NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.910 |
3.988 |
0.078 |
2.0% |
4.031 |
High |
3.977 |
4.015 |
0.038 |
1.0% |
4.068 |
Low |
3.890 |
3.855 |
-0.035 |
-0.9% |
3.890 |
Close |
3.965 |
3.867 |
-0.098 |
-2.5% |
3.965 |
Range |
0.087 |
0.160 |
0.073 |
83.9% |
0.178 |
ATR |
0.078 |
0.084 |
0.006 |
7.4% |
0.000 |
Volume |
18,574 |
14,055 |
-4,519 |
-24.3% |
95,198 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.392 |
4.290 |
3.955 |
|
R3 |
4.232 |
4.130 |
3.911 |
|
R2 |
4.072 |
4.072 |
3.896 |
|
R1 |
3.970 |
3.970 |
3.882 |
3.941 |
PP |
3.912 |
3.912 |
3.912 |
3.898 |
S1 |
3.810 |
3.810 |
3.852 |
3.781 |
S2 |
3.752 |
3.752 |
3.838 |
|
S3 |
3.592 |
3.650 |
3.823 |
|
S4 |
3.432 |
3.490 |
3.779 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.508 |
4.415 |
4.063 |
|
R3 |
4.330 |
4.237 |
4.014 |
|
R2 |
4.152 |
4.152 |
3.998 |
|
R1 |
4.059 |
4.059 |
3.981 |
4.017 |
PP |
3.974 |
3.974 |
3.974 |
3.953 |
S1 |
3.881 |
3.881 |
3.949 |
3.839 |
S2 |
3.796 |
3.796 |
3.932 |
|
S3 |
3.618 |
3.703 |
3.916 |
|
S4 |
3.440 |
3.525 |
3.867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.068 |
3.855 |
0.213 |
5.5% |
0.098 |
2.5% |
6% |
False |
True |
17,531 |
10 |
4.068 |
3.855 |
0.213 |
5.5% |
0.079 |
2.0% |
6% |
False |
True |
19,178 |
20 |
4.068 |
3.720 |
0.348 |
9.0% |
0.080 |
2.1% |
42% |
False |
False |
15,694 |
40 |
4.070 |
3.720 |
0.350 |
9.1% |
0.078 |
2.0% |
42% |
False |
False |
13,769 |
60 |
4.070 |
3.540 |
0.530 |
13.7% |
0.075 |
1.9% |
62% |
False |
False |
11,904 |
80 |
4.085 |
3.540 |
0.545 |
14.1% |
0.075 |
1.9% |
60% |
False |
False |
11,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.695 |
2.618 |
4.434 |
1.618 |
4.274 |
1.000 |
4.175 |
0.618 |
4.114 |
HIGH |
4.015 |
0.618 |
3.954 |
0.500 |
3.935 |
0.382 |
3.916 |
LOW |
3.855 |
0.618 |
3.756 |
1.000 |
3.695 |
1.618 |
3.596 |
2.618 |
3.436 |
4.250 |
3.175 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.935 |
3.935 |
PP |
3.912 |
3.912 |
S1 |
3.890 |
3.890 |
|