NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
4.065 |
4.045 |
-0.020 |
-0.5% |
3.800 |
High |
4.092 |
4.084 |
-0.008 |
-0.2% |
4.037 |
Low |
4.013 |
3.982 |
-0.031 |
-0.8% |
3.798 |
Close |
4.027 |
3.994 |
-0.033 |
-0.8% |
4.023 |
Range |
0.079 |
0.102 |
0.023 |
29.1% |
0.239 |
ATR |
0.084 |
0.085 |
0.001 |
1.6% |
0.000 |
Volume |
45,277 |
49,438 |
4,161 |
9.2% |
423,249 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.326 |
4.262 |
4.050 |
|
R3 |
4.224 |
4.160 |
4.022 |
|
R2 |
4.122 |
4.122 |
4.013 |
|
R1 |
4.058 |
4.058 |
4.003 |
4.039 |
PP |
4.020 |
4.020 |
4.020 |
4.011 |
S1 |
3.956 |
3.956 |
3.985 |
3.937 |
S2 |
3.918 |
3.918 |
3.975 |
|
S3 |
3.816 |
3.854 |
3.966 |
|
S4 |
3.714 |
3.752 |
3.938 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.670 |
4.585 |
4.154 |
|
R3 |
4.431 |
4.346 |
4.089 |
|
R2 |
4.192 |
4.192 |
4.067 |
|
R1 |
4.107 |
4.107 |
4.045 |
4.150 |
PP |
3.953 |
3.953 |
3.953 |
3.974 |
S1 |
3.868 |
3.868 |
4.001 |
3.911 |
S2 |
3.714 |
3.714 |
3.979 |
|
S3 |
3.475 |
3.629 |
3.957 |
|
S4 |
3.236 |
3.390 |
3.892 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.092 |
3.945 |
0.147 |
3.7% |
0.081 |
2.0% |
33% |
False |
False |
71,810 |
10 |
4.092 |
3.750 |
0.342 |
8.6% |
0.078 |
2.0% |
71% |
False |
False |
68,181 |
20 |
4.125 |
3.731 |
0.394 |
9.9% |
0.084 |
2.1% |
67% |
False |
False |
52,095 |
40 |
4.125 |
3.731 |
0.394 |
9.9% |
0.082 |
2.1% |
67% |
False |
False |
39,618 |
60 |
4.125 |
3.565 |
0.560 |
14.0% |
0.081 |
2.0% |
77% |
False |
False |
34,592 |
80 |
4.137 |
3.565 |
0.572 |
14.3% |
0.085 |
2.1% |
75% |
False |
False |
30,682 |
100 |
4.665 |
3.565 |
1.100 |
27.5% |
0.086 |
2.2% |
39% |
False |
False |
28,116 |
120 |
4.825 |
3.565 |
1.260 |
31.5% |
0.089 |
2.2% |
34% |
False |
False |
26,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.518 |
2.618 |
4.351 |
1.618 |
4.249 |
1.000 |
4.186 |
0.618 |
4.147 |
HIGH |
4.084 |
0.618 |
4.045 |
0.500 |
4.033 |
0.382 |
4.021 |
LOW |
3.982 |
0.618 |
3.919 |
1.000 |
3.880 |
1.618 |
3.817 |
2.618 |
3.715 |
4.250 |
3.549 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
4.033 |
4.037 |
PP |
4.020 |
4.023 |
S1 |
4.007 |
4.008 |
|