NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.638 |
3.574 |
-0.064 |
-1.8% |
3.779 |
| High |
3.659 |
3.578 |
-0.081 |
-2.2% |
3.788 |
| Low |
3.560 |
3.508 |
-0.052 |
-1.5% |
3.508 |
| Close |
3.581 |
3.513 |
-0.068 |
-1.9% |
3.513 |
| Range |
0.099 |
0.070 |
-0.029 |
-29.3% |
0.280 |
| ATR |
0.096 |
0.094 |
-0.002 |
-1.7% |
0.000 |
| Volume |
116,774 |
115,048 |
-1,726 |
-1.5% |
551,927 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.743 |
3.698 |
3.552 |
|
| R3 |
3.673 |
3.628 |
3.532 |
|
| R2 |
3.603 |
3.603 |
3.526 |
|
| R1 |
3.558 |
3.558 |
3.519 |
3.546 |
| PP |
3.533 |
3.533 |
3.533 |
3.527 |
| S1 |
3.488 |
3.488 |
3.507 |
3.476 |
| S2 |
3.463 |
3.463 |
3.500 |
|
| S3 |
3.393 |
3.418 |
3.494 |
|
| S4 |
3.323 |
3.348 |
3.475 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.443 |
4.258 |
3.667 |
|
| R3 |
4.163 |
3.978 |
3.590 |
|
| R2 |
3.883 |
3.883 |
3.564 |
|
| R1 |
3.698 |
3.698 |
3.539 |
3.651 |
| PP |
3.603 |
3.603 |
3.603 |
3.579 |
| S1 |
3.418 |
3.418 |
3.487 |
3.371 |
| S2 |
3.323 |
3.323 |
3.462 |
|
| S3 |
3.043 |
3.138 |
3.436 |
|
| S4 |
2.763 |
2.858 |
3.359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.788 |
3.508 |
0.280 |
8.0% |
0.087 |
2.5% |
2% |
False |
True |
110,385 |
| 10 |
3.970 |
3.508 |
0.462 |
13.2% |
0.101 |
2.9% |
1% |
False |
True |
93,608 |
| 20 |
4.000 |
3.508 |
0.492 |
14.0% |
0.095 |
2.7% |
1% |
False |
True |
77,296 |
| 40 |
4.041 |
3.508 |
0.533 |
15.2% |
0.091 |
2.6% |
1% |
False |
True |
53,468 |
| 60 |
4.041 |
3.508 |
0.533 |
15.2% |
0.088 |
2.5% |
1% |
False |
True |
42,499 |
| 80 |
4.061 |
3.469 |
0.592 |
16.9% |
0.088 |
2.5% |
7% |
False |
False |
34,746 |
| 100 |
4.215 |
3.469 |
0.746 |
21.2% |
0.090 |
2.6% |
6% |
False |
False |
29,558 |
| 120 |
4.583 |
3.469 |
1.114 |
31.7% |
0.090 |
2.6% |
4% |
False |
False |
25,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.876 |
|
2.618 |
3.761 |
|
1.618 |
3.691 |
|
1.000 |
3.648 |
|
0.618 |
3.621 |
|
HIGH |
3.578 |
|
0.618 |
3.551 |
|
0.500 |
3.543 |
|
0.382 |
3.535 |
|
LOW |
3.508 |
|
0.618 |
3.465 |
|
1.000 |
3.438 |
|
1.618 |
3.395 |
|
2.618 |
3.325 |
|
4.250 |
3.211 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.543 |
3.585 |
| PP |
3.533 |
3.561 |
| S1 |
3.523 |
3.537 |
|