NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.724 |
3.699 |
-0.025 |
-0.7% |
3.581 |
| High |
3.734 |
3.795 |
0.061 |
1.6% |
3.653 |
| Low |
3.673 |
3.683 |
0.010 |
0.3% |
3.482 |
| Close |
3.679 |
3.723 |
0.044 |
1.2% |
3.506 |
| Range |
0.061 |
0.112 |
0.051 |
83.6% |
0.171 |
| ATR |
0.096 |
0.097 |
0.001 |
1.5% |
0.000 |
| Volume |
137,544 |
199,430 |
61,886 |
45.0% |
556,655 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.070 |
4.008 |
3.785 |
|
| R3 |
3.958 |
3.896 |
3.754 |
|
| R2 |
3.846 |
3.846 |
3.744 |
|
| R1 |
3.784 |
3.784 |
3.733 |
3.815 |
| PP |
3.734 |
3.734 |
3.734 |
3.749 |
| S1 |
3.672 |
3.672 |
3.713 |
3.703 |
| S2 |
3.622 |
3.622 |
3.702 |
|
| S3 |
3.510 |
3.560 |
3.692 |
|
| S4 |
3.398 |
3.448 |
3.661 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.060 |
3.954 |
3.600 |
|
| R3 |
3.889 |
3.783 |
3.553 |
|
| R2 |
3.718 |
3.718 |
3.537 |
|
| R1 |
3.612 |
3.612 |
3.522 |
3.580 |
| PP |
3.547 |
3.547 |
3.547 |
3.531 |
| S1 |
3.441 |
3.441 |
3.490 |
3.409 |
| S2 |
3.376 |
3.376 |
3.475 |
|
| S3 |
3.205 |
3.270 |
3.459 |
|
| S4 |
3.034 |
3.099 |
3.412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.795 |
3.482 |
0.313 |
8.4% |
0.093 |
2.5% |
77% |
True |
False |
160,001 |
| 10 |
3.795 |
3.482 |
0.313 |
8.4% |
0.094 |
2.5% |
77% |
True |
False |
137,334 |
| 20 |
3.892 |
3.450 |
0.442 |
11.9% |
0.095 |
2.6% |
62% |
False |
False |
115,884 |
| 40 |
3.892 |
3.450 |
0.442 |
11.9% |
0.094 |
2.5% |
62% |
False |
False |
81,024 |
| 60 |
3.910 |
3.281 |
0.629 |
16.9% |
0.093 |
2.5% |
70% |
False |
False |
67,533 |
| 80 |
4.070 |
3.281 |
0.789 |
21.2% |
0.094 |
2.5% |
56% |
False |
False |
53,951 |
| 100 |
4.442 |
3.281 |
1.161 |
31.2% |
0.094 |
2.5% |
38% |
False |
False |
45,279 |
| 120 |
4.594 |
3.281 |
1.313 |
35.3% |
0.096 |
2.6% |
34% |
False |
False |
39,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.271 |
|
2.618 |
4.088 |
|
1.618 |
3.976 |
|
1.000 |
3.907 |
|
0.618 |
3.864 |
|
HIGH |
3.795 |
|
0.618 |
3.752 |
|
0.500 |
3.739 |
|
0.382 |
3.726 |
|
LOW |
3.683 |
|
0.618 |
3.614 |
|
1.000 |
3.571 |
|
1.618 |
3.502 |
|
2.618 |
3.390 |
|
4.250 |
3.207 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.739 |
3.720 |
| PP |
3.734 |
3.717 |
| S1 |
3.728 |
3.714 |
|