NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.763 |
3.794 |
0.031 |
0.8% |
3.843 |
| High |
3.785 |
3.900 |
0.115 |
3.0% |
3.875 |
| Low |
3.745 |
3.794 |
0.049 |
1.3% |
3.740 |
| Close |
3.768 |
3.878 |
0.110 |
2.9% |
3.768 |
| Range |
0.040 |
0.106 |
0.066 |
165.0% |
0.135 |
| ATR |
0.077 |
0.081 |
0.004 |
5.1% |
0.000 |
| Volume |
13,336 |
9,165 |
-4,171 |
-31.3% |
58,163 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.175 |
4.133 |
3.936 |
|
| R3 |
4.069 |
4.027 |
3.907 |
|
| R2 |
3.963 |
3.963 |
3.897 |
|
| R1 |
3.921 |
3.921 |
3.888 |
3.942 |
| PP |
3.857 |
3.857 |
3.857 |
3.868 |
| S1 |
3.815 |
3.815 |
3.868 |
3.836 |
| S2 |
3.751 |
3.751 |
3.859 |
|
| S3 |
3.645 |
3.709 |
3.849 |
|
| S4 |
3.539 |
3.603 |
3.820 |
|
|
| 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 |
3.900 |
3.740 |
0.160 |
4.1% |
0.074 |
1.9% |
86% |
True |
False |
11,571 |
| 10 |
3.918 |
3.720 |
0.198 |
5.1% |
0.081 |
2.1% |
80% |
False |
False |
12,210 |
| 20 |
4.070 |
3.720 |
0.350 |
9.0% |
0.077 |
2.0% |
45% |
False |
False |
13,105 |
| 40 |
4.070 |
3.663 |
0.407 |
10.5% |
0.075 |
1.9% |
53% |
False |
False |
11,112 |
| 60 |
4.085 |
3.540 |
0.545 |
14.1% |
0.075 |
1.9% |
62% |
False |
False |
10,077 |
| 80 |
4.232 |
3.540 |
0.692 |
17.8% |
0.076 |
2.0% |
49% |
False |
False |
9,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.351 |
|
2.618 |
4.178 |
|
1.618 |
4.072 |
|
1.000 |
4.006 |
|
0.618 |
3.966 |
|
HIGH |
3.900 |
|
0.618 |
3.860 |
|
0.500 |
3.847 |
|
0.382 |
3.834 |
|
LOW |
3.794 |
|
0.618 |
3.728 |
|
1.000 |
3.688 |
|
1.618 |
3.622 |
|
2.618 |
3.516 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.868 |
3.859 |
| PP |
3.857 |
3.839 |
| S1 |
3.847 |
3.820 |
|