NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.795 |
3.669 |
-0.126 |
-3.3% |
3.815 |
| High |
3.838 |
3.669 |
-0.169 |
-4.4% |
3.869 |
| Low |
3.654 |
3.573 |
-0.081 |
-2.2% |
3.685 |
| Close |
3.668 |
3.581 |
-0.087 |
-2.4% |
3.764 |
| Range |
0.184 |
0.096 |
-0.088 |
-47.8% |
0.184 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.3% |
0.000 |
| Volume |
109,587 |
147,017 |
37,430 |
34.2% |
616,467 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.896 |
3.834 |
3.634 |
|
| R3 |
3.800 |
3.738 |
3.607 |
|
| R2 |
3.704 |
3.704 |
3.599 |
|
| R1 |
3.642 |
3.642 |
3.590 |
3.625 |
| PP |
3.608 |
3.608 |
3.608 |
3.599 |
| S1 |
3.546 |
3.546 |
3.572 |
3.529 |
| S2 |
3.512 |
3.512 |
3.563 |
|
| S3 |
3.416 |
3.450 |
3.555 |
|
| S4 |
3.320 |
3.354 |
3.528 |
|
|
| 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 |
3.573 |
0.296 |
8.3% |
0.113 |
3.2% |
3% |
False |
True |
128,647 |
| 10 |
3.869 |
3.573 |
0.296 |
8.3% |
0.098 |
2.7% |
3% |
False |
True |
134,708 |
| 20 |
3.869 |
3.450 |
0.419 |
11.7% |
0.097 |
2.7% |
31% |
False |
False |
135,102 |
| 40 |
3.892 |
3.450 |
0.442 |
12.3% |
0.097 |
2.7% |
30% |
False |
False |
98,183 |
| 60 |
3.892 |
3.281 |
0.611 |
17.1% |
0.093 |
2.6% |
49% |
False |
False |
82,360 |
| 80 |
3.910 |
3.281 |
0.629 |
17.6% |
0.095 |
2.7% |
48% |
False |
False |
65,514 |
| 100 |
4.127 |
3.281 |
0.846 |
23.6% |
0.094 |
2.6% |
35% |
False |
False |
54,775 |
| 120 |
4.442 |
3.281 |
1.161 |
32.4% |
0.094 |
2.6% |
26% |
False |
False |
47,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.077 |
|
2.618 |
3.920 |
|
1.618 |
3.824 |
|
1.000 |
3.765 |
|
0.618 |
3.728 |
|
HIGH |
3.669 |
|
0.618 |
3.632 |
|
0.500 |
3.621 |
|
0.382 |
3.610 |
|
LOW |
3.573 |
|
0.618 |
3.514 |
|
1.000 |
3.477 |
|
1.618 |
3.418 |
|
2.618 |
3.322 |
|
4.250 |
3.165 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.621 |
3.706 |
| PP |
3.608 |
3.664 |
| S1 |
3.594 |
3.623 |
|