NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.862 |
0.031 |
0.8% |
4.048 |
| High |
3.914 |
3.863 |
-0.051 |
-1.3% |
4.050 |
| Low |
3.800 |
3.740 |
-0.060 |
-1.6% |
3.766 |
| Close |
3.891 |
3.748 |
-0.143 |
-3.7% |
3.891 |
| Range |
0.114 |
0.123 |
0.009 |
7.9% |
0.284 |
| ATR |
0.086 |
0.091 |
0.005 |
5.4% |
0.000 |
| Volume |
14,007 |
9,238 |
-4,769 |
-34.0% |
78,766 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.153 |
4.073 |
3.816 |
|
| R3 |
4.030 |
3.950 |
3.782 |
|
| R2 |
3.907 |
3.907 |
3.771 |
|
| R1 |
3.827 |
3.827 |
3.759 |
3.806 |
| PP |
3.784 |
3.784 |
3.784 |
3.773 |
| S1 |
3.704 |
3.704 |
3.737 |
3.683 |
| S2 |
3.661 |
3.661 |
3.725 |
|
| S3 |
3.538 |
3.581 |
3.714 |
|
| S4 |
3.415 |
3.458 |
3.680 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.754 |
4.607 |
4.047 |
|
| R3 |
4.470 |
4.323 |
3.969 |
|
| R2 |
4.186 |
4.186 |
3.943 |
|
| R1 |
4.039 |
4.039 |
3.917 |
3.971 |
| PP |
3.902 |
3.902 |
3.902 |
3.868 |
| S1 |
3.755 |
3.755 |
3.865 |
3.687 |
| S2 |
3.618 |
3.618 |
3.839 |
|
| S3 |
3.334 |
3.471 |
3.813 |
|
| S4 |
3.050 |
3.187 |
3.735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.740 |
0.174 |
4.6% |
0.091 |
2.4% |
5% |
False |
True |
14,563 |
| 10 |
4.096 |
3.740 |
0.356 |
9.5% |
0.096 |
2.6% |
2% |
False |
True |
13,964 |
| 20 |
4.096 |
3.740 |
0.356 |
9.5% |
0.084 |
2.2% |
2% |
False |
True |
13,559 |
| 40 |
4.120 |
3.734 |
0.386 |
10.3% |
0.081 |
2.1% |
4% |
False |
False |
10,988 |
| 60 |
4.120 |
3.570 |
0.550 |
14.7% |
0.078 |
2.1% |
32% |
False |
False |
8,735 |
| 80 |
4.130 |
3.570 |
0.560 |
14.9% |
0.076 |
2.0% |
32% |
False |
False |
7,406 |
| 100 |
4.282 |
3.570 |
0.712 |
19.0% |
0.075 |
2.0% |
25% |
False |
False |
6,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.386 |
|
2.618 |
4.185 |
|
1.618 |
4.062 |
|
1.000 |
3.986 |
|
0.618 |
3.939 |
|
HIGH |
3.863 |
|
0.618 |
3.816 |
|
0.500 |
3.802 |
|
0.382 |
3.787 |
|
LOW |
3.740 |
|
0.618 |
3.664 |
|
1.000 |
3.617 |
|
1.618 |
3.541 |
|
2.618 |
3.418 |
|
4.250 |
3.217 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.802 |
3.827 |
| PP |
3.784 |
3.801 |
| S1 |
3.766 |
3.774 |
|