NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.819 |
3.857 |
0.038 |
1.0% |
4.010 |
| High |
3.900 |
3.891 |
-0.009 |
-0.2% |
4.012 |
| Low |
3.812 |
3.792 |
-0.020 |
-0.5% |
3.731 |
| Close |
3.862 |
3.803 |
-0.059 |
-1.5% |
3.872 |
| Range |
0.088 |
0.099 |
0.011 |
12.5% |
0.281 |
| ATR |
0.088 |
0.088 |
0.001 |
0.9% |
0.000 |
| Volume |
32,269 |
41,858 |
9,589 |
29.7% |
170,170 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.126 |
4.063 |
3.857 |
|
| R3 |
4.027 |
3.964 |
3.830 |
|
| R2 |
3.928 |
3.928 |
3.821 |
|
| R1 |
3.865 |
3.865 |
3.812 |
3.847 |
| PP |
3.829 |
3.829 |
3.829 |
3.820 |
| S1 |
3.766 |
3.766 |
3.794 |
3.748 |
| S2 |
3.730 |
3.730 |
3.785 |
|
| S3 |
3.631 |
3.667 |
3.776 |
|
| S4 |
3.532 |
3.568 |
3.749 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.715 |
4.574 |
4.027 |
|
| R3 |
4.434 |
4.293 |
3.949 |
|
| R2 |
4.153 |
4.153 |
3.924 |
|
| R1 |
4.012 |
4.012 |
3.898 |
3.942 |
| PP |
3.872 |
3.872 |
3.872 |
3.837 |
| S1 |
3.731 |
3.731 |
3.846 |
3.661 |
| S2 |
3.591 |
3.591 |
3.820 |
|
| S3 |
3.310 |
3.450 |
3.795 |
|
| S4 |
3.029 |
3.169 |
3.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.900 |
3.731 |
0.169 |
4.4% |
0.091 |
2.4% |
43% |
False |
False |
36,699 |
| 10 |
4.125 |
3.731 |
0.394 |
10.4% |
0.089 |
2.3% |
18% |
False |
False |
36,009 |
| 20 |
4.125 |
3.731 |
0.394 |
10.4% |
0.087 |
2.3% |
18% |
False |
False |
32,999 |
| 40 |
4.125 |
3.565 |
0.560 |
14.7% |
0.084 |
2.2% |
43% |
False |
False |
29,785 |
| 60 |
4.137 |
3.565 |
0.572 |
15.0% |
0.084 |
2.2% |
42% |
False |
False |
26,370 |
| 80 |
4.295 |
3.565 |
0.730 |
19.2% |
0.086 |
2.3% |
33% |
False |
False |
24,579 |
| 100 |
4.665 |
3.565 |
1.100 |
28.9% |
0.087 |
2.3% |
22% |
False |
False |
22,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.312 |
|
2.618 |
4.150 |
|
1.618 |
4.051 |
|
1.000 |
3.990 |
|
0.618 |
3.952 |
|
HIGH |
3.891 |
|
0.618 |
3.853 |
|
0.500 |
3.842 |
|
0.382 |
3.830 |
|
LOW |
3.792 |
|
0.618 |
3.731 |
|
1.000 |
3.693 |
|
1.618 |
3.632 |
|
2.618 |
3.533 |
|
4.250 |
3.371 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.842 |
3.846 |
| PP |
3.829 |
3.832 |
| S1 |
3.816 |
3.817 |
|