NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
4.006 |
3.982 |
-0.024 |
-0.6% |
4.069 |
| High |
4.023 |
4.008 |
-0.015 |
-0.4% |
4.096 |
| Low |
3.955 |
3.917 |
-0.038 |
-1.0% |
3.917 |
| Close |
3.979 |
3.992 |
0.013 |
0.3% |
3.992 |
| Range |
0.068 |
0.091 |
0.023 |
33.8% |
0.179 |
| ATR |
0.080 |
0.080 |
0.001 |
1.0% |
0.000 |
| Volume |
13,569 |
11,904 |
-1,665 |
-12.3% |
67,930 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.245 |
4.210 |
4.042 |
|
| R3 |
4.154 |
4.119 |
4.017 |
|
| R2 |
4.063 |
4.063 |
4.009 |
|
| R1 |
4.028 |
4.028 |
4.000 |
4.046 |
| PP |
3.972 |
3.972 |
3.972 |
3.981 |
| S1 |
3.937 |
3.937 |
3.984 |
3.955 |
| S2 |
3.881 |
3.881 |
3.975 |
|
| S3 |
3.790 |
3.846 |
3.967 |
|
| S4 |
3.699 |
3.755 |
3.942 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.444 |
4.090 |
|
| R3 |
4.360 |
4.265 |
4.041 |
|
| R2 |
4.181 |
4.181 |
4.025 |
|
| R1 |
4.086 |
4.086 |
4.008 |
4.044 |
| PP |
4.002 |
4.002 |
4.002 |
3.981 |
| S1 |
3.907 |
3.907 |
3.976 |
3.865 |
| S2 |
3.823 |
3.823 |
3.959 |
|
| S3 |
3.644 |
3.728 |
3.943 |
|
| S4 |
3.465 |
3.549 |
3.894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.096 |
3.917 |
0.179 |
4.5% |
0.083 |
2.1% |
42% |
False |
True |
13,586 |
| 10 |
4.096 |
3.804 |
0.292 |
7.3% |
0.077 |
1.9% |
64% |
False |
False |
14,182 |
| 20 |
4.096 |
3.734 |
0.362 |
9.1% |
0.078 |
2.0% |
71% |
False |
False |
12,195 |
| 40 |
4.120 |
3.734 |
0.386 |
9.7% |
0.077 |
1.9% |
67% |
False |
False |
9,482 |
| 60 |
4.120 |
3.570 |
0.550 |
13.8% |
0.074 |
1.8% |
77% |
False |
False |
7,636 |
| 80 |
4.130 |
3.570 |
0.560 |
14.0% |
0.074 |
1.9% |
75% |
False |
False |
6,589 |
| 100 |
4.450 |
3.570 |
0.880 |
22.0% |
0.073 |
1.8% |
48% |
False |
False |
5,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.395 |
|
2.618 |
4.246 |
|
1.618 |
4.155 |
|
1.000 |
4.099 |
|
0.618 |
4.064 |
|
HIGH |
4.008 |
|
0.618 |
3.973 |
|
0.500 |
3.963 |
|
0.382 |
3.952 |
|
LOW |
3.917 |
|
0.618 |
3.861 |
|
1.000 |
3.826 |
|
1.618 |
3.770 |
|
2.618 |
3.679 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.982 |
4.002 |
| PP |
3.972 |
3.998 |
| S1 |
3.963 |
3.995 |
|