NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.988 |
3.852 |
-0.136 |
-3.4% |
4.031 |
| High |
4.015 |
3.867 |
-0.148 |
-3.7% |
4.068 |
| Low |
3.855 |
3.780 |
-0.075 |
-1.9% |
3.890 |
| Close |
3.867 |
3.786 |
-0.081 |
-2.1% |
3.965 |
| Range |
0.160 |
0.087 |
-0.073 |
-45.6% |
0.178 |
| ATR |
0.084 |
0.084 |
0.000 |
0.2% |
0.000 |
| Volume |
14,055 |
16,118 |
2,063 |
14.7% |
95,198 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.072 |
4.016 |
3.834 |
|
| R3 |
3.985 |
3.929 |
3.810 |
|
| R2 |
3.898 |
3.898 |
3.802 |
|
| R1 |
3.842 |
3.842 |
3.794 |
3.827 |
| PP |
3.811 |
3.811 |
3.811 |
3.803 |
| S1 |
3.755 |
3.755 |
3.778 |
3.740 |
| S2 |
3.724 |
3.724 |
3.770 |
|
| S3 |
3.637 |
3.668 |
3.762 |
|
| S4 |
3.550 |
3.581 |
3.738 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.508 |
4.415 |
4.063 |
|
| R3 |
4.330 |
4.237 |
4.014 |
|
| R2 |
4.152 |
4.152 |
3.998 |
|
| R1 |
4.059 |
4.059 |
3.981 |
4.017 |
| PP |
3.974 |
3.974 |
3.974 |
3.953 |
| S1 |
3.881 |
3.881 |
3.949 |
3.839 |
| S2 |
3.796 |
3.796 |
3.932 |
|
| S3 |
3.618 |
3.703 |
3.916 |
|
| S4 |
3.440 |
3.525 |
3.867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.055 |
3.780 |
0.275 |
7.3% |
0.101 |
2.7% |
2% |
False |
True |
17,863 |
| 10 |
4.068 |
3.780 |
0.288 |
7.6% |
0.080 |
2.1% |
2% |
False |
True |
18,611 |
| 20 |
4.068 |
3.720 |
0.348 |
9.2% |
0.078 |
2.1% |
19% |
False |
False |
15,952 |
| 40 |
4.070 |
3.720 |
0.350 |
9.2% |
0.079 |
2.1% |
19% |
False |
False |
14,042 |
| 60 |
4.070 |
3.540 |
0.530 |
14.0% |
0.075 |
2.0% |
46% |
False |
False |
12,087 |
| 80 |
4.085 |
3.540 |
0.545 |
14.4% |
0.076 |
2.0% |
45% |
False |
False |
11,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.237 |
|
2.618 |
4.095 |
|
1.618 |
4.008 |
|
1.000 |
3.954 |
|
0.618 |
3.921 |
|
HIGH |
3.867 |
|
0.618 |
3.834 |
|
0.500 |
3.824 |
|
0.382 |
3.813 |
|
LOW |
3.780 |
|
0.618 |
3.726 |
|
1.000 |
3.693 |
|
1.618 |
3.639 |
|
2.618 |
3.552 |
|
4.250 |
3.410 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.898 |
| PP |
3.811 |
3.860 |
| S1 |
3.799 |
3.823 |
|