NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
4.069 |
4.072 |
0.003 |
0.1% |
3.819 |
High |
4.091 |
4.096 |
0.005 |
0.1% |
4.039 |
Low |
4.009 |
4.019 |
0.010 |
0.2% |
3.804 |
Close |
4.064 |
4.032 |
-0.032 |
-0.8% |
4.026 |
Range |
0.082 |
0.077 |
-0.005 |
-6.1% |
0.235 |
ATR |
0.079 |
0.079 |
0.000 |
-0.2% |
0.000 |
Volume |
16,293 |
13,333 |
-2,960 |
-18.2% |
73,890 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.280 |
4.233 |
4.074 |
|
R3 |
4.203 |
4.156 |
4.053 |
|
R2 |
4.126 |
4.126 |
4.046 |
|
R1 |
4.079 |
4.079 |
4.039 |
4.064 |
PP |
4.049 |
4.049 |
4.049 |
4.042 |
S1 |
4.002 |
4.002 |
4.025 |
3.987 |
S2 |
3.972 |
3.972 |
4.018 |
|
S3 |
3.895 |
3.925 |
4.011 |
|
S4 |
3.818 |
3.848 |
3.990 |
|
|
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 |
4.096 |
3.944 |
0.152 |
3.8% |
0.063 |
1.6% |
58% |
True |
False |
15,873 |
10 |
4.096 |
3.763 |
0.333 |
8.3% |
0.072 |
1.8% |
81% |
True |
False |
13,436 |
20 |
4.120 |
3.734 |
0.386 |
9.6% |
0.076 |
1.9% |
77% |
False |
False |
11,786 |
40 |
4.120 |
3.734 |
0.386 |
9.6% |
0.074 |
1.8% |
77% |
False |
False |
8,807 |
60 |
4.120 |
3.570 |
0.550 |
13.6% |
0.073 |
1.8% |
84% |
False |
False |
7,125 |
80 |
4.149 |
3.570 |
0.579 |
14.4% |
0.074 |
1.8% |
80% |
False |
False |
6,207 |
100 |
4.575 |
3.570 |
1.005 |
24.9% |
0.072 |
1.8% |
46% |
False |
False |
5,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.423 |
2.618 |
4.298 |
1.618 |
4.221 |
1.000 |
4.173 |
0.618 |
4.144 |
HIGH |
4.096 |
0.618 |
4.067 |
0.500 |
4.058 |
0.382 |
4.048 |
LOW |
4.019 |
0.618 |
3.971 |
1.000 |
3.942 |
1.618 |
3.894 |
2.618 |
3.817 |
4.250 |
3.692 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
4.058 |
4.047 |
PP |
4.049 |
4.042 |
S1 |
4.041 |
4.037 |
|