
43% |
False |
False |
30,198 |
| 120 |
4.665 |
3.565 |
1.100 |
28.3% |
0.087 |
2.2% |
29% |
False |
False |
27,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.423 |
|
2.618 |
4.226 |
|
1.618 |
4.105 |
|
1.000 |
4.030 |
|
0.618 |
3.984 |
|
HIGH |
3.909 |
|
0.618 |
3.863 |
|
0.500 |
3.849 |
|
0.382 |
3.834 |
|
LOW |
3.788 |
|
0.618 |
3.713 |
|
1.000 |
3.667 |
|
1.618 |
3.592 |
|
2.618 |
3.471 |
|
4.250 |
3.274 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.874 |
3.867 |
| PP |
3.861 |
3.848 |
| S1 |
3.849 |
3.830 |
|