NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.669 |
3.593 |
-0.076 |
-2.1% |
3.815 |
| High |
3.669 |
3.639 |
-0.030 |
-0.8% |
3.869 |
| Low |
3.573 |
3.577 |
0.004 |
0.1% |
3.685 |
| Close |
3.581 |
3.619 |
0.038 |
1.1% |
3.764 |
| Range |
0.096 |
0.062 |
-0.034 |
-35.4% |
0.184 |
| ATR |
0.101 |
0.098 |
-0.003 |
-2.7% |
0.000 |
| Volume |
147,017 |
91,784 |
-55,233 |
-37.6% |
616,467 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.798 |
3.770 |
3.653 |
|
| R3 |
3.736 |
3.708 |
3.636 |
|
| R2 |
3.674 |
3.674 |
3.630 |
|
| R1 |
3.646 |
3.646 |
3.625 |
3.660 |
| PP |
3.612 |
3.612 |
3.612 |
3.619 |
| S1 |
3.584 |
3.584 |
3.613 |
3.598 |
| S2 |
3.550 |
3.550 |
3.608 |
|
| S3 |
3.488 |
3.522 |
3.602 |
|
| S4 |
3.426 |
3.460 |
3.585 |
|
|
| 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 |
3.838 |
3.573 |
0.265 |
7.3% |
0.103 |
2.9% |
17% |
False |
False |
117,990 |
| 10 |
3.869 |
3.573 |
0.296 |
8.2% |
0.099 |
2.7% |
16% |
False |
False |
130,132 |
| 20 |
3.869 |
3.450 |
0.419 |
11.6% |
0.097 |
2.7% |
40% |
False |
False |
134,293 |
| 40 |
3.892 |
3.450 |
0.442 |
12.2% |
0.096 |
2.7% |
38% |
False |
False |
100,028 |
| 60 |
3.892 |
3.281 |
0.611 |
16.9% |
0.093 |
2.6% |
55% |
False |
False |
83,363 |
| 80 |
3.910 |
3.281 |
0.629 |
17.4% |
0.095 |
2.6% |
54% |
False |
False |
66,416 |
| 100 |
4.115 |
3.281 |
0.834 |
23.0% |
0.093 |
2.6% |
41% |
False |
False |
55,614 |
| 120 |
4.442 |
3.281 |
1.161 |
32.1% |
0.094 |
2.6% |
29% |
False |
False |
47,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.903 |
|
2.618 |
3.801 |
|
1.618 |
3.739 |
|
1.000 |
3.701 |
|
0.618 |
3.677 |
|
HIGH |
3.639 |
|
0.618 |
3.615 |
|
0.500 |
3.608 |
|
0.382 |
3.601 |
|
LOW |
3.577 |
|
0.618 |
3.539 |
|
1.000 |
3.515 |
|
1.618 |
3.477 |
|
2.618 |
3.415 |
|
4.250 |
3.314 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.615 |
3.706 |
| PP |
3.612 |
3.677 |
| S1 |
3.608 |
3.648 |
|