NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.794 |
3.877 |
0.083 |
2.2% |
3.759 |
| High |
3.881 |
3.887 |
0.006 |
0.2% |
3.805 |
| Low |
3.788 |
3.835 |
0.047 |
1.2% |
3.648 |
| Close |
3.869 |
3.839 |
-0.030 |
-0.8% |
3.674 |
| Range |
0.093 |
0.052 |
-0.041 |
-44.1% |
0.157 |
| ATR |
0.092 |
0.089 |
-0.003 |
-3.1% |
0.000 |
| Volume |
69,477 |
56,491 |
-12,986 |
-18.7% |
200,948 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.010 |
3.976 |
3.868 |
|
| R3 |
3.958 |
3.924 |
3.853 |
|
| R2 |
3.906 |
3.906 |
3.849 |
|
| R1 |
3.872 |
3.872 |
3.844 |
3.863 |
| PP |
3.854 |
3.854 |
3.854 |
3.849 |
| S1 |
3.820 |
3.820 |
3.834 |
3.811 |
| S2 |
3.802 |
3.802 |
3.829 |
|
| S3 |
3.750 |
3.768 |
3.825 |
|
| S4 |
3.698 |
3.716 |
3.810 |
|
|
| 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 |
3.887 |
3.648 |
0.239 |
6.2% |
0.081 |
2.1% |
80% |
True |
False |
50,073 |
| 10 |
3.887 |
3.629 |
0.258 |
6.7% |
0.090 |
2.3% |
81% |
True |
False |
44,038 |
| 20 |
4.041 |
3.629 |
0.412 |
10.7% |
0.089 |
2.3% |
51% |
False |
False |
34,941 |
| 40 |
4.041 |
3.615 |
0.426 |
11.1% |
0.086 |
2.2% |
53% |
False |
False |
27,214 |
| 60 |
4.061 |
3.469 |
0.592 |
15.4% |
0.085 |
2.2% |
63% |
False |
False |
22,804 |
| 80 |
4.215 |
3.469 |
0.746 |
19.4% |
0.088 |
2.3% |
50% |
False |
False |
19,337 |
| 100 |
4.583 |
3.469 |
1.114 |
29.0% |
0.088 |
2.3% |
33% |
False |
False |
16,743 |
| 120 |
4.744 |
3.469 |
1.275 |
33.2% |
0.091 |
2.4% |
29% |
False |
False |
15,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.108 |
|
2.618 |
4.023 |
|
1.618 |
3.971 |
|
1.000 |
3.939 |
|
0.618 |
3.919 |
|
HIGH |
3.887 |
|
0.618 |
3.867 |
|
0.500 |
3.861 |
|
0.382 |
3.855 |
|
LOW |
3.835 |
|
0.618 |
3.803 |
|
1.000 |
3.783 |
|
1.618 |
3.751 |
|
2.618 |
3.699 |
|
4.250 |
3.614 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.822 |
| PP |
3.854 |
3.804 |
| S1 |
3.846 |
3.787 |
|