NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.726 |
3.649 |
-0.077 |
-2.1% |
3.866 |
| High |
3.748 |
3.657 |
-0.091 |
-2.4% |
3.866 |
| Low |
3.648 |
3.585 |
-0.063 |
-1.7% |
3.585 |
| Close |
3.663 |
3.591 |
-0.072 |
-2.0% |
3.591 |
| Range |
0.100 |
0.072 |
-0.028 |
-28.0% |
0.281 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.0% |
0.000 |
| Volume |
42,889 |
54,530 |
11,641 |
27.1% |
234,091 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.781 |
3.631 |
|
| R3 |
3.755 |
3.709 |
3.611 |
|
| R2 |
3.683 |
3.683 |
3.604 |
|
| R1 |
3.637 |
3.637 |
3.598 |
3.624 |
| PP |
3.611 |
3.611 |
3.611 |
3.605 |
| S1 |
3.565 |
3.565 |
3.584 |
3.552 |
| S2 |
3.539 |
3.539 |
3.578 |
|
| S3 |
3.467 |
3.493 |
3.571 |
|
| S4 |
3.395 |
3.421 |
3.551 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.338 |
3.746 |
|
| R3 |
4.243 |
4.057 |
3.668 |
|
| R2 |
3.962 |
3.962 |
3.643 |
|
| R1 |
3.776 |
3.776 |
3.617 |
3.729 |
| PP |
3.681 |
3.681 |
3.681 |
3.657 |
| S1 |
3.495 |
3.495 |
3.565 |
3.448 |
| S2 |
3.400 |
3.400 |
3.539 |
|
| S3 |
3.119 |
3.214 |
3.514 |
|
| S4 |
2.838 |
2.933 |
3.436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.866 |
3.585 |
0.281 |
7.8% |
0.083 |
2.3% |
2% |
False |
True |
46,818 |
| 10 |
4.045 |
3.585 |
0.460 |
12.8% |
0.095 |
2.6% |
1% |
False |
True |
44,471 |
| 20 |
4.092 |
3.585 |
0.507 |
14.1% |
0.089 |
2.5% |
1% |
False |
True |
57,410 |
| 40 |
4.125 |
3.585 |
0.540 |
15.0% |
0.086 |
2.4% |
1% |
False |
True |
45,426 |
| 60 |
4.125 |
3.585 |
0.540 |
15.0% |
0.084 |
2.3% |
1% |
False |
True |
39,363 |
| 80 |
4.137 |
3.565 |
0.572 |
15.9% |
0.084 |
2.3% |
5% |
False |
False |
34,722 |
| 100 |
4.295 |
3.565 |
0.730 |
20.3% |
0.087 |
2.4% |
4% |
False |
False |
31,484 |
| 120 |
4.665 |
3.565 |
1.100 |
30.6% |
0.087 |
2.4% |
2% |
False |
False |
29,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.963 |
|
2.618 |
3.845 |
|
1.618 |
3.773 |
|
1.000 |
3.729 |
|
0.618 |
3.701 |
|
HIGH |
3.657 |
|
0.618 |
3.629 |
|
0.500 |
3.621 |
|
0.382 |
3.613 |
|
LOW |
3.585 |
|
0.618 |
3.541 |
|
1.000 |
3.513 |
|
1.618 |
3.469 |
|
2.618 |
3.397 |
|
4.250 |
3.279 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.621 |
3.667 |
| PP |
3.611 |
3.641 |
| S1 |
3.601 |
3.616 |
|