NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.837 |
0.037 |
1.0% |
3.973 |
| High |
3.875 |
3.870 |
-0.005 |
-0.1% |
3.973 |
| Low |
3.798 |
3.777 |
-0.021 |
-0.6% |
3.720 |
| Close |
3.842 |
3.784 |
-0.058 |
-1.5% |
3.852 |
| Range |
0.077 |
0.093 |
0.016 |
20.8% |
0.253 |
| ATR |
0.081 |
0.082 |
0.001 |
1.1% |
0.000 |
| Volume |
13,068 |
12,095 |
-973 |
-7.4% |
64,112 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.030 |
3.835 |
|
| R3 |
3.996 |
3.937 |
3.810 |
|
| R2 |
3.903 |
3.903 |
3.801 |
|
| R1 |
3.844 |
3.844 |
3.793 |
3.827 |
| PP |
3.810 |
3.810 |
3.810 |
3.802 |
| S1 |
3.751 |
3.751 |
3.775 |
3.734 |
| S2 |
3.717 |
3.717 |
3.767 |
|
| S3 |
3.624 |
3.658 |
3.758 |
|
| S4 |
3.531 |
3.565 |
3.733 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.607 |
4.483 |
3.991 |
|
| R3 |
4.354 |
4.230 |
3.922 |
|
| R2 |
4.101 |
4.101 |
3.898 |
|
| R1 |
3.977 |
3.977 |
3.875 |
3.913 |
| PP |
3.848 |
3.848 |
3.848 |
3.816 |
| S1 |
3.724 |
3.724 |
3.829 |
3.660 |
| S2 |
3.595 |
3.595 |
3.806 |
|
| S3 |
3.342 |
3.471 |
3.782 |
|
| S4 |
3.089 |
3.218 |
3.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.875 |
3.720 |
0.155 |
4.1% |
0.087 |
2.3% |
41% |
False |
False |
13,104 |
| 10 |
4.070 |
3.720 |
0.350 |
9.2% |
0.082 |
2.2% |
18% |
False |
False |
13,475 |
| 20 |
4.070 |
3.720 |
0.350 |
9.2% |
0.081 |
2.1% |
18% |
False |
False |
12,956 |
| 40 |
4.070 |
3.540 |
0.530 |
14.0% |
0.078 |
2.0% |
46% |
False |
False |
11,034 |
| 60 |
4.085 |
3.540 |
0.545 |
14.4% |
0.076 |
2.0% |
45% |
False |
False |
9,963 |
| 80 |
4.232 |
3.540 |
0.692 |
18.3% |
0.076 |
2.0% |
35% |
False |
False |
9,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.113 |
|
1.618 |
4.020 |
|
1.000 |
3.963 |
|
0.618 |
3.927 |
|
HIGH |
3.870 |
|
0.618 |
3.834 |
|
0.500 |
3.824 |
|
0.382 |
3.813 |
|
LOW |
3.777 |
|
0.618 |
3.720 |
|
1.000 |
3.684 |
|
1.618 |
3.627 |
|
2.618 |
3.534 |
|
4.250 |
3.382 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.826 |
| PP |
3.810 |
3.812 |
| S1 |
3.797 |
3.798 |
|