NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.815 |
3.788 |
-0.027 |
-0.7% |
4.031 |
| High |
3.825 |
3.830 |
0.005 |
0.1% |
4.068 |
| Low |
3.780 |
3.745 |
-0.035 |
-0.9% |
3.890 |
| Close |
3.803 |
3.814 |
0.011 |
0.3% |
3.965 |
| Range |
0.045 |
0.085 |
0.040 |
88.9% |
0.178 |
| ATR |
0.082 |
0.082 |
0.000 |
0.3% |
0.000 |
| Volume |
22,369 |
21,218 |
-1,151 |
-5.1% |
95,198 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.051 |
4.018 |
3.861 |
|
| R3 |
3.966 |
3.933 |
3.837 |
|
| R2 |
3.881 |
3.881 |
3.830 |
|
| R1 |
3.848 |
3.848 |
3.822 |
3.865 |
| PP |
3.796 |
3.796 |
3.796 |
3.805 |
| S1 |
3.763 |
3.763 |
3.806 |
3.780 |
| S2 |
3.711 |
3.711 |
3.798 |
|
| S3 |
3.626 |
3.678 |
3.791 |
|
| S4 |
3.541 |
3.593 |
3.767 |
|
|
| 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 |
3.745 |
0.270 |
7.1% |
0.093 |
2.4% |
26% |
False |
True |
18,466 |
| 10 |
4.068 |
3.745 |
0.323 |
8.5% |
0.082 |
2.2% |
21% |
False |
True |
19,181 |
| 20 |
4.068 |
3.740 |
0.328 |
8.6% |
0.076 |
2.0% |
23% |
False |
False |
16,970 |
| 40 |
4.070 |
3.720 |
0.350 |
9.2% |
0.077 |
2.0% |
27% |
False |
False |
14,773 |
| 60 |
4.070 |
3.540 |
0.530 |
13.9% |
0.076 |
2.0% |
52% |
False |
False |
12,571 |
| 80 |
4.085 |
3.540 |
0.545 |
14.3% |
0.076 |
2.0% |
50% |
False |
False |
11,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.191 |
|
2.618 |
4.053 |
|
1.618 |
3.968 |
|
1.000 |
3.915 |
|
0.618 |
3.883 |
|
HIGH |
3.830 |
|
0.618 |
3.798 |
|
0.500 |
3.788 |
|
0.382 |
3.777 |
|
LOW |
3.745 |
|
0.618 |
3.692 |
|
1.000 |
3.660 |
|
1.618 |
3.607 |
|
2.618 |
3.522 |
|
4.250 |
3.384 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.805 |
3.811 |
| PP |
3.796 |
3.809 |
| S1 |
3.788 |
3.806 |
|