NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.951 |
3.959 |
0.008 |
0.2% |
3.843 |
| High |
3.963 |
4.011 |
0.048 |
1.2% |
3.875 |
| Low |
3.921 |
3.950 |
0.029 |
0.7% |
3.740 |
| Close |
3.924 |
3.956 |
0.032 |
0.8% |
3.768 |
| Range |
0.042 |
0.061 |
0.019 |
45.2% |
0.135 |
| ATR |
0.078 |
0.079 |
0.001 |
0.8% |
0.000 |
| Volume |
21,764 |
16,127 |
-5,637 |
-25.9% |
58,163 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.155 |
4.117 |
3.990 |
|
| R3 |
4.094 |
4.056 |
3.973 |
|
| R2 |
4.033 |
4.033 |
3.967 |
|
| R1 |
3.995 |
3.995 |
3.962 |
3.984 |
| PP |
3.972 |
3.972 |
3.972 |
3.967 |
| S1 |
3.934 |
3.934 |
3.950 |
3.923 |
| S2 |
3.911 |
3.911 |
3.945 |
|
| S3 |
3.850 |
3.873 |
3.939 |
|
| S4 |
3.789 |
3.812 |
3.922 |
|
|
| 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 |
4.011 |
3.745 |
0.266 |
6.7% |
0.066 |
1.7% |
79% |
True |
False |
16,436 |
| 10 |
4.011 |
3.740 |
0.271 |
6.9% |
0.069 |
1.7% |
80% |
True |
False |
14,758 |
| 20 |
4.070 |
3.720 |
0.350 |
8.8% |
0.074 |
1.9% |
67% |
False |
False |
14,686 |
| 40 |
4.070 |
3.689 |
0.381 |
9.6% |
0.074 |
1.9% |
70% |
False |
False |
11,782 |
| 60 |
4.085 |
3.540 |
0.545 |
13.8% |
0.074 |
1.9% |
76% |
False |
False |
10,798 |
| 80 |
4.232 |
3.540 |
0.692 |
17.5% |
0.075 |
1.9% |
60% |
False |
False |
9,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.270 |
|
2.618 |
4.171 |
|
1.618 |
4.110 |
|
1.000 |
4.072 |
|
0.618 |
4.049 |
|
HIGH |
4.011 |
|
0.618 |
3.988 |
|
0.500 |
3.981 |
|
0.382 |
3.973 |
|
LOW |
3.950 |
|
0.618 |
3.912 |
|
1.000 |
3.889 |
|
1.618 |
3.851 |
|
2.618 |
3.790 |
|
4.250 |
3.691 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
3.952 |
| PP |
3.972 |
3.948 |
| S1 |
3.964 |
3.945 |
|