NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
4.069 |
0.070 |
1.8% |
3.819 |
| High |
4.037 |
4.091 |
0.054 |
1.3% |
4.039 |
| Low |
3.998 |
4.009 |
0.011 |
0.3% |
3.804 |
| Close |
4.026 |
4.064 |
0.038 |
0.9% |
4.026 |
| Range |
0.039 |
0.082 |
0.043 |
110.3% |
0.235 |
| ATR |
0.079 |
0.079 |
0.000 |
0.3% |
0.000 |
| Volume |
18,059 |
16,293 |
-1,766 |
-9.8% |
73,890 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.301 |
4.264 |
4.109 |
|
| R3 |
4.219 |
4.182 |
4.087 |
|
| R2 |
4.137 |
4.137 |
4.079 |
|
| R1 |
4.100 |
4.100 |
4.072 |
4.078 |
| PP |
4.055 |
4.055 |
4.055 |
4.043 |
| S1 |
4.018 |
4.018 |
4.056 |
3.996 |
| S2 |
3.973 |
3.973 |
4.049 |
|
| S3 |
3.891 |
3.936 |
4.041 |
|
| S4 |
3.809 |
3.854 |
4.019 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.661 |
4.579 |
4.155 |
|
| R3 |
4.426 |
4.344 |
4.091 |
|
| R2 |
4.191 |
4.191 |
4.069 |
|
| R1 |
4.109 |
4.109 |
4.048 |
4.150 |
| PP |
3.956 |
3.956 |
3.956 |
3.977 |
| S1 |
3.874 |
3.874 |
4.004 |
3.915 |
| S2 |
3.721 |
3.721 |
3.983 |
|
| S3 |
3.486 |
3.639 |
3.961 |
|
| S4 |
3.251 |
3.404 |
3.897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.091 |
3.907 |
0.184 |
4.5% |
0.063 |
1.6% |
85% |
True |
False |
16,314 |
| 10 |
4.091 |
3.763 |
0.328 |
8.1% |
0.071 |
1.8% |
92% |
True |
False |
13,155 |
| 20 |
4.120 |
3.734 |
0.386 |
9.5% |
0.074 |
1.8% |
85% |
False |
False |
11,667 |
| 40 |
4.120 |
3.734 |
0.386 |
9.5% |
0.074 |
1.8% |
85% |
False |
False |
8,558 |
| 60 |
4.120 |
3.570 |
0.550 |
13.5% |
0.072 |
1.8% |
90% |
False |
False |
6,960 |
| 80 |
4.204 |
3.570 |
0.634 |
15.6% |
0.074 |
1.8% |
78% |
False |
False |
6,063 |
| 100 |
4.593 |
3.570 |
1.023 |
25.2% |
0.072 |
1.8% |
48% |
False |
False |
5,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.440 |
|
2.618 |
4.306 |
|
1.618 |
4.224 |
|
1.000 |
4.173 |
|
0.618 |
4.142 |
|
HIGH |
4.091 |
|
0.618 |
4.060 |
|
0.500 |
4.050 |
|
0.382 |
4.040 |
|
LOW |
4.009 |
|
0.618 |
3.958 |
|
1.000 |
3.927 |
|
1.618 |
3.876 |
|
2.618 |
3.794 |
|
4.250 |
3.661 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.059 |
4.052 |
| PP |
4.055 |
4.040 |
| S1 |
4.050 |
4.028 |
|