NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.748 |
3.658 |
-0.090 |
-2.4% |
3.862 |
| High |
3.757 |
3.658 |
-0.099 |
-2.6% |
3.863 |
| Low |
3.655 |
3.592 |
-0.063 |
-1.7% |
3.592 |
| Close |
3.672 |
3.598 |
-0.074 |
-2.0% |
3.598 |
| Range |
0.102 |
0.066 |
-0.036 |
-35.3% |
0.271 |
| ATR |
0.087 |
0.086 |
0.000 |
-0.5% |
0.000 |
| Volume |
11,734 |
18,954 |
7,220 |
61.5% |
66,374 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.772 |
3.634 |
|
| R3 |
3.748 |
3.706 |
3.616 |
|
| R2 |
3.682 |
3.682 |
3.610 |
|
| R1 |
3.640 |
3.640 |
3.604 |
3.628 |
| PP |
3.616 |
3.616 |
3.616 |
3.610 |
| S1 |
3.574 |
3.574 |
3.592 |
3.562 |
| S2 |
3.550 |
3.550 |
3.586 |
|
| S3 |
3.484 |
3.508 |
3.580 |
|
| S4 |
3.418 |
3.442 |
3.562 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.497 |
4.319 |
3.747 |
|
| R3 |
4.226 |
4.048 |
3.673 |
|
| R2 |
3.955 |
3.955 |
3.648 |
|
| R1 |
3.777 |
3.777 |
3.623 |
3.731 |
| PP |
3.684 |
3.684 |
3.684 |
3.661 |
| S1 |
3.506 |
3.506 |
3.573 |
3.460 |
| S2 |
3.413 |
3.413 |
3.548 |
|
| S3 |
3.142 |
3.235 |
3.523 |
|
| S4 |
2.871 |
2.964 |
3.449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.863 |
3.592 |
0.271 |
7.5% |
0.079 |
2.2% |
2% |
False |
True |
13,274 |
| 10 |
4.050 |
3.592 |
0.458 |
12.7% |
0.090 |
2.5% |
1% |
False |
True |
14,514 |
| 20 |
4.096 |
3.592 |
0.504 |
14.0% |
0.084 |
2.3% |
1% |
False |
True |
14,348 |
| 40 |
4.120 |
3.592 |
0.528 |
14.7% |
0.080 |
2.2% |
1% |
False |
True |
11,715 |
| 60 |
4.120 |
3.592 |
0.528 |
14.7% |
0.077 |
2.1% |
1% |
False |
True |
9,479 |
| 80 |
4.130 |
3.570 |
0.560 |
15.6% |
0.076 |
2.1% |
5% |
False |
False |
7,976 |
| 100 |
4.282 |
3.570 |
0.712 |
19.8% |
0.075 |
2.1% |
4% |
False |
False |
6,953 |
| 120 |
4.593 |
3.570 |
1.023 |
28.4% |
0.073 |
2.0% |
3% |
False |
False |
6,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.939 |
|
2.618 |
3.831 |
|
1.618 |
3.765 |
|
1.000 |
3.724 |
|
0.618 |
3.699 |
|
HIGH |
3.658 |
|
0.618 |
3.633 |
|
0.500 |
3.625 |
|
0.382 |
3.617 |
|
LOW |
3.592 |
|
0.618 |
3.551 |
|
1.000 |
3.526 |
|
1.618 |
3.485 |
|
2.618 |
3.419 |
|
4.250 |
3.312 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.625 |
3.675 |
| PP |
3.616 |
3.649 |
| S1 |
3.607 |
3.624 |
|