NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.791 |
3.716 |
-0.075 |
-2.0% |
3.962 |
| High |
3.795 |
3.754 |
-0.041 |
-1.1% |
4.000 |
| Low |
3.698 |
3.699 |
0.001 |
0.0% |
3.819 |
| Close |
3.706 |
3.733 |
0.027 |
0.7% |
3.897 |
| Range |
0.097 |
0.055 |
-0.042 |
-43.3% |
0.181 |
| ATR |
0.096 |
0.093 |
-0.003 |
-3.0% |
0.000 |
| Volume |
90,514 |
69,801 |
-20,713 |
-22.9% |
319,759 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.894 |
3.868 |
3.763 |
|
| R3 |
3.839 |
3.813 |
3.748 |
|
| R2 |
3.784 |
3.784 |
3.743 |
|
| R1 |
3.758 |
3.758 |
3.738 |
3.771 |
| PP |
3.729 |
3.729 |
3.729 |
3.735 |
| S1 |
3.703 |
3.703 |
3.728 |
3.716 |
| S2 |
3.674 |
3.674 |
3.723 |
|
| S3 |
3.619 |
3.648 |
3.718 |
|
| S4 |
3.564 |
3.593 |
3.703 |
|
|
| 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 |
3.970 |
3.698 |
0.272 |
7.3% |
0.103 |
2.7% |
13% |
False |
False |
70,157 |
| 10 |
4.000 |
3.698 |
0.302 |
8.1% |
0.095 |
2.5% |
12% |
False |
False |
67,375 |
| 20 |
4.000 |
3.629 |
0.371 |
9.9% |
0.093 |
2.5% |
28% |
False |
False |
55,706 |
| 40 |
4.041 |
3.629 |
0.412 |
11.0% |
0.090 |
2.4% |
25% |
False |
False |
39,937 |
| 60 |
4.041 |
3.469 |
0.572 |
15.3% |
0.086 |
2.3% |
46% |
False |
False |
32,310 |
| 80 |
4.061 |
3.469 |
0.592 |
15.9% |
0.089 |
2.4% |
45% |
False |
False |
26,734 |
| 100 |
4.264 |
3.469 |
0.795 |
21.3% |
0.088 |
2.4% |
33% |
False |
False |
22,950 |
| 120 |
4.583 |
3.469 |
1.114 |
29.8% |
0.089 |
2.4% |
24% |
False |
False |
20,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.988 |
|
2.618 |
3.898 |
|
1.618 |
3.843 |
|
1.000 |
3.809 |
|
0.618 |
3.788 |
|
HIGH |
3.754 |
|
0.618 |
3.733 |
|
0.500 |
3.727 |
|
0.382 |
3.720 |
|
LOW |
3.699 |
|
0.618 |
3.665 |
|
1.000 |
3.644 |
|
1.618 |
3.610 |
|
2.618 |
3.555 |
|
4.250 |
3.465 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.731 |
3.834 |
| PP |
3.729 |
3.800 |
| S1 |
3.727 |
3.767 |
|