NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.967 |
3.984 |
0.017 |
0.4% |
3.757 |
| High |
4.000 |
3.999 |
-0.001 |
0.0% |
3.944 |
| Low |
3.926 |
3.931 |
0.005 |
0.1% |
3.742 |
| Close |
3.971 |
3.940 |
-0.031 |
-0.8% |
3.939 |
| Range |
0.074 |
0.068 |
-0.006 |
-8.1% |
0.202 |
| ATR |
0.070 |
0.070 |
0.000 |
-0.2% |
0.000 |
| Volume |
16,897 |
17,746 |
849 |
5.0% |
82,035 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.161 |
4.118 |
3.977 |
|
| R3 |
4.093 |
4.050 |
3.959 |
|
| R2 |
4.025 |
4.025 |
3.952 |
|
| R1 |
3.982 |
3.982 |
3.946 |
3.970 |
| PP |
3.957 |
3.957 |
3.957 |
3.950 |
| S1 |
3.914 |
3.914 |
3.934 |
3.902 |
| S2 |
3.889 |
3.889 |
3.928 |
|
| S3 |
3.821 |
3.846 |
3.921 |
|
| S4 |
3.753 |
3.778 |
3.903 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.481 |
4.412 |
4.050 |
|
| R3 |
4.279 |
4.210 |
3.995 |
|
| R2 |
4.077 |
4.077 |
3.976 |
|
| R1 |
4.008 |
4.008 |
3.958 |
4.043 |
| PP |
3.875 |
3.875 |
3.875 |
3.892 |
| S1 |
3.806 |
3.806 |
3.920 |
3.841 |
| S2 |
3.673 |
3.673 |
3.902 |
|
| S3 |
3.471 |
3.604 |
3.883 |
|
| S4 |
3.269 |
3.402 |
3.828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.865 |
0.135 |
3.4% |
0.057 |
1.5% |
56% |
False |
False |
18,026 |
| 10 |
4.000 |
3.699 |
0.301 |
7.6% |
0.062 |
1.6% |
80% |
False |
False |
15,188 |
| 20 |
4.000 |
3.678 |
0.322 |
8.2% |
0.067 |
1.7% |
81% |
False |
False |
15,797 |
| 40 |
4.000 |
3.678 |
0.322 |
8.2% |
0.066 |
1.7% |
81% |
False |
False |
13,784 |
| 60 |
4.000 |
3.494 |
0.506 |
12.8% |
0.066 |
1.7% |
88% |
False |
False |
12,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.288 |
|
2.618 |
4.177 |
|
1.618 |
4.109 |
|
1.000 |
4.067 |
|
0.618 |
4.041 |
|
HIGH |
3.999 |
|
0.618 |
3.973 |
|
0.500 |
3.965 |
|
0.382 |
3.957 |
|
LOW |
3.931 |
|
0.618 |
3.889 |
|
1.000 |
3.863 |
|
1.618 |
3.821 |
|
2.618 |
3.753 |
|
4.250 |
3.642 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.965 |
3.958 |
| PP |
3.957 |
3.952 |
| S1 |
3.948 |
3.946 |
|