NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.861 |
3.810 |
-0.051 |
-1.3% |
4.012 |
| High |
3.895 |
3.826 |
-0.069 |
-1.8% |
4.013 |
| Low |
3.798 |
3.763 |
-0.035 |
-0.9% |
3.734 |
| Close |
3.810 |
3.779 |
-0.031 |
-0.8% |
3.878 |
| Range |
0.097 |
0.063 |
-0.034 |
-35.1% |
0.279 |
| ATR |
0.083 |
0.081 |
-0.001 |
-1.7% |
0.000 |
| Volume |
11,577 |
8,160 |
-3,417 |
-29.5% |
49,957 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.978 |
3.942 |
3.814 |
|
| R3 |
3.915 |
3.879 |
3.796 |
|
| R2 |
3.852 |
3.852 |
3.791 |
|
| R1 |
3.816 |
3.816 |
3.785 |
3.803 |
| PP |
3.789 |
3.789 |
3.789 |
3.783 |
| S1 |
3.753 |
3.753 |
3.773 |
3.740 |
| S2 |
3.726 |
3.726 |
3.767 |
|
| S3 |
3.663 |
3.690 |
3.762 |
|
| S4 |
3.600 |
3.627 |
3.744 |
|
|
| 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 |
3.763 |
0.140 |
3.7% |
0.072 |
1.9% |
11% |
False |
True |
12,202 |
| 10 |
4.033 |
3.734 |
0.299 |
7.9% |
0.079 |
2.1% |
15% |
False |
False |
10,220 |
| 20 |
4.120 |
3.734 |
0.386 |
10.2% |
0.078 |
2.1% |
12% |
False |
False |
8,937 |
| 40 |
4.120 |
3.570 |
0.550 |
14.6% |
0.077 |
2.0% |
38% |
False |
False |
6,891 |
| 60 |
4.130 |
3.570 |
0.560 |
14.8% |
0.074 |
1.9% |
37% |
False |
False |
5,694 |
| 80 |
4.282 |
3.570 |
0.712 |
18.8% |
0.074 |
1.9% |
29% |
False |
False |
5,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.094 |
|
2.618 |
3.991 |
|
1.618 |
3.928 |
|
1.000 |
3.889 |
|
0.618 |
3.865 |
|
HIGH |
3.826 |
|
0.618 |
3.802 |
|
0.500 |
3.795 |
|
0.382 |
3.787 |
|
LOW |
3.763 |
|
0.618 |
3.724 |
|
1.000 |
3.700 |
|
1.618 |
3.661 |
|
2.618 |
3.598 |
|
4.250 |
3.495 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.795 |
3.833 |
| PP |
3.789 |
3.815 |
| S1 |
3.784 |
3.797 |
|