NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.977 |
4.045 |
0.068 |
1.7% |
4.064 |
| High |
4.002 |
4.045 |
0.043 |
1.1% |
4.092 |
| Low |
3.908 |
3.871 |
-0.037 |
-0.9% |
3.908 |
| Close |
3.985 |
3.884 |
-0.101 |
-2.5% |
3.985 |
| Range |
0.094 |
0.174 |
0.080 |
85.1% |
0.184 |
| ATR |
0.085 |
0.091 |
0.006 |
7.5% |
0.000 |
| Volume |
46,441 |
39,099 |
-7,342 |
-15.8% |
280,258 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.455 |
4.344 |
3.980 |
|
| R3 |
4.281 |
4.170 |
3.932 |
|
| R2 |
4.107 |
4.107 |
3.916 |
|
| R1 |
3.996 |
3.996 |
3.900 |
3.965 |
| PP |
3.933 |
3.933 |
3.933 |
3.918 |
| S1 |
3.822 |
3.822 |
3.868 |
3.791 |
| S2 |
3.759 |
3.759 |
3.852 |
|
| S3 |
3.585 |
3.648 |
3.836 |
|
| S4 |
3.411 |
3.474 |
3.788 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.547 |
4.450 |
4.086 |
|
| R3 |
4.363 |
4.266 |
4.036 |
|
| R2 |
4.179 |
4.179 |
4.019 |
|
| R1 |
4.082 |
4.082 |
4.002 |
4.039 |
| PP |
3.995 |
3.995 |
3.995 |
3.973 |
| S1 |
3.898 |
3.898 |
3.968 |
3.855 |
| S2 |
3.811 |
3.811 |
3.951 |
|
| S3 |
3.627 |
3.714 |
3.934 |
|
| S4 |
3.443 |
3.530 |
3.884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.092 |
3.871 |
0.221 |
5.7% |
0.105 |
2.7% |
6% |
False |
True |
46,868 |
| 10 |
4.092 |
3.871 |
0.221 |
5.7% |
0.088 |
2.3% |
6% |
False |
True |
70,945 |
| 20 |
4.092 |
3.731 |
0.361 |
9.3% |
0.088 |
2.3% |
42% |
False |
False |
53,494 |
| 40 |
4.125 |
3.731 |
0.394 |
10.1% |
0.086 |
2.2% |
39% |
False |
False |
41,260 |
| 60 |
4.125 |
3.565 |
0.560 |
14.4% |
0.082 |
2.1% |
57% |
False |
False |
36,162 |
| 80 |
4.137 |
3.565 |
0.572 |
14.7% |
0.085 |
2.2% |
56% |
False |
False |
31,785 |
| 100 |
4.388 |
3.565 |
0.823 |
21.2% |
0.085 |
2.2% |
39% |
False |
False |
29,103 |
| 120 |
4.743 |
3.565 |
1.178 |
30.3% |
0.089 |
2.3% |
27% |
False |
False |
27,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.785 |
|
2.618 |
4.501 |
|
1.618 |
4.327 |
|
1.000 |
4.219 |
|
0.618 |
4.153 |
|
HIGH |
4.045 |
|
0.618 |
3.979 |
|
0.500 |
3.958 |
|
0.382 |
3.937 |
|
LOW |
3.871 |
|
0.618 |
3.763 |
|
1.000 |
3.697 |
|
1.618 |
3.589 |
|
2.618 |
3.415 |
|
4.250 |
3.132 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.958 |
3.958 |
| PP |
3.933 |
3.933 |
| S1 |
3.909 |
3.909 |
|