NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.801 |
3.776 |
-0.025 |
-0.7% |
3.849 |
| High |
3.822 |
3.805 |
-0.017 |
-0.4% |
3.900 |
| Low |
3.750 |
3.761 |
0.011 |
0.3% |
3.750 |
| Close |
3.772 |
3.785 |
0.013 |
0.3% |
3.785 |
| Range |
0.072 |
0.044 |
-0.028 |
-38.9% |
0.150 |
| ATR |
0.087 |
0.084 |
-0.003 |
-3.5% |
0.000 |
| Volume |
36,966 |
41,865 |
4,899 |
13.3% |
178,257 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.916 |
3.894 |
3.809 |
|
| R3 |
3.872 |
3.850 |
3.797 |
|
| R2 |
3.828 |
3.828 |
3.793 |
|
| R1 |
3.806 |
3.806 |
3.789 |
3.817 |
| PP |
3.784 |
3.784 |
3.784 |
3.789 |
| S1 |
3.762 |
3.762 |
3.781 |
3.773 |
| S2 |
3.740 |
3.740 |
3.777 |
|
| S3 |
3.696 |
3.718 |
3.773 |
|
| S4 |
3.652 |
3.674 |
3.761 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.262 |
4.173 |
3.868 |
|
| R3 |
4.112 |
4.023 |
3.826 |
|
| R2 |
3.962 |
3.962 |
3.813 |
|
| R1 |
3.873 |
3.873 |
3.799 |
3.843 |
| PP |
3.812 |
3.812 |
3.812 |
3.796 |
| S1 |
3.723 |
3.723 |
3.771 |
3.693 |
| S2 |
3.662 |
3.662 |
3.758 |
|
| S3 |
3.512 |
3.573 |
3.744 |
|
| S4 |
3.362 |
3.423 |
3.703 |
|
|
| 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% |
0.071 |
1.9% |
23% |
False |
False |
35,651 |
| 10 |
4.012 |
3.731 |
0.281 |
7.4% |
0.083 |
2.2% |
19% |
False |
False |
34,842 |
| 20 |
4.125 |
3.731 |
0.394 |
10.4% |
0.083 |
2.2% |
14% |
False |
False |
33,442 |
| 40 |
4.125 |
3.655 |
0.470 |
12.4% |
0.081 |
2.1% |
28% |
False |
False |
30,339 |
| 60 |
4.137 |
3.565 |
0.572 |
15.1% |
0.082 |
2.2% |
38% |
False |
False |
27,159 |
| 80 |
4.295 |
3.565 |
0.730 |
19.3% |
0.086 |
2.3% |
30% |
False |
False |
25,003 |
| 100 |
4.665 |
3.565 |
1.100 |
29.1% |
0.087 |
2.3% |
20% |
False |
False |
23,384 |
| 120 |
4.825 |
3.565 |
1.260 |
33.3% |
0.090 |
2.4% |
17% |
False |
False |
22,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.992 |
|
2.618 |
3.920 |
|
1.618 |
3.876 |
|
1.000 |
3.849 |
|
0.618 |
3.832 |
|
HIGH |
3.805 |
|
0.618 |
3.788 |
|
0.500 |
3.783 |
|
0.382 |
3.778 |
|
LOW |
3.761 |
|
0.618 |
3.734 |
|
1.000 |
3.717 |
|
1.618 |
3.690 |
|
2.618 |
3.646 |
|
4.250 |
3.574 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.784 |
3.821 |
| PP |
3.784 |
3.809 |
| S1 |
3.783 |
3.797 |
|