NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.819 |
3.911 |
0.092 |
2.4% |
3.857 |
| High |
3.929 |
3.982 |
0.053 |
1.3% |
3.903 |
| Low |
3.804 |
3.907 |
0.103 |
2.7% |
3.763 |
| Close |
3.902 |
3.973 |
0.071 |
1.8% |
3.791 |
| Range |
0.125 |
0.075 |
-0.050 |
-40.0% |
0.140 |
| ATR |
0.083 |
0.083 |
0.000 |
-0.2% |
0.000 |
| Volume |
8,610 |
15,540 |
6,930 |
80.5% |
52,128 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.179 |
4.151 |
4.014 |
|
| R3 |
4.104 |
4.076 |
3.994 |
|
| R2 |
4.029 |
4.029 |
3.987 |
|
| R1 |
4.001 |
4.001 |
3.980 |
4.015 |
| PP |
3.954 |
3.954 |
3.954 |
3.961 |
| S1 |
3.926 |
3.926 |
3.966 |
3.940 |
| S2 |
3.879 |
3.879 |
3.959 |
|
| S3 |
3.804 |
3.851 |
3.952 |
|
| S4 |
3.729 |
3.776 |
3.932 |
|
|
| 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 |
3.982 |
3.763 |
0.219 |
5.5% |
0.080 |
2.0% |
96% |
True |
False |
11,000 |
| 10 |
3.982 |
3.734 |
0.248 |
6.2% |
0.079 |
2.0% |
96% |
True |
False |
11,230 |
| 20 |
4.120 |
3.734 |
0.386 |
9.7% |
0.081 |
2.0% |
62% |
False |
False |
9,850 |
| 40 |
4.120 |
3.706 |
0.414 |
10.4% |
0.075 |
1.9% |
64% |
False |
False |
7,431 |
| 60 |
4.130 |
3.570 |
0.560 |
14.1% |
0.073 |
1.8% |
72% |
False |
False |
6,152 |
| 80 |
4.282 |
3.570 |
0.712 |
17.9% |
0.074 |
1.9% |
57% |
False |
False |
5,324 |
| 100 |
4.593 |
3.570 |
1.023 |
25.7% |
0.071 |
1.8% |
39% |
False |
False |
4,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.301 |
|
2.618 |
4.178 |
|
1.618 |
4.103 |
|
1.000 |
4.057 |
|
0.618 |
4.028 |
|
HIGH |
3.982 |
|
0.618 |
3.953 |
|
0.500 |
3.945 |
|
0.382 |
3.936 |
|
LOW |
3.907 |
|
0.618 |
3.861 |
|
1.000 |
3.832 |
|
1.618 |
3.786 |
|
2.618 |
3.711 |
|
4.250 |
3.588 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.940 |
| PP |
3.954 |
3.907 |
| S1 |
3.945 |
3.874 |
|