NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.828 |
3.866 |
0.038 |
1.0% |
4.045 |
| High |
3.909 |
3.866 |
-0.043 |
-1.1% |
4.045 |
| Low |
3.788 |
3.731 |
-0.057 |
-1.5% |
3.750 |
| Close |
3.886 |
3.739 |
-0.147 |
-3.8% |
3.886 |
| Range |
0.121 |
0.135 |
0.014 |
11.6% |
0.295 |
| ATR |
0.091 |
0.096 |
0.005 |
5.0% |
0.000 |
| Volume |
43,137 |
30,314 |
-12,823 |
-29.7% |
210,621 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.096 |
3.813 |
|
| R3 |
4.049 |
3.961 |
3.776 |
|
| R2 |
3.914 |
3.914 |
3.764 |
|
| R1 |
3.826 |
3.826 |
3.751 |
3.803 |
| PP |
3.779 |
3.779 |
3.779 |
3.767 |
| S1 |
3.691 |
3.691 |
3.727 |
3.668 |
| S2 |
3.644 |
3.644 |
3.714 |
|
| S3 |
3.509 |
3.556 |
3.702 |
|
| S4 |
3.374 |
3.421 |
3.665 |
|
|
| 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 |
3.909 |
3.731 |
0.178 |
4.8% |
0.098 |
2.6% |
4% |
False |
True |
40,367 |
| 10 |
4.092 |
3.731 |
0.361 |
9.7% |
0.101 |
2.7% |
2% |
False |
True |
43,617 |
| 20 |
4.092 |
3.731 |
0.361 |
9.7% |
0.090 |
2.4% |
2% |
False |
True |
54,870 |
| 40 |
4.125 |
3.731 |
0.394 |
10.5% |
0.087 |
2.3% |
2% |
False |
True |
43,849 |
| 60 |
4.125 |
3.565 |
0.560 |
15.0% |
0.085 |
2.3% |
31% |
False |
False |
37,613 |
| 80 |
4.137 |
3.565 |
0.572 |
15.3% |
0.086 |
2.3% |
30% |
False |
False |
32,955 |
| 100 |
4.295 |
3.565 |
0.730 |
19.5% |
0.086 |
2.3% |
24% |
False |
False |
30,403 |
| 120 |
4.665 |
3.565 |
1.100 |
29.4% |
0.088 |
2.3% |
16% |
False |
False |
27,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.440 |
|
2.618 |
4.219 |
|
1.618 |
4.084 |
|
1.000 |
4.001 |
|
0.618 |
3.949 |
|
HIGH |
3.866 |
|
0.618 |
3.814 |
|
0.500 |
3.799 |
|
0.382 |
3.783 |
|
LOW |
3.731 |
|
0.618 |
3.648 |
|
1.000 |
3.596 |
|
1.618 |
3.513 |
|
2.618 |
3.378 |
|
4.250 |
3.157 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.799 |
3.820 |
| PP |
3.779 |
3.793 |
| S1 |
3.759 |
3.766 |
|