NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.857 |
3.832 |
-0.025 |
-0.6% |
4.012 |
| High |
3.857 |
3.903 |
0.046 |
1.2% |
4.013 |
| Low |
3.805 |
3.832 |
0.027 |
0.7% |
3.734 |
| Close |
3.837 |
3.868 |
0.031 |
0.8% |
3.878 |
| Range |
0.052 |
0.071 |
0.019 |
36.5% |
0.279 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.0% |
0.000 |
| Volume |
10,756 |
10,519 |
-237 |
-2.2% |
49,957 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.081 |
4.045 |
3.907 |
|
| R3 |
4.010 |
3.974 |
3.888 |
|
| R2 |
3.939 |
3.939 |
3.881 |
|
| R1 |
3.903 |
3.903 |
3.875 |
3.921 |
| PP |
3.868 |
3.868 |
3.868 |
3.877 |
| S1 |
3.832 |
3.832 |
3.861 |
3.850 |
| S2 |
3.797 |
3.797 |
3.855 |
|
| S3 |
3.726 |
3.761 |
3.848 |
|
| S4 |
3.655 |
3.690 |
3.829 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.712 |
4.574 |
4.031 |
|
| R3 |
4.433 |
4.295 |
3.955 |
|
| R2 |
4.154 |
4.154 |
3.929 |
|
| R1 |
4.016 |
4.016 |
3.904 |
3.946 |
| PP |
3.875 |
3.875 |
3.875 |
3.840 |
| S1 |
3.737 |
3.737 |
3.852 |
3.667 |
| S2 |
3.596 |
3.596 |
3.827 |
|
| S3 |
3.317 |
3.458 |
3.801 |
|
| S4 |
3.038 |
3.179 |
3.725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.903 |
3.734 |
0.169 |
4.4% |
0.078 |
2.0% |
79% |
True |
False |
11,459 |
| 10 |
4.120 |
3.734 |
0.386 |
10.0% |
0.080 |
2.1% |
35% |
False |
False |
10,136 |
| 20 |
4.120 |
3.734 |
0.386 |
10.0% |
0.078 |
2.0% |
35% |
False |
False |
8,494 |
| 40 |
4.120 |
3.570 |
0.550 |
14.2% |
0.076 |
2.0% |
54% |
False |
False |
6,511 |
| 60 |
4.130 |
3.570 |
0.560 |
14.5% |
0.074 |
1.9% |
53% |
False |
False |
5,504 |
| 80 |
4.282 |
3.570 |
0.712 |
18.4% |
0.073 |
1.9% |
42% |
False |
False |
4,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.205 |
|
2.618 |
4.089 |
|
1.618 |
4.018 |
|
1.000 |
3.974 |
|
0.618 |
3.947 |
|
HIGH |
3.903 |
|
0.618 |
3.876 |
|
0.500 |
3.868 |
|
0.382 |
3.859 |
|
LOW |
3.832 |
|
0.618 |
3.788 |
|
1.000 |
3.761 |
|
1.618 |
3.717 |
|
2.618 |
3.646 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.868 |
3.863 |
| PP |
3.868 |
3.859 |
| S1 |
3.868 |
3.854 |
|