NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.866 |
3.741 |
-0.125 |
-3.2% |
4.045 |
| High |
3.866 |
3.760 |
-0.106 |
-2.7% |
4.045 |
| Low |
3.731 |
3.695 |
-0.036 |
-1.0% |
3.750 |
| Close |
3.739 |
3.714 |
-0.025 |
-0.7% |
3.886 |
| Range |
0.135 |
0.065 |
-0.070 |
-51.9% |
0.295 |
| ATR |
0.096 |
0.093 |
-0.002 |
-2.3% |
0.000 |
| Volume |
30,314 |
49,208 |
18,894 |
62.3% |
210,621 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.881 |
3.750 |
|
| R3 |
3.853 |
3.816 |
3.732 |
|
| R2 |
3.788 |
3.788 |
3.726 |
|
| R1 |
3.751 |
3.751 |
3.720 |
3.737 |
| PP |
3.723 |
3.723 |
3.723 |
3.716 |
| S1 |
3.686 |
3.686 |
3.708 |
3.672 |
| S2 |
3.658 |
3.658 |
3.702 |
|
| S3 |
3.593 |
3.621 |
3.696 |
|
| S4 |
3.528 |
3.556 |
3.678 |
|
|
| 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 |
3.695 |
0.214 |
5.8% |
0.092 |
2.5% |
9% |
False |
True |
42,983 |
| 10 |
4.084 |
3.695 |
0.389 |
10.5% |
0.100 |
2.7% |
5% |
False |
True |
44,010 |
| 20 |
4.092 |
3.695 |
0.397 |
10.7% |
0.089 |
2.4% |
5% |
False |
True |
55,716 |
| 40 |
4.125 |
3.695 |
0.430 |
11.6% |
0.087 |
2.3% |
4% |
False |
True |
44,162 |
| 60 |
4.125 |
3.565 |
0.560 |
15.1% |
0.085 |
2.3% |
27% |
False |
False |
38,099 |
| 80 |
4.137 |
3.565 |
0.572 |
15.4% |
0.086 |
2.3% |
26% |
False |
False |
33,409 |
| 100 |
4.295 |
3.565 |
0.730 |
19.7% |
0.087 |
2.3% |
20% |
False |
False |
30,548 |
| 120 |
4.665 |
3.565 |
1.100 |
29.6% |
0.087 |
2.4% |
14% |
False |
False |
28,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.036 |
|
2.618 |
3.930 |
|
1.618 |
3.865 |
|
1.000 |
3.825 |
|
0.618 |
3.800 |
|
HIGH |
3.760 |
|
0.618 |
3.735 |
|
0.500 |
3.728 |
|
0.382 |
3.720 |
|
LOW |
3.695 |
|
0.618 |
3.655 |
|
1.000 |
3.630 |
|
1.618 |
3.590 |
|
2.618 |
3.525 |
|
4.250 |
3.419 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.728 |
3.802 |
| PP |
3.723 |
3.773 |
| S1 |
3.719 |
3.743 |
|