NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.877 |
3.858 |
-0.019 |
-0.5% |
3.759 |
| High |
3.887 |
3.938 |
0.051 |
1.3% |
3.805 |
| Low |
3.835 |
3.841 |
0.006 |
0.2% |
3.648 |
| Close |
3.839 |
3.877 |
0.038 |
1.0% |
3.674 |
| Range |
0.052 |
0.097 |
0.045 |
86.5% |
0.157 |
| ATR |
0.089 |
0.090 |
0.001 |
0.8% |
0.000 |
| Volume |
56,491 |
73,246 |
16,755 |
29.7% |
200,948 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.124 |
3.930 |
|
| R3 |
4.079 |
4.027 |
3.904 |
|
| R2 |
3.982 |
3.982 |
3.895 |
|
| R1 |
3.930 |
3.930 |
3.886 |
3.956 |
| PP |
3.885 |
3.885 |
3.885 |
3.899 |
| S1 |
3.833 |
3.833 |
3.868 |
3.859 |
| S2 |
3.788 |
3.788 |
3.859 |
|
| S3 |
3.691 |
3.736 |
3.850 |
|
| S4 |
3.594 |
3.639 |
3.824 |
|
|
| 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 |
3.938 |
3.648 |
0.290 |
7.5% |
0.085 |
2.2% |
79% |
True |
False |
55,211 |
| 10 |
3.938 |
3.648 |
0.290 |
7.5% |
0.086 |
2.2% |
79% |
True |
False |
48,829 |
| 20 |
4.041 |
3.629 |
0.412 |
10.6% |
0.089 |
2.3% |
60% |
False |
False |
37,190 |
| 40 |
4.041 |
3.629 |
0.412 |
10.6% |
0.086 |
2.2% |
60% |
False |
False |
28,338 |
| 60 |
4.061 |
3.469 |
0.592 |
15.3% |
0.086 |
2.2% |
69% |
False |
False |
23,869 |
| 80 |
4.215 |
3.469 |
0.746 |
19.2% |
0.089 |
2.3% |
55% |
False |
False |
20,153 |
| 100 |
4.583 |
3.469 |
1.114 |
28.7% |
0.089 |
2.3% |
37% |
False |
False |
17,425 |
| 120 |
4.744 |
3.469 |
1.275 |
32.9% |
0.091 |
2.4% |
32% |
False |
False |
15,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.350 |
|
2.618 |
4.192 |
|
1.618 |
4.095 |
|
1.000 |
4.035 |
|
0.618 |
3.998 |
|
HIGH |
3.938 |
|
0.618 |
3.901 |
|
0.500 |
3.890 |
|
0.382 |
3.878 |
|
LOW |
3.841 |
|
0.618 |
3.781 |
|
1.000 |
3.744 |
|
1.618 |
3.684 |
|
2.618 |
3.587 |
|
4.250 |
3.429 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.872 |
| PP |
3.885 |
3.868 |
| S1 |
3.881 |
3.863 |
|