NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.694 |
3.668 |
-0.026 |
-0.7% |
3.759 |
| High |
3.725 |
3.697 |
-0.028 |
-0.8% |
3.805 |
| Low |
3.648 |
3.648 |
0.000 |
0.0% |
3.648 |
| Close |
3.664 |
3.674 |
0.010 |
0.3% |
3.674 |
| Range |
0.077 |
0.049 |
-0.028 |
-36.4% |
0.157 |
| ATR |
0.091 |
0.088 |
-0.003 |
-3.3% |
0.000 |
| Volume |
47,555 |
42,133 |
-5,422 |
-11.4% |
200,948 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.796 |
3.701 |
|
| R3 |
3.771 |
3.747 |
3.687 |
|
| R2 |
3.722 |
3.722 |
3.683 |
|
| R1 |
3.698 |
3.698 |
3.678 |
3.710 |
| PP |
3.673 |
3.673 |
3.673 |
3.679 |
| S1 |
3.649 |
3.649 |
3.670 |
3.661 |
| S2 |
3.624 |
3.624 |
3.665 |
|
| S3 |
3.575 |
3.600 |
3.661 |
|
| S4 |
3.526 |
3.551 |
3.647 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.180 |
4.084 |
3.760 |
|
| R3 |
4.023 |
3.927 |
3.717 |
|
| R2 |
3.866 |
3.866 |
3.703 |
|
| R1 |
3.770 |
3.770 |
3.688 |
3.740 |
| PP |
3.709 |
3.709 |
3.709 |
3.694 |
| S1 |
3.613 |
3.613 |
3.660 |
3.583 |
| S2 |
3.552 |
3.552 |
3.645 |
|
| S3 |
3.395 |
3.456 |
3.631 |
|
| S4 |
3.238 |
3.299 |
3.588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.805 |
3.648 |
0.157 |
4.3% |
0.080 |
2.2% |
17% |
False |
True |
40,189 |
| 10 |
3.923 |
3.629 |
0.294 |
8.0% |
0.089 |
2.4% |
15% |
False |
False |
34,538 |
| 20 |
4.041 |
3.629 |
0.412 |
11.2% |
0.087 |
2.4% |
11% |
False |
False |
29,641 |
| 40 |
4.041 |
3.562 |
0.479 |
13.0% |
0.085 |
2.3% |
23% |
False |
False |
25,101 |
| 60 |
4.061 |
3.469 |
0.592 |
16.1% |
0.086 |
2.3% |
35% |
False |
False |
20,562 |
| 80 |
4.215 |
3.469 |
0.746 |
20.3% |
0.089 |
2.4% |
27% |
False |
False |
17,623 |
| 100 |
4.583 |
3.469 |
1.114 |
30.3% |
0.089 |
2.4% |
18% |
False |
False |
15,310 |
| 120 |
4.744 |
3.469 |
1.275 |
34.7% |
0.092 |
2.5% |
16% |
False |
False |
13,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.905 |
|
2.618 |
3.825 |
|
1.618 |
3.776 |
|
1.000 |
3.746 |
|
0.618 |
3.727 |
|
HIGH |
3.697 |
|
0.618 |
3.678 |
|
0.500 |
3.673 |
|
0.382 |
3.667 |
|
LOW |
3.648 |
|
0.618 |
3.618 |
|
1.000 |
3.599 |
|
1.618 |
3.569 |
|
2.618 |
3.520 |
|
4.250 |
3.440 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.674 |
3.723 |
| PP |
3.673 |
3.707 |
| S1 |
3.673 |
3.690 |
|