NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.743 |
3.779 |
0.036 |
1.0% |
3.935 |
| High |
3.835 |
3.788 |
-0.047 |
-1.2% |
3.970 |
| Low |
3.705 |
3.651 |
-0.054 |
-1.5% |
3.660 |
| Close |
3.812 |
3.661 |
-0.151 |
-4.0% |
3.812 |
| Range |
0.130 |
0.137 |
0.007 |
5.4% |
0.310 |
| ATR |
0.096 |
0.101 |
0.005 |
4.8% |
0.000 |
| Volume |
65,663 |
118,830 |
53,167 |
81.0% |
384,159 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
4.023 |
3.736 |
|
| R3 |
3.974 |
3.886 |
3.699 |
|
| R2 |
3.837 |
3.837 |
3.686 |
|
| R1 |
3.749 |
3.749 |
3.674 |
3.725 |
| PP |
3.700 |
3.700 |
3.700 |
3.688 |
| S1 |
3.612 |
3.612 |
3.648 |
3.588 |
| S2 |
3.563 |
3.563 |
3.636 |
|
| S3 |
3.426 |
3.475 |
3.623 |
|
| S4 |
3.289 |
3.338 |
3.586 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.744 |
4.588 |
3.983 |
|
| R3 |
4.434 |
4.278 |
3.897 |
|
| R2 |
4.124 |
4.124 |
3.869 |
|
| R1 |
3.968 |
3.968 |
3.840 |
3.891 |
| PP |
3.814 |
3.814 |
3.814 |
3.776 |
| S1 |
3.658 |
3.658 |
3.784 |
3.581 |
| S2 |
3.504 |
3.504 |
3.755 |
|
| S3 |
3.194 |
3.348 |
3.727 |
|
| S4 |
2.884 |
3.038 |
3.642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.835 |
3.651 |
0.184 |
5.0% |
0.104 |
2.8% |
5% |
False |
True |
87,744 |
| 10 |
4.000 |
3.651 |
0.349 |
9.5% |
0.107 |
2.9% |
3% |
False |
True |
77,915 |
| 20 |
4.000 |
3.648 |
0.352 |
9.6% |
0.096 |
2.6% |
4% |
False |
False |
64,370 |
| 40 |
4.041 |
3.629 |
0.412 |
11.3% |
0.092 |
2.5% |
8% |
False |
False |
45,604 |
| 60 |
4.041 |
3.469 |
0.572 |
15.6% |
0.089 |
2.4% |
34% |
False |
False |
36,270 |
| 80 |
4.061 |
3.469 |
0.592 |
16.2% |
0.090 |
2.5% |
32% |
False |
False |
29,762 |
| 100 |
4.215 |
3.469 |
0.746 |
20.4% |
0.090 |
2.4% |
26% |
False |
False |
25,558 |
| 120 |
4.583 |
3.469 |
1.114 |
30.4% |
0.090 |
2.5% |
17% |
False |
False |
22,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.370 |
|
2.618 |
4.147 |
|
1.618 |
4.010 |
|
1.000 |
3.925 |
|
0.618 |
3.873 |
|
HIGH |
3.788 |
|
0.618 |
3.736 |
|
0.500 |
3.720 |
|
0.382 |
3.703 |
|
LOW |
3.651 |
|
0.618 |
3.566 |
|
1.000 |
3.514 |
|
1.618 |
3.429 |
|
2.618 |
3.292 |
|
4.250 |
3.069 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.720 |
3.743 |
| PP |
3.700 |
3.716 |
| S1 |
3.681 |
3.688 |
|