NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.962 |
3.973 |
0.011 |
0.3% |
3.698 |
| High |
4.000 |
4.000 |
0.000 |
0.0% |
3.940 |
| Low |
3.907 |
3.922 |
0.015 |
0.4% |
3.686 |
| Close |
3.966 |
3.935 |
-0.031 |
-0.8% |
3.929 |
| Range |
0.093 |
0.078 |
-0.015 |
-16.1% |
0.254 |
| ATR |
0.088 |
0.088 |
-0.001 |
-0.8% |
0.000 |
| Volume |
43,596 |
72,257 |
28,661 |
65.7% |
290,090 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.186 |
4.139 |
3.978 |
|
| R3 |
4.108 |
4.061 |
3.956 |
|
| R2 |
4.030 |
4.030 |
3.949 |
|
| R1 |
3.983 |
3.983 |
3.942 |
3.968 |
| PP |
3.952 |
3.952 |
3.952 |
3.945 |
| S1 |
3.905 |
3.905 |
3.928 |
3.890 |
| S2 |
3.874 |
3.874 |
3.921 |
|
| S3 |
3.796 |
3.827 |
3.914 |
|
| S4 |
3.718 |
3.749 |
3.892 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.614 |
4.525 |
4.069 |
|
| R3 |
4.360 |
4.271 |
3.999 |
|
| R2 |
4.106 |
4.106 |
3.976 |
|
| R1 |
4.017 |
4.017 |
3.952 |
4.062 |
| PP |
3.852 |
3.852 |
3.852 |
3.874 |
| S1 |
3.763 |
3.763 |
3.906 |
3.808 |
| S2 |
3.598 |
3.598 |
3.882 |
|
| S3 |
3.344 |
3.509 |
3.859 |
|
| S4 |
3.090 |
3.255 |
3.789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.835 |
0.165 |
4.2% |
0.076 |
1.9% |
61% |
True |
False |
60,350 |
| 10 |
4.000 |
3.648 |
0.352 |
8.9% |
0.084 |
2.1% |
82% |
True |
False |
53,720 |
| 20 |
4.041 |
3.629 |
0.412 |
10.5% |
0.087 |
2.2% |
74% |
False |
False |
42,139 |
| 40 |
4.041 |
3.629 |
0.412 |
10.5% |
0.086 |
2.2% |
74% |
False |
False |
31,459 |
| 60 |
4.041 |
3.469 |
0.572 |
14.5% |
0.084 |
2.1% |
81% |
False |
False |
26,095 |
| 80 |
4.079 |
3.469 |
0.610 |
15.5% |
0.088 |
2.2% |
76% |
False |
False |
22,098 |
| 100 |
4.583 |
3.469 |
1.114 |
28.3% |
0.088 |
2.2% |
42% |
False |
False |
19,014 |
| 120 |
4.744 |
3.469 |
1.275 |
32.4% |
0.091 |
2.3% |
37% |
False |
False |
16,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.332 |
|
2.618 |
4.204 |
|
1.618 |
4.126 |
|
1.000 |
4.078 |
|
0.618 |
4.048 |
|
HIGH |
4.000 |
|
0.618 |
3.970 |
|
0.500 |
3.961 |
|
0.382 |
3.952 |
|
LOW |
3.922 |
|
0.618 |
3.874 |
|
1.000 |
3.844 |
|
1.618 |
3.796 |
|
2.618 |
3.718 |
|
4.250 |
3.591 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.961 |
3.940 |
| PP |
3.952 |
3.938 |
| S1 |
3.944 |
3.937 |
|