NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.852 |
3.815 |
-0.037 |
-1.0% |
4.031 |
High |
3.867 |
3.825 |
-0.042 |
-1.1% |
4.068 |
Low |
3.780 |
3.780 |
0.000 |
0.0% |
3.890 |
Close |
3.786 |
3.803 |
0.017 |
0.4% |
3.965 |
Range |
0.087 |
0.045 |
-0.042 |
-48.3% |
0.178 |
ATR |
0.084 |
0.082 |
-0.003 |
-3.3% |
0.000 |
Volume |
16,118 |
22,369 |
6,251 |
38.8% |
95,198 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.938 |
3.915 |
3.828 |
|
R3 |
3.893 |
3.870 |
3.815 |
|
R2 |
3.848 |
3.848 |
3.811 |
|
R1 |
3.825 |
3.825 |
3.807 |
3.814 |
PP |
3.803 |
3.803 |
3.803 |
3.797 |
S1 |
3.780 |
3.780 |
3.799 |
3.769 |
S2 |
3.758 |
3.758 |
3.795 |
|
S3 |
3.713 |
3.735 |
3.791 |
|
S4 |
3.668 |
3.690 |
3.778 |
|
|
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 |
4.015 |
3.780 |
0.235 |
6.2% |
0.091 |
2.4% |
10% |
False |
True |
18,996 |
10 |
4.068 |
3.780 |
0.288 |
7.6% |
0.080 |
2.1% |
8% |
False |
True |
18,672 |
20 |
4.068 |
3.720 |
0.348 |
9.2% |
0.078 |
2.0% |
24% |
False |
False |
16,424 |
40 |
4.070 |
3.720 |
0.350 |
9.2% |
0.078 |
2.0% |
24% |
False |
False |
14,467 |
60 |
4.070 |
3.540 |
0.530 |
13.9% |
0.075 |
2.0% |
50% |
False |
False |
12,306 |
80 |
4.085 |
3.540 |
0.545 |
14.3% |
0.076 |
2.0% |
48% |
False |
False |
11,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.016 |
2.618 |
3.943 |
1.618 |
3.898 |
1.000 |
3.870 |
0.618 |
3.853 |
HIGH |
3.825 |
0.618 |
3.808 |
0.500 |
3.803 |
0.382 |
3.797 |
LOW |
3.780 |
0.618 |
3.752 |
1.000 |
3.735 |
1.618 |
3.707 |
2.618 |
3.662 |
4.250 |
3.589 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.803 |
3.898 |
PP |
3.803 |
3.866 |
S1 |
3.803 |
3.835 |
|