NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.862 |
3.746 |
-0.116 |
-3.0% |
4.048 |
| High |
3.863 |
3.767 |
-0.096 |
-2.5% |
4.050 |
| Low |
3.740 |
3.704 |
-0.036 |
-1.0% |
3.766 |
| Close |
3.748 |
3.724 |
-0.024 |
-0.6% |
3.891 |
| Range |
0.123 |
0.063 |
-0.060 |
-48.8% |
0.284 |
| ATR |
0.091 |
0.089 |
-0.002 |
-2.2% |
0.000 |
| Volume |
9,238 |
11,667 |
2,429 |
26.3% |
78,766 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.921 |
3.885 |
3.759 |
|
| R3 |
3.858 |
3.822 |
3.741 |
|
| R2 |
3.795 |
3.795 |
3.736 |
|
| R1 |
3.759 |
3.759 |
3.730 |
3.746 |
| PP |
3.732 |
3.732 |
3.732 |
3.725 |
| S1 |
3.696 |
3.696 |
3.718 |
3.683 |
| S2 |
3.669 |
3.669 |
3.712 |
|
| S3 |
3.606 |
3.633 |
3.707 |
|
| S4 |
3.543 |
3.570 |
3.689 |
|
|
| 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 |
3.704 |
0.210 |
5.6% |
0.085 |
2.3% |
10% |
False |
True |
14,557 |
| 10 |
4.086 |
3.704 |
0.382 |
10.3% |
0.094 |
2.5% |
5% |
False |
True |
13,797 |
| 20 |
4.096 |
3.704 |
0.392 |
10.5% |
0.083 |
2.2% |
5% |
False |
True |
13,617 |
| 40 |
4.120 |
3.704 |
0.416 |
11.2% |
0.081 |
2.2% |
5% |
False |
True |
11,056 |
| 60 |
4.120 |
3.570 |
0.550 |
14.8% |
0.078 |
2.1% |
28% |
False |
False |
8,880 |
| 80 |
4.130 |
3.570 |
0.560 |
15.0% |
0.076 |
2.0% |
28% |
False |
False |
7,532 |
| 100 |
4.282 |
3.570 |
0.712 |
19.1% |
0.075 |
2.0% |
22% |
False |
False |
6,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.035 |
|
2.618 |
3.932 |
|
1.618 |
3.869 |
|
1.000 |
3.830 |
|
0.618 |
3.806 |
|
HIGH |
3.767 |
|
0.618 |
3.743 |
|
0.500 |
3.736 |
|
0.382 |
3.728 |
|
LOW |
3.704 |
|
0.618 |
3.665 |
|
1.000 |
3.641 |
|
1.618 |
3.602 |
|
2.618 |
3.539 |
|
4.250 |
3.436 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.736 |
3.809 |
| PP |
3.732 |
3.781 |
| S1 |
3.728 |
3.752 |
|