NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.781 |
3.763 |
-0.018 |
-0.5% |
3.843 |
High |
3.795 |
3.785 |
-0.010 |
-0.3% |
3.875 |
Low |
3.740 |
3.745 |
0.005 |
0.1% |
3.740 |
Close |
3.753 |
3.768 |
0.015 |
0.4% |
3.768 |
Range |
0.055 |
0.040 |
-0.015 |
-27.3% |
0.135 |
ATR |
0.080 |
0.077 |
-0.003 |
-3.6% |
0.000 |
Volume |
10,193 |
13,336 |
3,143 |
30.8% |
58,163 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.886 |
3.867 |
3.790 |
|
R3 |
3.846 |
3.827 |
3.779 |
|
R2 |
3.806 |
3.806 |
3.775 |
|
R1 |
3.787 |
3.787 |
3.772 |
3.797 |
PP |
3.766 |
3.766 |
3.766 |
3.771 |
S1 |
3.747 |
3.747 |
3.764 |
3.757 |
S2 |
3.726 |
3.726 |
3.761 |
|
S3 |
3.686 |
3.707 |
3.757 |
|
S4 |
3.646 |
3.667 |
3.746 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.199 |
4.119 |
3.842 |
|
R3 |
4.064 |
3.984 |
3.805 |
|
R2 |
3.929 |
3.929 |
3.793 |
|
R1 |
3.849 |
3.849 |
3.780 |
3.822 |
PP |
3.794 |
3.794 |
3.794 |
3.781 |
S1 |
3.714 |
3.714 |
3.756 |
3.687 |
S2 |
3.659 |
3.659 |
3.743 |
|
S3 |
3.524 |
3.579 |
3.731 |
|
S4 |
3.389 |
3.444 |
3.694 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.875 |
3.740 |
0.135 |
3.6% |
0.065 |
1.7% |
21% |
False |
False |
11,632 |
10 |
3.973 |
3.720 |
0.253 |
6.7% |
0.077 |
2.0% |
19% |
False |
False |
12,227 |
20 |
4.070 |
3.720 |
0.350 |
9.3% |
0.076 |
2.0% |
14% |
False |
False |
12,981 |
40 |
4.070 |
3.626 |
0.444 |
11.8% |
0.074 |
2.0% |
32% |
False |
False |
11,198 |
60 |
4.085 |
3.540 |
0.545 |
14.5% |
0.074 |
2.0% |
42% |
False |
False |
10,062 |
80 |
4.232 |
3.540 |
0.692 |
18.4% |
0.076 |
2.0% |
33% |
False |
False |
9,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.955 |
2.618 |
3.890 |
1.618 |
3.850 |
1.000 |
3.825 |
0.618 |
3.810 |
HIGH |
3.785 |
0.618 |
3.770 |
0.500 |
3.765 |
0.382 |
3.760 |
LOW |
3.745 |
0.618 |
3.720 |
1.000 |
3.705 |
1.618 |
3.680 |
2.618 |
3.640 |
4.250 |
3.575 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.767 |
3.805 |
PP |
3.766 |
3.793 |
S1 |
3.765 |
3.780 |
|