NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
4.031 |
4.053 |
0.022 |
0.5% |
3.794 |
High |
4.065 |
4.068 |
0.003 |
0.1% |
4.011 |
Low |
3.986 |
3.994 |
0.008 |
0.2% |
3.794 |
Close |
4.038 |
4.005 |
-0.033 |
-0.8% |
4.000 |
Range |
0.079 |
0.074 |
-0.005 |
-6.3% |
0.217 |
ATR |
0.077 |
0.077 |
0.000 |
-0.3% |
0.000 |
Volume |
21,595 |
14,461 |
-7,134 |
-33.0% |
91,699 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.244 |
4.199 |
4.046 |
|
R3 |
4.170 |
4.125 |
4.025 |
|
R2 |
4.096 |
4.096 |
4.019 |
|
R1 |
4.051 |
4.051 |
4.012 |
4.037 |
PP |
4.022 |
4.022 |
4.022 |
4.015 |
S1 |
3.977 |
3.977 |
3.998 |
3.963 |
S2 |
3.948 |
3.948 |
3.991 |
|
S3 |
3.874 |
3.903 |
3.985 |
|
S4 |
3.800 |
3.829 |
3.964 |
|
|
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 |
4.068 |
3.921 |
0.147 |
3.7% |
0.058 |
1.4% |
57% |
True |
False |
19,360 |
10 |
4.068 |
3.740 |
0.328 |
8.2% |
0.066 |
1.7% |
81% |
True |
False |
16,337 |
20 |
4.070 |
3.720 |
0.350 |
8.7% |
0.073 |
1.8% |
81% |
False |
False |
15,330 |
40 |
4.070 |
3.720 |
0.350 |
8.7% |
0.073 |
1.8% |
81% |
False |
False |
12,717 |
60 |
4.070 |
3.540 |
0.530 |
13.2% |
0.073 |
1.8% |
88% |
False |
False |
11,081 |
80 |
4.101 |
3.540 |
0.561 |
14.0% |
0.075 |
1.9% |
83% |
False |
False |
10,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.383 |
2.618 |
4.262 |
1.618 |
4.188 |
1.000 |
4.142 |
0.618 |
4.114 |
HIGH |
4.068 |
0.618 |
4.040 |
0.500 |
4.031 |
0.382 |
4.022 |
LOW |
3.994 |
0.618 |
3.948 |
1.000 |
3.920 |
1.618 |
3.874 |
2.618 |
3.800 |
4.250 |
3.680 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
4.031 |
4.021 |
PP |
4.022 |
4.016 |
S1 |
4.014 |
4.010 |
|