NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.443 |
3.482 |
0.039 |
1.1% |
3.779 |
| High |
3.491 |
3.547 |
0.056 |
1.6% |
3.788 |
| Low |
3.379 |
3.453 |
0.074 |
2.2% |
3.508 |
| Close |
3.466 |
3.498 |
0.032 |
0.9% |
3.513 |
| Range |
0.112 |
0.094 |
-0.018 |
-16.1% |
0.280 |
| ATR |
0.096 |
0.096 |
0.000 |
-0.2% |
0.000 |
| Volume |
126,606 |
124,019 |
-2,587 |
-2.0% |
551,927 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.781 |
3.734 |
3.550 |
|
| R3 |
3.687 |
3.640 |
3.524 |
|
| R2 |
3.593 |
3.593 |
3.515 |
|
| R1 |
3.546 |
3.546 |
3.507 |
3.570 |
| PP |
3.499 |
3.499 |
3.499 |
3.511 |
| S1 |
3.452 |
3.452 |
3.489 |
3.476 |
| S2 |
3.405 |
3.405 |
3.481 |
|
| S3 |
3.311 |
3.358 |
3.472 |
|
| S4 |
3.217 |
3.264 |
3.446 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.443 |
4.258 |
3.667 |
|
| R3 |
4.163 |
3.978 |
3.590 |
|
| R2 |
3.883 |
3.883 |
3.564 |
|
| R1 |
3.698 |
3.698 |
3.539 |
3.651 |
| PP |
3.603 |
3.603 |
3.603 |
3.579 |
| S1 |
3.418 |
3.418 |
3.487 |
3.371 |
| S2 |
3.323 |
3.323 |
3.462 |
|
| S3 |
3.043 |
3.138 |
3.436 |
|
| S4 |
2.763 |
2.858 |
3.359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.659 |
3.379 |
0.280 |
8.0% |
0.089 |
2.5% |
43% |
False |
False |
116,625 |
| 10 |
3.835 |
3.379 |
0.456 |
13.0% |
0.094 |
2.7% |
26% |
False |
False |
106,280 |
| 20 |
4.000 |
3.379 |
0.621 |
17.8% |
0.094 |
2.7% |
19% |
False |
False |
86,828 |
| 40 |
4.041 |
3.379 |
0.662 |
18.9% |
0.092 |
2.6% |
18% |
False |
False |
60,884 |
| 60 |
4.041 |
3.379 |
0.662 |
18.9% |
0.089 |
2.5% |
18% |
False |
False |
47,085 |
| 80 |
4.061 |
3.379 |
0.682 |
19.5% |
0.088 |
2.5% |
17% |
False |
False |
38,810 |
| 100 |
4.215 |
3.379 |
0.836 |
23.9% |
0.090 |
2.6% |
14% |
False |
False |
32,835 |
| 120 |
4.583 |
3.379 |
1.204 |
34.4% |
0.089 |
2.6% |
10% |
False |
False |
28,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.947 |
|
2.618 |
3.793 |
|
1.618 |
3.699 |
|
1.000 |
3.641 |
|
0.618 |
3.605 |
|
HIGH |
3.547 |
|
0.618 |
3.511 |
|
0.500 |
3.500 |
|
0.382 |
3.489 |
|
LOW |
3.453 |
|
0.618 |
3.395 |
|
1.000 |
3.359 |
|
1.618 |
3.301 |
|
2.618 |
3.207 |
|
4.250 |
3.054 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.500 |
3.486 |
| PP |
3.499 |
3.475 |
| S1 |
3.499 |
3.463 |
|