NYMEX Natural Gas Future February 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 |
3.810 |
3.778 |
-0.032 |
-0.8% |
3.857 |
| High |
3.826 |
3.808 |
-0.018 |
-0.5% |
3.903 |
| Low |
3.763 |
3.766 |
0.003 |
0.1% |
3.763 |
| Close |
3.779 |
3.791 |
0.012 |
0.3% |
3.791 |
| Range |
0.063 |
0.042 |
-0.021 |
-33.3% |
0.140 |
| ATR |
0.081 |
0.079 |
-0.003 |
-3.5% |
0.000 |
| Volume |
8,160 |
11,116 |
2,956 |
36.2% |
52,128 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.914 |
3.895 |
3.814 |
|
| R3 |
3.872 |
3.853 |
3.803 |
|
| R2 |
3.830 |
3.830 |
3.799 |
|
| R1 |
3.811 |
3.811 |
3.795 |
3.821 |
| PP |
3.788 |
3.788 |
3.788 |
3.793 |
| S1 |
3.769 |
3.769 |
3.787 |
3.779 |
| S2 |
3.746 |
3.746 |
3.783 |
|
| S3 |
3.704 |
3.727 |
3.779 |
|
| S4 |
3.662 |
3.685 |
3.768 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.239 |
4.155 |
3.868 |
|
| R3 |
4.099 |
4.015 |
3.830 |
|
| R2 |
3.959 |
3.959 |
3.817 |
|
| R1 |
3.875 |
3.875 |
3.804 |
3.847 |
| PP |
3.819 |
3.819 |
3.819 |
3.805 |
| S1 |
3.735 |
3.735 |
3.778 |
3.707 |
| S2 |
3.679 |
3.679 |
3.765 |
|
| S3 |
3.539 |
3.595 |
3.753 |
|
| S4 |
3.399 |
3.455 |
3.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.903 |
3.763 |
0.140 |
3.7% |
0.065 |
1.7% |
20% |
False |
False |
10,425 |
| 10 |
4.013 |
3.734 |
0.279 |
7.4% |
0.079 |
2.1% |
20% |
False |
False |
10,208 |
| 20 |
4.120 |
3.734 |
0.386 |
10.2% |
0.077 |
2.0% |
15% |
False |
False |
9,083 |
| 40 |
4.120 |
3.654 |
0.466 |
12.3% |
0.074 |
1.9% |
29% |
False |
False |
7,045 |
| 60 |
4.130 |
3.570 |
0.560 |
14.8% |
0.073 |
1.9% |
39% |
False |
False |
5,852 |
| 80 |
4.282 |
3.570 |
0.712 |
18.8% |
0.073 |
1.9% |
31% |
False |
False |
5,104 |
| 100 |
4.593 |
3.570 |
1.023 |
27.0% |
0.071 |
1.9% |
22% |
False |
False |
4,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.987 |
|
2.618 |
3.918 |
|
1.618 |
3.876 |
|
1.000 |
3.850 |
|
0.618 |
3.834 |
|
HIGH |
3.808 |
|
0.618 |
3.792 |
|
0.500 |
3.787 |
|
0.382 |
3.782 |
|
LOW |
3.766 |
|
0.618 |
3.740 |
|
1.000 |
3.724 |
|
1.618 |
3.698 |
|
2.618 |
3.656 |
|
4.250 |
3.588 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.790 |
3.829 |
| PP |
3.788 |
3.816 |
| S1 |
3.787 |
3.804 |
|