NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.746 |
3.718 |
-0.028 |
-0.7% |
4.048 |
| High |
3.767 |
3.757 |
-0.010 |
-0.3% |
4.050 |
| Low |
3.704 |
3.714 |
0.010 |
0.3% |
3.766 |
| Close |
3.724 |
3.723 |
-0.001 |
0.0% |
3.891 |
| Range |
0.063 |
0.043 |
-0.020 |
-31.7% |
0.284 |
| ATR |
0.089 |
0.085 |
-0.003 |
-3.7% |
0.000 |
| Volume |
11,667 |
14,781 |
3,114 |
26.7% |
78,766 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.860 |
3.835 |
3.747 |
|
| R3 |
3.817 |
3.792 |
3.735 |
|
| R2 |
3.774 |
3.774 |
3.731 |
|
| R1 |
3.749 |
3.749 |
3.727 |
3.762 |
| PP |
3.731 |
3.731 |
3.731 |
3.738 |
| S1 |
3.706 |
3.706 |
3.719 |
3.719 |
| S2 |
3.688 |
3.688 |
3.715 |
|
| S3 |
3.645 |
3.663 |
3.711 |
|
| S4 |
3.602 |
3.620 |
3.699 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.754 |
4.607 |
4.047 |
|
| R3 |
4.470 |
4.323 |
3.969 |
|
| R2 |
4.186 |
4.186 |
3.943 |
|
| R1 |
4.039 |
4.039 |
3.917 |
3.971 |
| PP |
3.902 |
3.902 |
3.902 |
3.868 |
| S1 |
3.755 |
3.755 |
3.865 |
3.687 |
| S2 |
3.618 |
3.618 |
3.839 |
|
| S3 |
3.334 |
3.471 |
3.813 |
|
| S4 |
3.050 |
3.187 |
3.735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.704 |
0.210 |
5.6% |
0.085 |
2.3% |
9% |
False |
False |
13,682 |
| 10 |
4.050 |
3.704 |
0.346 |
9.3% |
0.089 |
2.4% |
5% |
False |
False |
13,992 |
| 20 |
4.096 |
3.704 |
0.392 |
10.5% |
0.080 |
2.2% |
5% |
False |
False |
13,777 |
| 40 |
4.120 |
3.704 |
0.416 |
11.2% |
0.081 |
2.2% |
5% |
False |
False |
11,265 |
| 60 |
4.120 |
3.570 |
0.550 |
14.8% |
0.078 |
2.1% |
28% |
False |
False |
9,073 |
| 80 |
4.130 |
3.570 |
0.560 |
15.0% |
0.076 |
2.0% |
27% |
False |
False |
7,650 |
| 100 |
4.282 |
3.570 |
0.712 |
19.1% |
0.075 |
2.0% |
21% |
False |
False |
6,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.940 |
|
2.618 |
3.870 |
|
1.618 |
3.827 |
|
1.000 |
3.800 |
|
0.618 |
3.784 |
|
HIGH |
3.757 |
|
0.618 |
3.741 |
|
0.500 |
3.736 |
|
0.382 |
3.730 |
|
LOW |
3.714 |
|
0.618 |
3.687 |
|
1.000 |
3.671 |
|
1.618 |
3.644 |
|
2.618 |
3.601 |
|
4.250 |
3.531 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.736 |
3.784 |
| PP |
3.731 |
3.763 |
| S1 |
3.727 |
3.743 |
|