NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.723 |
-0.018 |
-0.5% |
4.045 |
| High |
3.760 |
3.747 |
-0.013 |
-0.3% |
4.045 |
| Low |
3.695 |
3.702 |
0.007 |
0.2% |
3.750 |
| Close |
3.714 |
3.711 |
-0.003 |
-0.1% |
3.886 |
| Range |
0.065 |
0.045 |
-0.020 |
-30.8% |
0.295 |
| ATR |
0.093 |
0.090 |
-0.003 |
-3.7% |
0.000 |
| Volume |
49,208 |
57,150 |
7,942 |
16.1% |
210,621 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.855 |
3.828 |
3.736 |
|
| R3 |
3.810 |
3.783 |
3.723 |
|
| R2 |
3.765 |
3.765 |
3.719 |
|
| R1 |
3.738 |
3.738 |
3.715 |
3.729 |
| PP |
3.720 |
3.720 |
3.720 |
3.716 |
| S1 |
3.693 |
3.693 |
3.707 |
3.684 |
| S2 |
3.675 |
3.675 |
3.703 |
|
| S3 |
3.630 |
3.648 |
3.699 |
|
| S4 |
3.585 |
3.603 |
3.686 |
|
|
| 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% |
7% |
False |
False |
43,917 |
| 10 |
4.045 |
3.695 |
0.350 |
9.4% |
0.094 |
2.5% |
5% |
False |
False |
44,782 |
| 20 |
4.092 |
3.695 |
0.397 |
10.7% |
0.086 |
2.3% |
4% |
False |
False |
56,481 |
| 40 |
4.125 |
3.695 |
0.430 |
11.6% |
0.087 |
2.3% |
4% |
False |
False |
44,740 |
| 60 |
4.125 |
3.565 |
0.560 |
15.1% |
0.085 |
2.3% |
26% |
False |
False |
38,684 |
| 80 |
4.137 |
3.565 |
0.572 |
15.4% |
0.085 |
2.3% |
26% |
False |
False |
33,898 |
| 100 |
4.295 |
3.565 |
0.730 |
19.7% |
0.086 |
2.3% |
20% |
False |
False |
30,959 |
| 120 |
4.665 |
3.565 |
1.100 |
29.6% |
0.087 |
2.3% |
13% |
False |
False |
28,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.938 |
|
2.618 |
3.865 |
|
1.618 |
3.820 |
|
1.000 |
3.792 |
|
0.618 |
3.775 |
|
HIGH |
3.747 |
|
0.618 |
3.730 |
|
0.500 |
3.725 |
|
0.382 |
3.719 |
|
LOW |
3.702 |
|
0.618 |
3.674 |
|
1.000 |
3.657 |
|
1.618 |
3.629 |
|
2.618 |
3.584 |
|
4.250 |
3.511 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.725 |
3.781 |
| PP |
3.720 |
3.757 |
| S1 |
3.716 |
3.734 |
|