NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.982 |
4.048 |
0.066 |
1.7% |
4.069 |
| High |
4.008 |
4.050 |
0.042 |
1.0% |
4.096 |
| Low |
3.917 |
3.879 |
-0.038 |
-1.0% |
3.917 |
| Close |
3.992 |
3.893 |
-0.099 |
-2.5% |
3.992 |
| Range |
0.091 |
0.171 |
0.080 |
87.9% |
0.179 |
| ATR |
0.080 |
0.087 |
0.006 |
8.1% |
0.000 |
| Volume |
11,904 |
15,186 |
3,282 |
27.6% |
67,930 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.454 |
4.344 |
3.987 |
|
| R3 |
4.283 |
4.173 |
3.940 |
|
| R2 |
4.112 |
4.112 |
3.924 |
|
| R1 |
4.002 |
4.002 |
3.909 |
3.972 |
| PP |
3.941 |
3.941 |
3.941 |
3.925 |
| S1 |
3.831 |
3.831 |
3.877 |
3.801 |
| S2 |
3.770 |
3.770 |
3.862 |
|
| S3 |
3.599 |
3.660 |
3.846 |
|
| S4 |
3.428 |
3.489 |
3.799 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.444 |
4.090 |
|
| R3 |
4.360 |
4.265 |
4.041 |
|
| R2 |
4.181 |
4.181 |
4.025 |
|
| R1 |
4.086 |
4.086 |
4.008 |
4.044 |
| PP |
4.002 |
4.002 |
4.002 |
3.981 |
| S1 |
3.907 |
3.907 |
3.976 |
3.865 |
| S2 |
3.823 |
3.823 |
3.959 |
|
| S3 |
3.644 |
3.728 |
3.943 |
|
| S4 |
3.465 |
3.549 |
3.894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.096 |
3.879 |
0.217 |
5.6% |
0.101 |
2.6% |
6% |
False |
True |
13,364 |
| 10 |
4.096 |
3.879 |
0.217 |
5.6% |
0.082 |
2.1% |
6% |
False |
True |
14,839 |
| 20 |
4.096 |
3.734 |
0.362 |
9.3% |
0.083 |
2.1% |
44% |
False |
False |
12,629 |
| 40 |
4.120 |
3.734 |
0.386 |
9.9% |
0.080 |
2.1% |
41% |
False |
False |
9,749 |
| 60 |
4.120 |
3.570 |
0.550 |
14.1% |
0.076 |
1.9% |
59% |
False |
False |
7,849 |
| 80 |
4.130 |
3.570 |
0.560 |
14.4% |
0.075 |
1.9% |
58% |
False |
False |
6,743 |
| 100 |
4.360 |
3.570 |
0.790 |
20.3% |
0.073 |
1.9% |
41% |
False |
False |
5,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.777 |
|
2.618 |
4.498 |
|
1.618 |
4.327 |
|
1.000 |
4.221 |
|
0.618 |
4.156 |
|
HIGH |
4.050 |
|
0.618 |
3.985 |
|
0.500 |
3.965 |
|
0.382 |
3.944 |
|
LOW |
3.879 |
|
0.618 |
3.773 |
|
1.000 |
3.708 |
|
1.618 |
3.602 |
|
2.618 |
3.431 |
|
4.250 |
3.152 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.965 |
3.965 |
| PP |
3.941 |
3.941 |
| S1 |
3.917 |
3.917 |
|