NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
4.045 |
3.877 |
-0.168 |
-4.2% |
4.064 |
| High |
4.045 |
3.885 |
-0.160 |
-4.0% |
4.092 |
| Low |
3.871 |
3.791 |
-0.080 |
-2.1% |
3.908 |
| Close |
3.884 |
3.798 |
-0.086 |
-2.2% |
3.985 |
| Range |
0.174 |
0.094 |
-0.080 |
-46.0% |
0.184 |
| ATR |
0.091 |
0.092 |
0.000 |
0.2% |
0.000 |
| Volume |
39,099 |
36,129 |
-2,970 |
-7.6% |
280,258 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.107 |
4.046 |
3.850 |
|
| R3 |
4.013 |
3.952 |
3.824 |
|
| R2 |
3.919 |
3.919 |
3.815 |
|
| R1 |
3.858 |
3.858 |
3.807 |
3.842 |
| PP |
3.825 |
3.825 |
3.825 |
3.816 |
| S1 |
3.764 |
3.764 |
3.789 |
3.748 |
| S2 |
3.731 |
3.731 |
3.781 |
|
| S3 |
3.637 |
3.670 |
3.772 |
|
| S4 |
3.543 |
3.576 |
3.746 |
|
|
| 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 |
4.084 |
3.791 |
0.293 |
7.7% |
0.108 |
2.8% |
2% |
False |
True |
45,038 |
| 10 |
4.092 |
3.791 |
0.301 |
7.9% |
0.089 |
2.3% |
2% |
False |
True |
64,534 |
| 20 |
4.092 |
3.731 |
0.361 |
9.5% |
0.086 |
2.3% |
19% |
False |
False |
54,155 |
| 40 |
4.125 |
3.731 |
0.394 |
10.4% |
0.087 |
2.3% |
17% |
False |
False |
41,820 |
| 60 |
4.125 |
3.565 |
0.560 |
14.7% |
0.082 |
2.2% |
42% |
False |
False |
36,447 |
| 80 |
4.137 |
3.565 |
0.572 |
15.1% |
0.086 |
2.3% |
41% |
False |
False |
31,782 |
| 100 |
4.360 |
3.565 |
0.795 |
20.9% |
0.085 |
2.2% |
29% |
False |
False |
29,217 |
| 120 |
4.665 |
3.565 |
1.100 |
29.0% |
0.087 |
2.3% |
21% |
False |
False |
27,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.285 |
|
2.618 |
4.131 |
|
1.618 |
4.037 |
|
1.000 |
3.979 |
|
0.618 |
3.943 |
|
HIGH |
3.885 |
|
0.618 |
3.849 |
|
0.500 |
3.838 |
|
0.382 |
3.827 |
|
LOW |
3.791 |
|
0.618 |
3.733 |
|
1.000 |
3.697 |
|
1.618 |
3.639 |
|
2.618 |
3.545 |
|
4.250 |
3.392 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.838 |
3.918 |
| PP |
3.825 |
3.878 |
| S1 |
3.811 |
3.838 |
|