NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.825 |
3.728 |
-0.097 |
-2.5% |
3.988 |
| High |
3.825 |
3.748 |
-0.077 |
-2.0% |
4.015 |
| Low |
3.725 |
3.690 |
-0.035 |
-0.9% |
3.745 |
| Close |
3.732 |
3.709 |
-0.023 |
-0.6% |
3.869 |
| Range |
0.100 |
0.058 |
-0.042 |
-42.0% |
0.270 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.4% |
0.000 |
| Volume |
13,854 |
16,731 |
2,877 |
20.8% |
91,809 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.890 |
3.857 |
3.741 |
|
| R3 |
3.832 |
3.799 |
3.725 |
|
| R2 |
3.774 |
3.774 |
3.720 |
|
| R1 |
3.741 |
3.741 |
3.714 |
3.729 |
| PP |
3.716 |
3.716 |
3.716 |
3.709 |
| S1 |
3.683 |
3.683 |
3.704 |
3.671 |
| S2 |
3.658 |
3.658 |
3.698 |
|
| S3 |
3.600 |
3.625 |
3.693 |
|
| S4 |
3.542 |
3.567 |
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 |
3.690 |
0.195 |
5.3% |
0.075 |
2.0% |
10% |
False |
True |
18,444 |
| 10 |
4.055 |
3.690 |
0.365 |
9.8% |
0.088 |
2.4% |
5% |
False |
True |
18,153 |
| 20 |
4.068 |
3.690 |
0.378 |
10.2% |
0.077 |
2.1% |
5% |
False |
True |
17,245 |
| 40 |
4.070 |
3.690 |
0.380 |
10.2% |
0.078 |
2.1% |
5% |
False |
True |
15,105 |
| 60 |
4.070 |
3.540 |
0.530 |
14.3% |
0.077 |
2.1% |
32% |
False |
False |
13,031 |
| 80 |
4.085 |
3.540 |
0.545 |
14.7% |
0.076 |
2.1% |
31% |
False |
False |
11,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.995 |
|
2.618 |
3.900 |
|
1.618 |
3.842 |
|
1.000 |
3.806 |
|
0.618 |
3.784 |
|
HIGH |
3.748 |
|
0.618 |
3.726 |
|
0.500 |
3.719 |
|
0.382 |
3.712 |
|
LOW |
3.690 |
|
0.618 |
3.654 |
|
1.000 |
3.632 |
|
1.618 |
3.596 |
|
2.618 |
3.538 |
|
4.250 |
3.444 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.719 |
3.788 |
| PP |
3.716 |
3.761 |
| S1 |
3.712 |
3.735 |
|