NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.704 |
3.727 |
0.023 |
0.6% |
3.988 |
| High |
3.741 |
3.741 |
0.000 |
0.0% |
4.015 |
| Low |
3.699 |
3.643 |
-0.056 |
-1.5% |
3.745 |
| Close |
3.708 |
3.658 |
-0.050 |
-1.3% |
3.869 |
| Range |
0.042 |
0.098 |
0.056 |
133.3% |
0.270 |
| ATR |
0.082 |
0.083 |
0.001 |
1.4% |
0.000 |
| Volume |
19,815 |
22,023 |
2,208 |
11.1% |
91,809 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.975 |
3.914 |
3.712 |
|
| R3 |
3.877 |
3.816 |
3.685 |
|
| R2 |
3.779 |
3.779 |
3.676 |
|
| R1 |
3.718 |
3.718 |
3.667 |
3.700 |
| PP |
3.681 |
3.681 |
3.681 |
3.671 |
| S1 |
3.620 |
3.620 |
3.649 |
3.602 |
| S2 |
3.583 |
3.583 |
3.640 |
|
| S3 |
3.485 |
3.522 |
3.631 |
|
| S4 |
3.387 |
3.424 |
3.604 |
|
|
| 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 |
3.643 |
0.242 |
6.6% |
0.077 |
2.1% |
6% |
False |
True |
18,094 |
| 10 |
4.015 |
3.643 |
0.372 |
10.2% |
0.085 |
2.3% |
4% |
False |
True |
18,280 |
| 20 |
4.068 |
3.643 |
0.425 |
11.6% |
0.077 |
2.1% |
4% |
False |
True |
18,223 |
| 40 |
4.070 |
3.643 |
0.427 |
11.7% |
0.077 |
2.1% |
4% |
False |
True |
15,624 |
| 60 |
4.070 |
3.540 |
0.530 |
14.5% |
0.077 |
2.1% |
22% |
False |
False |
13,499 |
| 80 |
4.085 |
3.540 |
0.545 |
14.9% |
0.075 |
2.1% |
22% |
False |
False |
12,032 |
| 100 |
4.232 |
3.540 |
0.692 |
18.9% |
0.076 |
2.1% |
17% |
False |
False |
11,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.158 |
|
2.618 |
3.998 |
|
1.618 |
3.900 |
|
1.000 |
3.839 |
|
0.618 |
3.802 |
|
HIGH |
3.741 |
|
0.618 |
3.704 |
|
0.500 |
3.692 |
|
0.382 |
3.680 |
|
LOW |
3.643 |
|
0.618 |
3.582 |
|
1.000 |
3.545 |
|
1.618 |
3.484 |
|
2.618 |
3.386 |
|
4.250 |
3.227 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.692 |
3.696 |
| PP |
3.681 |
3.683 |
| S1 |
3.669 |
3.671 |
|