NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.879 |
3.809 |
-0.070 |
-1.8% |
4.069 |
| High |
3.894 |
3.848 |
-0.046 |
-1.2% |
4.096 |
| Low |
3.802 |
3.806 |
0.004 |
0.1% |
3.917 |
| Close |
3.808 |
3.824 |
0.016 |
0.4% |
3.992 |
| Range |
0.092 |
0.042 |
-0.050 |
-54.3% |
0.179 |
| ATR |
0.087 |
0.084 |
-0.003 |
-3.7% |
0.000 |
| Volume |
11,696 |
19,160 |
7,464 |
63.8% |
67,930 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.952 |
3.930 |
3.847 |
|
| R3 |
3.910 |
3.888 |
3.836 |
|
| R2 |
3.868 |
3.868 |
3.832 |
|
| R1 |
3.846 |
3.846 |
3.828 |
3.857 |
| PP |
3.826 |
3.826 |
3.826 |
3.832 |
| S1 |
3.804 |
3.804 |
3.820 |
3.815 |
| S2 |
3.784 |
3.784 |
3.816 |
|
| S3 |
3.742 |
3.762 |
3.812 |
|
| S4 |
3.700 |
3.720 |
3.801 |
|
|
| 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 |
4.050 |
3.802 |
0.248 |
6.5% |
0.093 |
2.4% |
9% |
False |
False |
14,303 |
| 10 |
4.096 |
3.802 |
0.294 |
7.7% |
0.083 |
2.2% |
7% |
False |
False |
14,674 |
| 20 |
4.096 |
3.734 |
0.362 |
9.5% |
0.081 |
2.1% |
25% |
False |
False |
13,283 |
| 40 |
4.120 |
3.734 |
0.386 |
10.1% |
0.080 |
2.1% |
23% |
False |
False |
10,378 |
| 60 |
4.120 |
3.570 |
0.550 |
14.4% |
0.076 |
2.0% |
46% |
False |
False |
8,199 |
| 80 |
4.130 |
3.570 |
0.560 |
14.6% |
0.075 |
2.0% |
45% |
False |
False |
7,009 |
| 100 |
4.326 |
3.570 |
0.756 |
19.8% |
0.073 |
1.9% |
34% |
False |
False |
6,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.027 |
|
2.618 |
3.958 |
|
1.618 |
3.916 |
|
1.000 |
3.890 |
|
0.618 |
3.874 |
|
HIGH |
3.848 |
|
0.618 |
3.832 |
|
0.500 |
3.827 |
|
0.382 |
3.822 |
|
LOW |
3.806 |
|
0.618 |
3.780 |
|
1.000 |
3.764 |
|
1.618 |
3.738 |
|
2.618 |
3.696 |
|
4.250 |
3.628 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.827 |
3.926 |
| PP |
3.826 |
3.892 |
| S1 |
3.825 |
3.858 |
|