NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.809 |
3.825 |
0.016 |
0.4% |
4.069 |
| High |
3.848 |
3.849 |
0.001 |
0.0% |
4.096 |
| Low |
3.806 |
3.766 |
-0.040 |
-1.1% |
3.917 |
| Close |
3.824 |
3.832 |
0.008 |
0.2% |
3.992 |
| Range |
0.042 |
0.083 |
0.041 |
97.6% |
0.179 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.1% |
0.000 |
| Volume |
19,160 |
18,717 |
-443 |
-2.3% |
67,930 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.065 |
4.031 |
3.878 |
|
| R3 |
3.982 |
3.948 |
3.855 |
|
| R2 |
3.899 |
3.899 |
3.847 |
|
| R1 |
3.865 |
3.865 |
3.840 |
3.882 |
| PP |
3.816 |
3.816 |
3.816 |
3.824 |
| S1 |
3.782 |
3.782 |
3.824 |
3.799 |
| S2 |
3.733 |
3.733 |
3.817 |
|
| S3 |
3.650 |
3.699 |
3.809 |
|
| S4 |
3.567 |
3.616 |
3.786 |
|
|
| 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 |
3.766 |
0.284 |
7.4% |
0.096 |
2.5% |
23% |
False |
True |
15,332 |
| 10 |
4.096 |
3.766 |
0.330 |
8.6% |
0.084 |
2.2% |
20% |
False |
True |
15,074 |
| 20 |
4.096 |
3.763 |
0.333 |
8.7% |
0.078 |
2.0% |
21% |
False |
False |
13,935 |
| 40 |
4.120 |
3.734 |
0.386 |
10.1% |
0.079 |
2.1% |
25% |
False |
False |
10,725 |
| 60 |
4.120 |
3.570 |
0.550 |
14.4% |
0.076 |
2.0% |
48% |
False |
False |
8,462 |
| 80 |
4.130 |
3.570 |
0.560 |
14.6% |
0.075 |
2.0% |
47% |
False |
False |
7,197 |
| 100 |
4.326 |
3.570 |
0.756 |
19.7% |
0.074 |
1.9% |
35% |
False |
False |
6,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.202 |
|
2.618 |
4.066 |
|
1.618 |
3.983 |
|
1.000 |
3.932 |
|
0.618 |
3.900 |
|
HIGH |
3.849 |
|
0.618 |
3.817 |
|
0.500 |
3.808 |
|
0.382 |
3.798 |
|
LOW |
3.766 |
|
0.618 |
3.715 |
|
1.000 |
3.683 |
|
1.618 |
3.632 |
|
2.618 |
3.549 |
|
4.250 |
3.413 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.831 |
| PP |
3.816 |
3.831 |
| S1 |
3.808 |
3.830 |
|