NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
4.040 |
3.996 |
-0.044 |
-1.1% |
3.794 |
| High |
4.055 |
4.005 |
-0.050 |
-1.2% |
4.011 |
| Low |
3.959 |
3.930 |
-0.029 |
-0.7% |
3.794 |
| Close |
3.971 |
3.952 |
-0.019 |
-0.5% |
4.000 |
| Range |
0.096 |
0.075 |
-0.021 |
-21.9% |
0.217 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.3% |
0.000 |
| Volume |
16,701 |
23,867 |
7,166 |
42.9% |
91,699 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.187 |
4.145 |
3.993 |
|
| R3 |
4.112 |
4.070 |
3.973 |
|
| R2 |
4.037 |
4.037 |
3.966 |
|
| R1 |
3.995 |
3.995 |
3.959 |
3.979 |
| PP |
3.962 |
3.962 |
3.962 |
3.954 |
| S1 |
3.920 |
3.920 |
3.945 |
3.904 |
| S2 |
3.887 |
3.887 |
3.938 |
|
| S3 |
3.812 |
3.845 |
3.931 |
|
| S4 |
3.737 |
3.770 |
3.911 |
|
|
| 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 |
3.930 |
0.138 |
3.5% |
0.072 |
1.8% |
16% |
False |
True |
19,895 |
| 10 |
4.068 |
3.745 |
0.323 |
8.2% |
0.069 |
1.7% |
64% |
False |
False |
18,165 |
| 20 |
4.068 |
3.720 |
0.348 |
8.8% |
0.073 |
1.8% |
67% |
False |
False |
15,619 |
| 40 |
4.070 |
3.720 |
0.350 |
8.9% |
0.074 |
1.9% |
66% |
False |
False |
13,356 |
| 60 |
4.070 |
3.540 |
0.530 |
13.4% |
0.073 |
1.9% |
78% |
False |
False |
11,566 |
| 80 |
4.085 |
3.540 |
0.545 |
13.8% |
0.075 |
1.9% |
76% |
False |
False |
10,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.324 |
|
2.618 |
4.201 |
|
1.618 |
4.126 |
|
1.000 |
4.080 |
|
0.618 |
4.051 |
|
HIGH |
4.005 |
|
0.618 |
3.976 |
|
0.500 |
3.968 |
|
0.382 |
3.959 |
|
LOW |
3.930 |
|
0.618 |
3.884 |
|
1.000 |
3.855 |
|
1.618 |
3.809 |
|
2.618 |
3.734 |
|
4.250 |
3.611 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.968 |
3.999 |
| PP |
3.962 |
3.983 |
| S1 |
3.957 |
3.968 |
|