NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.857 |
3.801 |
-0.056 |
-1.5% |
4.010 |
| High |
3.891 |
3.822 |
-0.069 |
-1.8% |
4.012 |
| Low |
3.792 |
3.750 |
-0.042 |
-1.1% |
3.731 |
| Close |
3.803 |
3.772 |
-0.031 |
-0.8% |
3.872 |
| Range |
0.099 |
0.072 |
-0.027 |
-27.3% |
0.281 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.3% |
0.000 |
| Volume |
41,858 |
36,966 |
-4,892 |
-11.7% |
170,170 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.997 |
3.957 |
3.812 |
|
| R3 |
3.925 |
3.885 |
3.792 |
|
| R2 |
3.853 |
3.853 |
3.785 |
|
| R1 |
3.813 |
3.813 |
3.779 |
3.797 |
| PP |
3.781 |
3.781 |
3.781 |
3.774 |
| S1 |
3.741 |
3.741 |
3.765 |
3.725 |
| S2 |
3.709 |
3.709 |
3.759 |
|
| S3 |
3.637 |
3.669 |
3.752 |
|
| S4 |
3.565 |
3.597 |
3.732 |
|
|
| 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 |
3.750 |
0.150 |
4.0% |
0.078 |
2.1% |
15% |
False |
True |
38,587 |
| 10 |
4.045 |
3.731 |
0.314 |
8.3% |
0.084 |
2.2% |
13% |
False |
False |
35,697 |
| 20 |
4.125 |
3.731 |
0.394 |
10.4% |
0.085 |
2.2% |
10% |
False |
False |
33,330 |
| 40 |
4.125 |
3.565 |
0.560 |
14.8% |
0.084 |
2.2% |
37% |
False |
False |
30,234 |
| 60 |
4.137 |
3.565 |
0.572 |
15.2% |
0.083 |
2.2% |
36% |
False |
False |
26,720 |
| 80 |
4.295 |
3.565 |
0.730 |
19.4% |
0.086 |
2.3% |
28% |
False |
False |
24,828 |
| 100 |
4.665 |
3.565 |
1.100 |
29.2% |
0.087 |
2.3% |
19% |
False |
False |
23,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.128 |
|
2.618 |
4.010 |
|
1.618 |
3.938 |
|
1.000 |
3.894 |
|
0.618 |
3.866 |
|
HIGH |
3.822 |
|
0.618 |
3.794 |
|
0.500 |
3.786 |
|
0.382 |
3.778 |
|
LOW |
3.750 |
|
0.618 |
3.706 |
|
1.000 |
3.678 |
|
1.618 |
3.634 |
|
2.618 |
3.562 |
|
4.250 |
3.444 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.786 |
3.825 |
| PP |
3.781 |
3.807 |
| S1 |
3.777 |
3.790 |
|