NYMEX Natural Gas Future January 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 |
3.723 |
3.726 |
0.003 |
0.1% |
4.045 |
| High |
3.747 |
3.748 |
0.001 |
0.0% |
4.045 |
| Low |
3.702 |
3.648 |
-0.054 |
-1.5% |
3.750 |
| Close |
3.711 |
3.663 |
-0.048 |
-1.3% |
3.886 |
| Range |
0.045 |
0.100 |
0.055 |
122.2% |
0.295 |
| ATR |
0.090 |
0.091 |
0.001 |
0.8% |
0.000 |
| Volume |
57,150 |
42,889 |
-14,261 |
-25.0% |
210,621 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.986 |
3.925 |
3.718 |
|
| R3 |
3.886 |
3.825 |
3.691 |
|
| R2 |
3.786 |
3.786 |
3.681 |
|
| R1 |
3.725 |
3.725 |
3.672 |
3.706 |
| PP |
3.686 |
3.686 |
3.686 |
3.677 |
| S1 |
3.625 |
3.625 |
3.654 |
3.606 |
| S2 |
3.586 |
3.586 |
3.645 |
|
| S3 |
3.486 |
3.525 |
3.636 |
|
| S4 |
3.386 |
3.425 |
3.608 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.779 |
4.627 |
4.048 |
|
| R3 |
4.484 |
4.332 |
3.967 |
|
| R2 |
4.189 |
4.189 |
3.940 |
|
| R1 |
4.037 |
4.037 |
3.913 |
3.966 |
| PP |
3.894 |
3.894 |
3.894 |
3.858 |
| S1 |
3.742 |
3.742 |
3.859 |
3.671 |
| S2 |
3.599 |
3.599 |
3.832 |
|
| S3 |
3.304 |
3.447 |
3.805 |
|
| S4 |
3.009 |
3.152 |
3.724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.909 |
3.648 |
0.261 |
7.1% |
0.093 |
2.5% |
6% |
False |
True |
44,539 |
| 10 |
4.045 |
3.648 |
0.397 |
10.8% |
0.097 |
2.6% |
4% |
False |
True |
43,662 |
| 20 |
4.092 |
3.648 |
0.444 |
12.1% |
0.088 |
2.4% |
3% |
False |
True |
56,777 |
| 40 |
4.125 |
3.648 |
0.477 |
13.0% |
0.086 |
2.4% |
3% |
False |
True |
45,054 |
| 60 |
4.125 |
3.565 |
0.560 |
15.3% |
0.085 |
2.3% |
18% |
False |
False |
39,081 |
| 80 |
4.137 |
3.565 |
0.572 |
15.6% |
0.084 |
2.3% |
17% |
False |
False |
34,234 |
| 100 |
4.295 |
3.565 |
0.730 |
19.9% |
0.087 |
2.4% |
13% |
False |
False |
31,218 |
| 120 |
4.665 |
3.565 |
1.100 |
30.0% |
0.087 |
2.4% |
9% |
False |
False |
28,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.173 |
|
2.618 |
4.010 |
|
1.618 |
3.910 |
|
1.000 |
3.848 |
|
0.618 |
3.810 |
|
HIGH |
3.748 |
|
0.618 |
3.710 |
|
0.500 |
3.698 |
|
0.382 |
3.686 |
|
LOW |
3.648 |
|
0.618 |
3.586 |
|
1.000 |
3.548 |
|
1.618 |
3.486 |
|
2.618 |
3.386 |
|
4.250 |
3.223 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.698 |
3.704 |
| PP |
3.686 |
3.690 |
| S1 |
3.675 |
3.677 |
|