NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.981 |
3.965 |
-0.016 |
-0.4% |
3.857 |
| High |
3.989 |
4.039 |
0.050 |
1.3% |
3.903 |
| Low |
3.944 |
3.965 |
0.021 |
0.5% |
3.763 |
| Close |
3.947 |
3.980 |
0.033 |
0.8% |
3.791 |
| Range |
0.045 |
0.074 |
0.029 |
64.4% |
0.140 |
| ATR |
0.080 |
0.081 |
0.001 |
1.1% |
0.000 |
| Volume |
16,964 |
14,717 |
-2,247 |
-13.2% |
52,128 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.217 |
4.172 |
4.021 |
|
| R3 |
4.143 |
4.098 |
4.000 |
|
| R2 |
4.069 |
4.069 |
3.994 |
|
| R1 |
4.024 |
4.024 |
3.987 |
4.047 |
| PP |
3.995 |
3.995 |
3.995 |
4.006 |
| S1 |
3.950 |
3.950 |
3.973 |
3.973 |
| S2 |
3.921 |
3.921 |
3.966 |
|
| S3 |
3.847 |
3.876 |
3.960 |
|
| S4 |
3.773 |
3.802 |
3.939 |
|
|
| 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 |
4.039 |
3.766 |
0.273 |
6.9% |
0.072 |
1.8% |
78% |
True |
False |
13,389 |
| 10 |
4.039 |
3.763 |
0.276 |
6.9% |
0.072 |
1.8% |
79% |
True |
False |
12,795 |
| 20 |
4.120 |
3.734 |
0.386 |
9.7% |
0.077 |
1.9% |
64% |
False |
False |
10,766 |
| 40 |
4.120 |
3.734 |
0.386 |
9.7% |
0.075 |
1.9% |
64% |
False |
False |
7,922 |
| 60 |
4.130 |
3.570 |
0.560 |
14.1% |
0.073 |
1.8% |
73% |
False |
False |
6,594 |
| 80 |
4.282 |
3.570 |
0.712 |
17.9% |
0.074 |
1.8% |
58% |
False |
False |
5,667 |
| 100 |
4.593 |
3.570 |
1.023 |
25.7% |
0.071 |
1.8% |
40% |
False |
False |
5,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.354 |
|
2.618 |
4.233 |
|
1.618 |
4.159 |
|
1.000 |
4.113 |
|
0.618 |
4.085 |
|
HIGH |
4.039 |
|
0.618 |
4.011 |
|
0.500 |
4.002 |
|
0.382 |
3.993 |
|
LOW |
3.965 |
|
0.618 |
3.919 |
|
1.000 |
3.891 |
|
1.618 |
3.845 |
|
2.618 |
3.771 |
|
4.250 |
3.651 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.002 |
3.978 |
| PP |
3.995 |
3.975 |
| S1 |
3.987 |
3.973 |
|