NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.959 |
3.995 |
0.036 |
0.9% |
3.794 |
High |
4.011 |
4.008 |
-0.003 |
-0.1% |
4.011 |
Low |
3.950 |
3.974 |
0.024 |
0.6% |
3.794 |
Close |
3.956 |
4.000 |
0.044 |
1.1% |
4.000 |
Range |
0.061 |
0.034 |
-0.027 |
-44.3% |
0.217 |
ATR |
0.079 |
0.077 |
-0.002 |
-2.4% |
0.000 |
Volume |
16,127 |
22,855 |
6,728 |
41.7% |
91,699 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.096 |
4.082 |
4.019 |
|
R3 |
4.062 |
4.048 |
4.009 |
|
R2 |
4.028 |
4.028 |
4.006 |
|
R1 |
4.014 |
4.014 |
4.003 |
4.021 |
PP |
3.994 |
3.994 |
3.994 |
3.998 |
S1 |
3.980 |
3.980 |
3.997 |
3.987 |
S2 |
3.960 |
3.960 |
3.994 |
|
S3 |
3.926 |
3.946 |
3.991 |
|
S4 |
3.892 |
3.912 |
3.981 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.586 |
4.510 |
4.119 |
|
R3 |
4.369 |
4.293 |
4.060 |
|
R2 |
4.152 |
4.152 |
4.040 |
|
R1 |
4.076 |
4.076 |
4.020 |
4.114 |
PP |
3.935 |
3.935 |
3.935 |
3.954 |
S1 |
3.859 |
3.859 |
3.980 |
3.897 |
S2 |
3.718 |
3.718 |
3.960 |
|
S3 |
3.501 |
3.642 |
3.940 |
|
S4 |
3.284 |
3.425 |
3.881 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.011 |
3.794 |
0.217 |
5.4% |
0.064 |
1.6% |
95% |
False |
False |
18,339 |
10 |
4.011 |
3.740 |
0.271 |
6.8% |
0.065 |
1.6% |
96% |
False |
False |
14,986 |
20 |
4.070 |
3.720 |
0.350 |
8.8% |
0.072 |
1.8% |
80% |
False |
False |
15,184 |
40 |
4.070 |
3.720 |
0.350 |
8.8% |
0.072 |
1.8% |
80% |
False |
False |
12,159 |
60 |
4.070 |
3.540 |
0.530 |
13.3% |
0.072 |
1.8% |
87% |
False |
False |
11,067 |
80 |
4.220 |
3.540 |
0.680 |
17.0% |
0.075 |
1.9% |
68% |
False |
False |
10,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.153 |
2.618 |
4.097 |
1.618 |
4.063 |
1.000 |
4.042 |
0.618 |
4.029 |
HIGH |
4.008 |
0.618 |
3.995 |
0.500 |
3.991 |
0.382 |
3.987 |
LOW |
3.974 |
0.618 |
3.953 |
1.000 |
3.940 |
1.618 |
3.919 |
2.618 |
3.885 |
4.250 |
3.830 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.997 |
3.989 |
PP |
3.994 |
3.977 |
S1 |
3.991 |
3.966 |
|