NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.965 |
3.999 |
0.034 |
0.9% |
3.819 |
High |
4.039 |
4.037 |
-0.002 |
0.0% |
4.039 |
Low |
3.965 |
3.998 |
0.033 |
0.8% |
3.804 |
Close |
3.980 |
4.026 |
0.046 |
1.2% |
4.026 |
Range |
0.074 |
0.039 |
-0.035 |
-47.3% |
0.235 |
ATR |
0.081 |
0.079 |
-0.002 |
-2.1% |
0.000 |
Volume |
14,717 |
18,059 |
3,342 |
22.7% |
73,890 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.137 |
4.121 |
4.047 |
|
R3 |
4.098 |
4.082 |
4.037 |
|
R2 |
4.059 |
4.059 |
4.033 |
|
R1 |
4.043 |
4.043 |
4.030 |
4.051 |
PP |
4.020 |
4.020 |
4.020 |
4.025 |
S1 |
4.004 |
4.004 |
4.022 |
4.012 |
S2 |
3.981 |
3.981 |
4.019 |
|
S3 |
3.942 |
3.965 |
4.015 |
|
S4 |
3.903 |
3.926 |
4.005 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.661 |
4.579 |
4.155 |
|
R3 |
4.426 |
4.344 |
4.091 |
|
R2 |
4.191 |
4.191 |
4.069 |
|
R1 |
4.109 |
4.109 |
4.048 |
4.150 |
PP |
3.956 |
3.956 |
3.956 |
3.977 |
S1 |
3.874 |
3.874 |
4.004 |
3.915 |
S2 |
3.721 |
3.721 |
3.983 |
|
S3 |
3.486 |
3.639 |
3.961 |
|
S4 |
3.251 |
3.404 |
3.897 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.039 |
3.804 |
0.235 |
5.8% |
0.072 |
1.8% |
94% |
False |
False |
14,778 |
10 |
4.039 |
3.763 |
0.276 |
6.9% |
0.068 |
1.7% |
95% |
False |
False |
12,601 |
20 |
4.120 |
3.734 |
0.386 |
9.6% |
0.075 |
1.9% |
76% |
False |
False |
11,274 |
40 |
4.120 |
3.734 |
0.386 |
9.6% |
0.073 |
1.8% |
76% |
False |
False |
8,231 |
60 |
4.120 |
3.570 |
0.550 |
13.7% |
0.071 |
1.8% |
83% |
False |
False |
6,812 |
80 |
4.231 |
3.570 |
0.661 |
16.4% |
0.074 |
1.8% |
69% |
False |
False |
5,874 |
100 |
4.593 |
3.570 |
1.023 |
25.4% |
0.071 |
1.8% |
45% |
False |
False |
5,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.203 |
2.618 |
4.139 |
1.618 |
4.100 |
1.000 |
4.076 |
0.618 |
4.061 |
HIGH |
4.037 |
0.618 |
4.022 |
0.500 |
4.018 |
0.382 |
4.013 |
LOW |
3.998 |
0.618 |
3.974 |
1.000 |
3.959 |
1.618 |
3.935 |
2.618 |
3.896 |
4.250 |
3.832 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
4.023 |
4.015 |
PP |
4.020 |
4.003 |
S1 |
4.018 |
3.992 |
|