NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.891 |
3.935 |
0.044 |
1.1% |
3.962 |
| High |
3.916 |
3.970 |
0.054 |
1.4% |
4.000 |
| Low |
3.819 |
3.780 |
-0.039 |
-1.0% |
3.819 |
| Close |
3.897 |
3.793 |
-0.104 |
-2.7% |
3.897 |
| Range |
0.097 |
0.190 |
0.093 |
95.9% |
0.181 |
| ATR |
0.089 |
0.096 |
0.007 |
8.2% |
0.000 |
| Volume |
68,464 |
64,268 |
-4,196 |
-6.1% |
319,759 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.418 |
4.295 |
3.898 |
|
| R3 |
4.228 |
4.105 |
3.845 |
|
| R2 |
4.038 |
4.038 |
3.828 |
|
| R1 |
3.915 |
3.915 |
3.810 |
3.882 |
| PP |
3.848 |
3.848 |
3.848 |
3.831 |
| S1 |
3.725 |
3.725 |
3.776 |
3.692 |
| S2 |
3.658 |
3.658 |
3.758 |
|
| S3 |
3.468 |
3.535 |
3.741 |
|
| S4 |
3.278 |
3.345 |
3.689 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.448 |
4.354 |
3.997 |
|
| R3 |
4.267 |
4.173 |
3.947 |
|
| R2 |
4.086 |
4.086 |
3.930 |
|
| R1 |
3.992 |
3.992 |
3.914 |
3.949 |
| PP |
3.905 |
3.905 |
3.905 |
3.884 |
| S1 |
3.811 |
3.811 |
3.880 |
3.768 |
| S2 |
3.724 |
3.724 |
3.864 |
|
| S3 |
3.543 |
3.630 |
3.847 |
|
| S4 |
3.362 |
3.449 |
3.797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.780 |
0.220 |
5.8% |
0.109 |
2.9% |
6% |
False |
True |
68,086 |
| 10 |
4.000 |
3.780 |
0.220 |
5.8% |
0.094 |
2.5% |
6% |
False |
True |
63,940 |
| 20 |
4.000 |
3.629 |
0.371 |
9.8% |
0.094 |
2.5% |
44% |
False |
False |
50,241 |
| 40 |
4.041 |
3.629 |
0.412 |
10.9% |
0.090 |
2.4% |
40% |
False |
False |
36,386 |
| 60 |
4.041 |
3.469 |
0.572 |
15.1% |
0.086 |
2.3% |
57% |
False |
False |
30,065 |
| 80 |
4.061 |
3.469 |
0.592 |
15.6% |
0.089 |
2.4% |
55% |
False |
False |
25,119 |
| 100 |
4.309 |
3.469 |
0.840 |
22.1% |
0.088 |
2.3% |
39% |
False |
False |
21,469 |
| 120 |
4.668 |
3.469 |
1.199 |
31.6% |
0.091 |
2.4% |
27% |
False |
False |
18,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.778 |
|
2.618 |
4.467 |
|
1.618 |
4.277 |
|
1.000 |
4.160 |
|
0.618 |
4.087 |
|
HIGH |
3.970 |
|
0.618 |
3.897 |
|
0.500 |
3.875 |
|
0.382 |
3.853 |
|
LOW |
3.780 |
|
0.618 |
3.663 |
|
1.000 |
3.590 |
|
1.618 |
3.473 |
|
2.618 |
3.283 |
|
4.250 |
2.973 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.875 |
3.875 |
| PP |
3.848 |
3.848 |
| S1 |
3.820 |
3.820 |
|