NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.878 |
3.951 |
0.073 |
1.9% |
3.843 |
| High |
3.957 |
3.963 |
0.006 |
0.2% |
3.875 |
| Low |
3.878 |
3.921 |
0.043 |
1.1% |
3.740 |
| Close |
3.947 |
3.924 |
-0.023 |
-0.6% |
3.768 |
| Range |
0.079 |
0.042 |
-0.037 |
-46.8% |
0.135 |
| ATR |
0.081 |
0.078 |
-0.003 |
-3.4% |
0.000 |
| Volume |
21,788 |
21,764 |
-24 |
-0.1% |
58,163 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.062 |
4.035 |
3.947 |
|
| R3 |
4.020 |
3.993 |
3.936 |
|
| R2 |
3.978 |
3.978 |
3.932 |
|
| R1 |
3.951 |
3.951 |
3.928 |
3.944 |
| PP |
3.936 |
3.936 |
3.936 |
3.932 |
| S1 |
3.909 |
3.909 |
3.920 |
3.902 |
| S2 |
3.894 |
3.894 |
3.916 |
|
| S3 |
3.852 |
3.867 |
3.912 |
|
| S4 |
3.810 |
3.825 |
3.901 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
4.119 |
3.842 |
|
| R3 |
4.064 |
3.984 |
3.805 |
|
| R2 |
3.929 |
3.929 |
3.793 |
|
| R1 |
3.849 |
3.849 |
3.780 |
3.822 |
| PP |
3.794 |
3.794 |
3.794 |
3.781 |
| S1 |
3.714 |
3.714 |
3.756 |
3.687 |
| S2 |
3.659 |
3.659 |
3.743 |
|
| S3 |
3.524 |
3.579 |
3.731 |
|
| S4 |
3.389 |
3.444 |
3.694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.963 |
3.740 |
0.223 |
5.7% |
0.064 |
1.6% |
83% |
True |
False |
15,249 |
| 10 |
3.963 |
3.720 |
0.243 |
6.2% |
0.076 |
1.9% |
84% |
True |
False |
14,177 |
| 20 |
4.070 |
3.720 |
0.350 |
8.9% |
0.076 |
1.9% |
58% |
False |
False |
14,494 |
| 40 |
4.070 |
3.685 |
0.385 |
9.8% |
0.074 |
1.9% |
62% |
False |
False |
11,671 |
| 60 |
4.085 |
3.540 |
0.545 |
13.9% |
0.074 |
1.9% |
70% |
False |
False |
10,610 |
| 80 |
4.232 |
3.540 |
0.692 |
17.6% |
0.075 |
1.9% |
55% |
False |
False |
9,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.142 |
|
2.618 |
4.073 |
|
1.618 |
4.031 |
|
1.000 |
4.005 |
|
0.618 |
3.989 |
|
HIGH |
3.963 |
|
0.618 |
3.947 |
|
0.500 |
3.942 |
|
0.382 |
3.937 |
|
LOW |
3.921 |
|
0.618 |
3.895 |
|
1.000 |
3.879 |
|
1.618 |
3.853 |
|
2.618 |
3.811 |
|
4.250 |
3.743 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.942 |
3.909 |
| PP |
3.936 |
3.894 |
| S1 |
3.930 |
3.879 |
|