NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
4.053 |
4.040 |
-0.013 |
-0.3% |
3.794 |
| High |
4.068 |
4.055 |
-0.013 |
-0.3% |
4.011 |
| Low |
3.994 |
3.959 |
-0.035 |
-0.9% |
3.794 |
| Close |
4.005 |
3.971 |
-0.034 |
-0.8% |
4.000 |
| Range |
0.074 |
0.096 |
0.022 |
29.7% |
0.217 |
| ATR |
0.077 |
0.078 |
0.001 |
1.8% |
0.000 |
| Volume |
14,461 |
16,701 |
2,240 |
15.5% |
91,699 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.223 |
4.024 |
|
| R3 |
4.187 |
4.127 |
3.997 |
|
| R2 |
4.091 |
4.091 |
3.989 |
|
| R1 |
4.031 |
4.031 |
3.980 |
4.013 |
| PP |
3.995 |
3.995 |
3.995 |
3.986 |
| S1 |
3.935 |
3.935 |
3.962 |
3.917 |
| S2 |
3.899 |
3.899 |
3.953 |
|
| S3 |
3.803 |
3.839 |
3.945 |
|
| S4 |
3.707 |
3.743 |
3.918 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.586 |
4.510 |
4.119 |
|
| R3 |
4.369 |
4.293 |
4.060 |
|
| R2 |
4.152 |
4.152 |
4.040 |
|
| R1 |
4.076 |
4.076 |
4.020 |
4.114 |
| PP |
3.935 |
3.935 |
3.935 |
3.954 |
| S1 |
3.859 |
3.859 |
3.980 |
3.897 |
| S2 |
3.718 |
3.718 |
3.960 |
|
| S3 |
3.501 |
3.642 |
3.940 |
|
| S4 |
3.284 |
3.425 |
3.881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.068 |
3.950 |
0.118 |
3.0% |
0.069 |
1.7% |
18% |
False |
False |
18,347 |
| 10 |
4.068 |
3.740 |
0.328 |
8.3% |
0.067 |
1.7% |
70% |
False |
False |
16,798 |
| 20 |
4.070 |
3.720 |
0.350 |
8.8% |
0.075 |
1.9% |
72% |
False |
False |
15,137 |
| 40 |
4.070 |
3.720 |
0.350 |
8.8% |
0.075 |
1.9% |
72% |
False |
False |
12,950 |
| 60 |
4.070 |
3.540 |
0.530 |
13.3% |
0.073 |
1.8% |
81% |
False |
False |
11,281 |
| 80 |
4.085 |
3.540 |
0.545 |
13.7% |
0.075 |
1.9% |
79% |
False |
False |
10,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.463 |
|
2.618 |
4.306 |
|
1.618 |
4.210 |
|
1.000 |
4.151 |
|
0.618 |
4.114 |
|
HIGH |
4.055 |
|
0.618 |
4.018 |
|
0.500 |
4.007 |
|
0.382 |
3.996 |
|
LOW |
3.959 |
|
0.618 |
3.900 |
|
1.000 |
3.863 |
|
1.618 |
3.804 |
|
2.618 |
3.708 |
|
4.250 |
3.551 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.007 |
4.014 |
| PP |
3.995 |
3.999 |
| S1 |
3.983 |
3.985 |
|