NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.775 |
3.759 |
-0.016 |
-0.4% |
3.815 |
| High |
3.801 |
3.785 |
-0.016 |
-0.4% |
3.869 |
| Low |
3.727 |
3.685 |
-0.042 |
-1.1% |
3.685 |
| Close |
3.757 |
3.764 |
0.007 |
0.2% |
3.764 |
| Range |
0.074 |
0.100 |
0.026 |
35.1% |
0.184 |
| ATR |
0.094 |
0.095 |
0.000 |
0.4% |
0.000 |
| Volume |
112,300 |
129,264 |
16,964 |
15.1% |
616,467 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.045 |
4.004 |
3.819 |
|
| R3 |
3.945 |
3.904 |
3.792 |
|
| R2 |
3.845 |
3.845 |
3.782 |
|
| R1 |
3.804 |
3.804 |
3.773 |
3.825 |
| PP |
3.745 |
3.745 |
3.745 |
3.755 |
| S1 |
3.704 |
3.704 |
3.755 |
3.725 |
| S2 |
3.645 |
3.645 |
3.746 |
|
| S3 |
3.545 |
3.604 |
3.737 |
|
| S4 |
3.445 |
3.504 |
3.709 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.325 |
4.228 |
3.865 |
|
| R3 |
4.141 |
4.044 |
3.815 |
|
| R2 |
3.957 |
3.957 |
3.798 |
|
| R1 |
3.860 |
3.860 |
3.781 |
3.817 |
| PP |
3.773 |
3.773 |
3.773 |
3.751 |
| S1 |
3.676 |
3.676 |
3.747 |
3.633 |
| S2 |
3.589 |
3.589 |
3.730 |
|
| S3 |
3.405 |
3.492 |
3.713 |
|
| S4 |
3.221 |
3.308 |
3.663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.869 |
3.685 |
0.184 |
4.9% |
0.093 |
2.5% |
43% |
False |
True |
123,293 |
| 10 |
3.869 |
3.519 |
0.350 |
9.3% |
0.094 |
2.5% |
70% |
False |
False |
147,966 |
| 20 |
3.869 |
3.450 |
0.419 |
11.1% |
0.094 |
2.5% |
75% |
False |
False |
131,590 |
| 40 |
3.892 |
3.450 |
0.442 |
11.7% |
0.094 |
2.5% |
71% |
False |
False |
93,411 |
| 60 |
3.892 |
3.281 |
0.611 |
16.2% |
0.091 |
2.4% |
79% |
False |
False |
78,740 |
| 80 |
3.910 |
3.281 |
0.629 |
16.7% |
0.095 |
2.5% |
77% |
False |
False |
62,696 |
| 100 |
4.280 |
3.281 |
0.999 |
26.5% |
0.093 |
2.5% |
48% |
False |
False |
52,411 |
| 120 |
4.594 |
3.281 |
1.313 |
34.9% |
0.095 |
2.5% |
37% |
False |
False |
45,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.210 |
|
2.618 |
4.047 |
|
1.618 |
3.947 |
|
1.000 |
3.885 |
|
0.618 |
3.847 |
|
HIGH |
3.785 |
|
0.618 |
3.747 |
|
0.500 |
3.735 |
|
0.382 |
3.723 |
|
LOW |
3.685 |
|
0.618 |
3.623 |
|
1.000 |
3.585 |
|
1.618 |
3.523 |
|
2.618 |
3.423 |
|
4.250 |
3.260 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.754 |
3.777 |
| PP |
3.745 |
3.773 |
| S1 |
3.735 |
3.768 |
|