NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.832 |
3.861 |
0.029 |
0.8% |
4.012 |
| High |
3.903 |
3.895 |
-0.008 |
-0.2% |
4.013 |
| Low |
3.832 |
3.798 |
-0.034 |
-0.9% |
3.734 |
| Close |
3.868 |
3.810 |
-0.058 |
-1.5% |
3.878 |
| Range |
0.071 |
0.097 |
0.026 |
36.6% |
0.279 |
| ATR |
0.082 |
0.083 |
0.001 |
1.3% |
0.000 |
| Volume |
10,519 |
11,577 |
1,058 |
10.1% |
49,957 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.125 |
4.065 |
3.863 |
|
| R3 |
4.028 |
3.968 |
3.837 |
|
| R2 |
3.931 |
3.931 |
3.828 |
|
| R1 |
3.871 |
3.871 |
3.819 |
3.853 |
| PP |
3.834 |
3.834 |
3.834 |
3.825 |
| S1 |
3.774 |
3.774 |
3.801 |
3.756 |
| S2 |
3.737 |
3.737 |
3.792 |
|
| S3 |
3.640 |
3.677 |
3.783 |
|
| S4 |
3.543 |
3.580 |
3.757 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.712 |
4.574 |
4.031 |
|
| R3 |
4.433 |
4.295 |
3.955 |
|
| R2 |
4.154 |
4.154 |
3.929 |
|
| R1 |
4.016 |
4.016 |
3.904 |
3.946 |
| PP |
3.875 |
3.875 |
3.875 |
3.840 |
| S1 |
3.737 |
3.737 |
3.852 |
3.667 |
| S2 |
3.596 |
3.596 |
3.827 |
|
| S3 |
3.317 |
3.458 |
3.801 |
|
| S4 |
3.038 |
3.179 |
3.725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.903 |
3.734 |
0.169 |
4.4% |
0.087 |
2.3% |
45% |
False |
False |
11,704 |
| 10 |
4.120 |
3.734 |
0.386 |
10.1% |
0.084 |
2.2% |
20% |
False |
False |
10,241 |
| 20 |
4.120 |
3.734 |
0.386 |
10.1% |
0.081 |
2.1% |
20% |
False |
False |
8,753 |
| 40 |
4.120 |
3.570 |
0.550 |
14.4% |
0.077 |
2.0% |
44% |
False |
False |
6,722 |
| 60 |
4.130 |
3.570 |
0.560 |
14.7% |
0.074 |
1.9% |
43% |
False |
False |
5,608 |
| 80 |
4.282 |
3.570 |
0.712 |
18.7% |
0.073 |
1.9% |
34% |
False |
False |
4,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.307 |
|
2.618 |
4.149 |
|
1.618 |
4.052 |
|
1.000 |
3.992 |
|
0.618 |
3.955 |
|
HIGH |
3.895 |
|
0.618 |
3.858 |
|
0.500 |
3.847 |
|
0.382 |
3.835 |
|
LOW |
3.798 |
|
0.618 |
3.738 |
|
1.000 |
3.701 |
|
1.618 |
3.641 |
|
2.618 |
3.544 |
|
4.250 |
3.386 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.847 |
3.851 |
| PP |
3.834 |
3.837 |
| S1 |
3.822 |
3.824 |
|