NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.621 |
3.681 |
0.060 |
1.7% |
3.571 |
| High |
3.690 |
3.693 |
0.003 |
0.1% |
3.669 |
| Low |
3.601 |
3.586 |
-0.015 |
-0.4% |
3.469 |
| Close |
3.662 |
3.614 |
-0.048 |
-1.3% |
3.615 |
| Range |
0.089 |
0.107 |
0.018 |
20.2% |
0.200 |
| ATR |
0.083 |
0.085 |
0.002 |
2.0% |
0.000 |
| Volume |
20,729 |
24,823 |
4,094 |
19.8% |
137,321 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.952 |
3.890 |
3.673 |
|
| R3 |
3.845 |
3.783 |
3.643 |
|
| R2 |
3.738 |
3.738 |
3.634 |
|
| R1 |
3.676 |
3.676 |
3.624 |
3.654 |
| PP |
3.631 |
3.631 |
3.631 |
3.620 |
| S1 |
3.569 |
3.569 |
3.604 |
3.547 |
| S2 |
3.524 |
3.524 |
3.594 |
|
| S3 |
3.417 |
3.462 |
3.585 |
|
| S4 |
3.310 |
3.355 |
3.555 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.100 |
3.725 |
|
| R3 |
3.984 |
3.900 |
3.670 |
|
| R2 |
3.784 |
3.784 |
3.652 |
|
| R1 |
3.700 |
3.700 |
3.633 |
3.742 |
| PP |
3.584 |
3.584 |
3.584 |
3.606 |
| S1 |
3.500 |
3.500 |
3.597 |
3.542 |
| S2 |
3.384 |
3.384 |
3.578 |
|
| S3 |
3.184 |
3.300 |
3.560 |
|
| S4 |
2.984 |
3.100 |
3.505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.693 |
3.560 |
0.133 |
3.7% |
0.085 |
2.4% |
41% |
True |
False |
24,572 |
| 10 |
3.741 |
3.469 |
0.272 |
7.5% |
0.086 |
2.4% |
53% |
False |
False |
24,642 |
| 20 |
4.015 |
3.469 |
0.546 |
15.1% |
0.084 |
2.3% |
27% |
False |
False |
21,553 |
| 40 |
4.070 |
3.469 |
0.601 |
16.6% |
0.079 |
2.2% |
24% |
False |
False |
18,345 |
| 60 |
4.070 |
3.469 |
0.601 |
16.6% |
0.078 |
2.2% |
24% |
False |
False |
15,818 |
| 80 |
4.070 |
3.469 |
0.601 |
16.6% |
0.076 |
2.1% |
24% |
False |
False |
13,849 |
| 100 |
4.085 |
3.469 |
0.616 |
17.0% |
0.077 |
2.1% |
24% |
False |
False |
12,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.148 |
|
2.618 |
3.973 |
|
1.618 |
3.866 |
|
1.000 |
3.800 |
|
0.618 |
3.759 |
|
HIGH |
3.693 |
|
0.618 |
3.652 |
|
0.500 |
3.640 |
|
0.382 |
3.627 |
|
LOW |
3.586 |
|
0.618 |
3.520 |
|
1.000 |
3.479 |
|
1.618 |
3.413 |
|
2.618 |
3.306 |
|
4.250 |
3.131 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.640 |
3.640 |
| PP |
3.631 |
3.631 |
| S1 |
3.623 |
3.623 |
|