NYMEX Natural Gas Future April 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 |
3.923 |
3.791 |
-0.132 |
-3.4% |
3.967 |
| High |
3.960 |
3.809 |
-0.151 |
-3.8% |
4.000 |
| Low |
3.805 |
3.737 |
-0.068 |
-1.8% |
3.831 |
| Close |
3.814 |
3.747 |
-0.067 |
-1.8% |
3.904 |
| Range |
0.155 |
0.072 |
-0.083 |
-53.5% |
0.169 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.1% |
0.000 |
| Volume |
16,119 |
16,005 |
-114 |
-0.7% |
90,315 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.980 |
3.936 |
3.787 |
|
| R3 |
3.908 |
3.864 |
3.767 |
|
| R2 |
3.836 |
3.836 |
3.760 |
|
| R1 |
3.792 |
3.792 |
3.754 |
3.778 |
| PP |
3.764 |
3.764 |
3.764 |
3.758 |
| S1 |
3.720 |
3.720 |
3.740 |
3.706 |
| S2 |
3.692 |
3.692 |
3.734 |
|
| S3 |
3.620 |
3.648 |
3.727 |
|
| S4 |
3.548 |
3.576 |
3.707 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.419 |
4.330 |
3.997 |
|
| R3 |
4.250 |
4.161 |
3.950 |
|
| R2 |
4.081 |
4.081 |
3.935 |
|
| R1 |
3.992 |
3.992 |
3.919 |
3.952 |
| PP |
3.912 |
3.912 |
3.912 |
3.892 |
| S1 |
3.823 |
3.823 |
3.889 |
3.783 |
| S2 |
3.743 |
3.743 |
3.873 |
|
| S3 |
3.574 |
3.654 |
3.858 |
|
| S4 |
3.405 |
3.485 |
3.811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.983 |
3.737 |
0.246 |
6.6% |
0.094 |
2.5% |
4% |
False |
True |
17,559 |
| 10 |
4.000 |
3.737 |
0.263 |
7.0% |
0.075 |
2.0% |
4% |
False |
True |
17,792 |
| 20 |
4.000 |
3.678 |
0.322 |
8.6% |
0.072 |
1.9% |
21% |
False |
False |
15,452 |
| 40 |
4.000 |
3.678 |
0.322 |
8.6% |
0.072 |
1.9% |
21% |
False |
False |
14,821 |
| 60 |
4.000 |
3.494 |
0.506 |
13.5% |
0.068 |
1.8% |
50% |
False |
False |
13,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.115 |
|
2.618 |
3.997 |
|
1.618 |
3.925 |
|
1.000 |
3.881 |
|
0.618 |
3.853 |
|
HIGH |
3.809 |
|
0.618 |
3.781 |
|
0.500 |
3.773 |
|
0.382 |
3.765 |
|
LOW |
3.737 |
|
0.618 |
3.693 |
|
1.000 |
3.665 |
|
1.618 |
3.621 |
|
2.618 |
3.549 |
|
4.250 |
3.431 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.773 |
3.849 |
| PP |
3.764 |
3.815 |
| S1 |
3.756 |
3.781 |
|