NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.778 |
3.819 |
0.041 |
1.1% |
3.857 |
| High |
3.808 |
3.929 |
0.121 |
3.2% |
3.903 |
| Low |
3.766 |
3.804 |
0.038 |
1.0% |
3.763 |
| Close |
3.791 |
3.902 |
0.111 |
2.9% |
3.791 |
| Range |
0.042 |
0.125 |
0.083 |
197.6% |
0.140 |
| ATR |
0.079 |
0.083 |
0.004 |
5.4% |
0.000 |
| Volume |
11,116 |
8,610 |
-2,506 |
-22.5% |
52,128 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.203 |
3.971 |
|
| R3 |
4.128 |
4.078 |
3.936 |
|
| R2 |
4.003 |
4.003 |
3.925 |
|
| R1 |
3.953 |
3.953 |
3.913 |
3.978 |
| PP |
3.878 |
3.878 |
3.878 |
3.891 |
| S1 |
3.828 |
3.828 |
3.891 |
3.853 |
| S2 |
3.753 |
3.753 |
3.879 |
|
| S3 |
3.628 |
3.703 |
3.868 |
|
| S4 |
3.503 |
3.578 |
3.833 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.239 |
4.155 |
3.868 |
|
| R3 |
4.099 |
4.015 |
3.830 |
|
| R2 |
3.959 |
3.959 |
3.817 |
|
| R1 |
3.875 |
3.875 |
3.804 |
3.847 |
| PP |
3.819 |
3.819 |
3.819 |
3.805 |
| S1 |
3.735 |
3.735 |
3.778 |
3.707 |
| S2 |
3.679 |
3.679 |
3.765 |
|
| S3 |
3.539 |
3.595 |
3.753 |
|
| S4 |
3.399 |
3.455 |
3.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.929 |
3.763 |
0.166 |
4.3% |
0.080 |
2.0% |
84% |
True |
False |
9,996 |
| 10 |
3.951 |
3.734 |
0.217 |
5.6% |
0.084 |
2.1% |
77% |
False |
False |
10,418 |
| 20 |
4.120 |
3.734 |
0.386 |
9.9% |
0.080 |
2.1% |
44% |
False |
False |
9,328 |
| 40 |
4.120 |
3.694 |
0.426 |
10.9% |
0.075 |
1.9% |
49% |
False |
False |
7,109 |
| 60 |
4.130 |
3.570 |
0.560 |
14.4% |
0.074 |
1.9% |
59% |
False |
False |
5,941 |
| 80 |
4.282 |
3.570 |
0.712 |
18.2% |
0.074 |
1.9% |
47% |
False |
False |
5,175 |
| 100 |
4.593 |
3.570 |
1.023 |
26.2% |
0.072 |
1.8% |
32% |
False |
False |
4,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.460 |
|
2.618 |
4.256 |
|
1.618 |
4.131 |
|
1.000 |
4.054 |
|
0.618 |
4.006 |
|
HIGH |
3.929 |
|
0.618 |
3.881 |
|
0.500 |
3.867 |
|
0.382 |
3.852 |
|
LOW |
3.804 |
|
0.618 |
3.727 |
|
1.000 |
3.679 |
|
1.618 |
3.602 |
|
2.618 |
3.477 |
|
4.250 |
3.273 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.883 |
| PP |
3.878 |
3.865 |
| S1 |
3.867 |
3.846 |
|