NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.718 |
3.748 |
0.030 |
0.8% |
4.048 |
| High |
3.757 |
3.757 |
0.000 |
0.0% |
4.050 |
| Low |
3.714 |
3.655 |
-0.059 |
-1.6% |
3.766 |
| Close |
3.723 |
3.672 |
-0.051 |
-1.4% |
3.891 |
| Range |
0.043 |
0.102 |
0.059 |
137.2% |
0.284 |
| ATR |
0.085 |
0.087 |
0.001 |
1.4% |
0.000 |
| Volume |
14,781 |
11,734 |
-3,047 |
-20.6% |
78,766 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.938 |
3.728 |
|
| R3 |
3.899 |
3.836 |
3.700 |
|
| R2 |
3.797 |
3.797 |
3.691 |
|
| R1 |
3.734 |
3.734 |
3.681 |
3.715 |
| PP |
3.695 |
3.695 |
3.695 |
3.685 |
| S1 |
3.632 |
3.632 |
3.663 |
3.613 |
| S2 |
3.593 |
3.593 |
3.653 |
|
| S3 |
3.491 |
3.530 |
3.644 |
|
| S4 |
3.389 |
3.428 |
3.616 |
|
|
| 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 |
3.655 |
0.259 |
7.1% |
0.089 |
2.4% |
7% |
False |
True |
12,285 |
| 10 |
4.050 |
3.655 |
0.395 |
10.8% |
0.092 |
2.5% |
4% |
False |
True |
13,809 |
| 20 |
4.096 |
3.655 |
0.441 |
12.0% |
0.082 |
2.2% |
4% |
False |
True |
13,956 |
| 40 |
4.120 |
3.655 |
0.465 |
12.7% |
0.080 |
2.2% |
4% |
False |
True |
11,446 |
| 60 |
4.120 |
3.570 |
0.550 |
15.0% |
0.079 |
2.1% |
19% |
False |
False |
9,246 |
| 80 |
4.130 |
3.570 |
0.560 |
15.3% |
0.076 |
2.1% |
18% |
False |
False |
7,759 |
| 100 |
4.282 |
3.570 |
0.712 |
19.4% |
0.075 |
2.1% |
14% |
False |
False |
6,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.191 |
|
2.618 |
4.024 |
|
1.618 |
3.922 |
|
1.000 |
3.859 |
|
0.618 |
3.820 |
|
HIGH |
3.757 |
|
0.618 |
3.718 |
|
0.500 |
3.706 |
|
0.382 |
3.694 |
|
LOW |
3.655 |
|
0.618 |
3.592 |
|
1.000 |
3.553 |
|
1.618 |
3.490 |
|
2.618 |
3.388 |
|
4.250 |
3.222 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.706 |
3.711 |
| PP |
3.695 |
3.698 |
| S1 |
3.683 |
3.685 |
|