NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
3.803 |
3.825 |
0.022 |
0.6% |
3.988 |
High |
3.885 |
3.825 |
-0.060 |
-1.5% |
4.015 |
Low |
3.797 |
3.725 |
-0.072 |
-1.9% |
3.745 |
Close |
3.869 |
3.732 |
-0.137 |
-3.5% |
3.869 |
Range |
0.088 |
0.100 |
0.012 |
13.6% |
0.270 |
ATR |
0.082 |
0.087 |
0.004 |
5.3% |
0.000 |
Volume |
18,049 |
13,854 |
-4,195 |
-23.2% |
91,809 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.061 |
3.996 |
3.787 |
|
R3 |
3.961 |
3.896 |
3.760 |
|
R2 |
3.861 |
3.861 |
3.750 |
|
R1 |
3.796 |
3.796 |
3.741 |
3.779 |
PP |
3.761 |
3.761 |
3.761 |
3.752 |
S1 |
3.696 |
3.696 |
3.723 |
3.679 |
S2 |
3.661 |
3.661 |
3.714 |
|
S3 |
3.561 |
3.596 |
3.705 |
|
S4 |
3.461 |
3.496 |
3.677 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.686 |
4.548 |
4.018 |
|
R3 |
4.416 |
4.278 |
3.943 |
|
R2 |
4.146 |
4.146 |
3.919 |
|
R1 |
4.008 |
4.008 |
3.894 |
3.942 |
PP |
3.876 |
3.876 |
3.876 |
3.844 |
S1 |
3.738 |
3.738 |
3.844 |
3.672 |
S2 |
3.606 |
3.606 |
3.820 |
|
S3 |
3.336 |
3.468 |
3.795 |
|
S4 |
3.066 |
3.198 |
3.721 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.885 |
3.725 |
0.160 |
4.3% |
0.081 |
2.2% |
4% |
False |
True |
18,321 |
10 |
4.068 |
3.725 |
0.343 |
9.2% |
0.090 |
2.4% |
2% |
False |
True |
17,926 |
20 |
4.068 |
3.725 |
0.343 |
9.2% |
0.078 |
2.1% |
2% |
False |
True |
17,062 |
40 |
4.070 |
3.720 |
0.350 |
9.4% |
0.078 |
2.1% |
3% |
False |
False |
15,025 |
60 |
4.070 |
3.540 |
0.530 |
14.2% |
0.076 |
2.0% |
36% |
False |
False |
12,865 |
80 |
4.085 |
3.540 |
0.545 |
14.6% |
0.076 |
2.0% |
35% |
False |
False |
11,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.250 |
2.618 |
4.087 |
1.618 |
3.987 |
1.000 |
3.925 |
0.618 |
3.887 |
HIGH |
3.825 |
0.618 |
3.787 |
0.500 |
3.775 |
0.382 |
3.763 |
LOW |
3.725 |
0.618 |
3.663 |
1.000 |
3.625 |
1.618 |
3.563 |
2.618 |
3.463 |
4.250 |
3.300 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
3.775 |
3.805 |
PP |
3.761 |
3.781 |
S1 |
3.746 |
3.756 |
|