NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
4.046 |
4.006 |
-0.040 |
-1.0% |
3.819 |
| High |
4.086 |
4.023 |
-0.063 |
-1.5% |
4.039 |
| Low |
3.989 |
3.955 |
-0.034 |
-0.9% |
3.804 |
| Close |
3.998 |
3.979 |
-0.019 |
-0.5% |
4.026 |
| Range |
0.097 |
0.068 |
-0.029 |
-29.9% |
0.235 |
| ATR |
0.080 |
0.080 |
-0.001 |
-1.1% |
0.000 |
| Volume |
12,831 |
13,569 |
738 |
5.8% |
73,890 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.190 |
4.152 |
4.016 |
|
| R3 |
4.122 |
4.084 |
3.998 |
|
| R2 |
4.054 |
4.054 |
3.991 |
|
| R1 |
4.016 |
4.016 |
3.985 |
4.001 |
| PP |
3.986 |
3.986 |
3.986 |
3.978 |
| S1 |
3.948 |
3.948 |
3.973 |
3.933 |
| S2 |
3.918 |
3.918 |
3.967 |
|
| S3 |
3.850 |
3.880 |
3.960 |
|
| S4 |
3.782 |
3.812 |
3.942 |
|
|
| 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 |
4.096 |
3.955 |
0.141 |
3.5% |
0.073 |
1.8% |
17% |
False |
True |
14,817 |
| 10 |
4.096 |
3.766 |
0.330 |
8.3% |
0.072 |
1.8% |
65% |
False |
False |
14,103 |
| 20 |
4.096 |
3.734 |
0.362 |
9.1% |
0.076 |
1.9% |
68% |
False |
False |
12,161 |
| 40 |
4.120 |
3.734 |
0.386 |
9.7% |
0.076 |
1.9% |
63% |
False |
False |
9,265 |
| 60 |
4.120 |
3.570 |
0.550 |
13.8% |
0.073 |
1.8% |
74% |
False |
False |
7,476 |
| 80 |
4.130 |
3.570 |
0.560 |
14.1% |
0.074 |
1.9% |
73% |
False |
False |
6,491 |
| 100 |
4.515 |
3.570 |
0.945 |
23.7% |
0.073 |
1.8% |
43% |
False |
False |
5,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.312 |
|
2.618 |
4.201 |
|
1.618 |
4.133 |
|
1.000 |
4.091 |
|
0.618 |
4.065 |
|
HIGH |
4.023 |
|
0.618 |
3.997 |
|
0.500 |
3.989 |
|
0.382 |
3.981 |
|
LOW |
3.955 |
|
0.618 |
3.913 |
|
1.000 |
3.887 |
|
1.618 |
3.845 |
|
2.618 |
3.777 |
|
4.250 |
3.666 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.989 |
4.026 |
| PP |
3.986 |
4.010 |
| S1 |
3.982 |
3.995 |
|