NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.727 |
3.648 |
-0.079 |
-2.1% |
3.825 |
| High |
3.741 |
3.648 |
-0.093 |
-2.5% |
3.825 |
| Low |
3.643 |
3.581 |
-0.062 |
-1.7% |
3.581 |
| Close |
3.658 |
3.587 |
-0.071 |
-1.9% |
3.587 |
| Range |
0.098 |
0.067 |
-0.031 |
-31.6% |
0.244 |
| ATR |
0.083 |
0.082 |
0.000 |
-0.5% |
0.000 |
| Volume |
22,023 |
18,680 |
-3,343 |
-15.2% |
91,103 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.806 |
3.764 |
3.624 |
|
| R3 |
3.739 |
3.697 |
3.605 |
|
| R2 |
3.672 |
3.672 |
3.599 |
|
| R1 |
3.630 |
3.630 |
3.593 |
3.618 |
| PP |
3.605 |
3.605 |
3.605 |
3.599 |
| S1 |
3.563 |
3.563 |
3.581 |
3.551 |
| S2 |
3.538 |
3.538 |
3.575 |
|
| S3 |
3.471 |
3.496 |
3.569 |
|
| S4 |
3.404 |
3.429 |
3.550 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.236 |
3.721 |
|
| R3 |
4.152 |
3.992 |
3.654 |
|
| R2 |
3.908 |
3.908 |
3.632 |
|
| R1 |
3.748 |
3.748 |
3.609 |
3.706 |
| PP |
3.664 |
3.664 |
3.664 |
3.644 |
| S1 |
3.504 |
3.504 |
3.565 |
3.462 |
| S2 |
3.420 |
3.420 |
3.542 |
|
| S3 |
3.176 |
3.260 |
3.520 |
|
| S4 |
2.932 |
3.016 |
3.453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.825 |
3.581 |
0.244 |
6.8% |
0.073 |
2.0% |
2% |
False |
True |
18,220 |
| 10 |
4.015 |
3.581 |
0.434 |
12.1% |
0.083 |
2.3% |
1% |
False |
True |
18,291 |
| 20 |
4.068 |
3.581 |
0.487 |
13.6% |
0.078 |
2.2% |
1% |
False |
True |
18,490 |
| 40 |
4.070 |
3.581 |
0.489 |
13.6% |
0.077 |
2.1% |
1% |
False |
True |
15,735 |
| 60 |
4.070 |
3.581 |
0.489 |
13.6% |
0.075 |
2.1% |
1% |
False |
True |
13,629 |
| 80 |
4.085 |
3.540 |
0.545 |
15.2% |
0.075 |
2.1% |
9% |
False |
False |
12,169 |
| 100 |
4.232 |
3.540 |
0.692 |
19.3% |
0.076 |
2.1% |
7% |
False |
False |
11,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.933 |
|
2.618 |
3.823 |
|
1.618 |
3.756 |
|
1.000 |
3.715 |
|
0.618 |
3.689 |
|
HIGH |
3.648 |
|
0.618 |
3.622 |
|
0.500 |
3.615 |
|
0.382 |
3.607 |
|
LOW |
3.581 |
|
0.618 |
3.540 |
|
1.000 |
3.514 |
|
1.618 |
3.473 |
|
2.618 |
3.406 |
|
4.250 |
3.296 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.615 |
3.661 |
| PP |
3.605 |
3.636 |
| S1 |
3.596 |
3.612 |
|