NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3.756 |
3.760 |
0.004 |
0.1% |
3.967 |
| High |
3.782 |
3.791 |
0.009 |
0.2% |
4.000 |
| Low |
3.752 |
3.712 |
-0.040 |
-1.1% |
3.831 |
| Close |
3.764 |
3.777 |
0.013 |
0.3% |
3.904 |
| Range |
0.030 |
0.079 |
0.049 |
163.3% |
0.169 |
| ATR |
0.075 |
0.075 |
0.000 |
0.4% |
0.000 |
| Volume |
19,941 |
15,383 |
-4,558 |
-22.9% |
90,315 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.997 |
3.966 |
3.820 |
|
| R3 |
3.918 |
3.887 |
3.799 |
|
| R2 |
3.839 |
3.839 |
3.791 |
|
| R1 |
3.808 |
3.808 |
3.784 |
3.824 |
| PP |
3.760 |
3.760 |
3.760 |
3.768 |
| S1 |
3.729 |
3.729 |
3.770 |
3.745 |
| S2 |
3.681 |
3.681 |
3.763 |
|
| S3 |
3.602 |
3.650 |
3.755 |
|
| S4 |
3.523 |
3.571 |
3.734 |
|
|
| 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 |
3.960 |
3.712 |
0.248 |
6.6% |
0.085 |
2.3% |
26% |
False |
True |
16,420 |
| 10 |
4.000 |
3.712 |
0.288 |
7.6% |
0.075 |
2.0% |
23% |
False |
True |
18,118 |
| 20 |
4.000 |
3.699 |
0.301 |
8.0% |
0.068 |
1.8% |
26% |
False |
False |
15,955 |
| 40 |
4.000 |
3.678 |
0.322 |
8.5% |
0.071 |
1.9% |
31% |
False |
False |
15,319 |
| 60 |
4.000 |
3.494 |
0.506 |
13.4% |
0.068 |
1.8% |
56% |
False |
False |
13,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.127 |
|
2.618 |
3.998 |
|
1.618 |
3.919 |
|
1.000 |
3.870 |
|
0.618 |
3.840 |
|
HIGH |
3.791 |
|
0.618 |
3.761 |
|
0.500 |
3.752 |
|
0.382 |
3.742 |
|
LOW |
3.712 |
|
0.618 |
3.663 |
|
1.000 |
3.633 |
|
1.618 |
3.584 |
|
2.618 |
3.505 |
|
4.250 |
3.376 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.769 |
3.772 |
| PP |
3.760 |
3.766 |
| S1 |
3.752 |
3.761 |
|