NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.574 |
3.475 |
-0.099 |
-2.8% |
3.779 |
| High |
3.578 |
3.475 |
-0.103 |
-2.9% |
3.788 |
| Low |
3.508 |
3.406 |
-0.102 |
-2.9% |
3.508 |
| Close |
3.513 |
3.445 |
-0.068 |
-1.9% |
3.513 |
| Range |
0.070 |
0.069 |
-0.001 |
-1.4% |
0.280 |
| ATR |
0.094 |
0.095 |
0.001 |
1.0% |
0.000 |
| Volume |
115,048 |
100,681 |
-14,367 |
-12.5% |
551,927 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.649 |
3.616 |
3.483 |
|
| R3 |
3.580 |
3.547 |
3.464 |
|
| R2 |
3.511 |
3.511 |
3.458 |
|
| R1 |
3.478 |
3.478 |
3.451 |
3.460 |
| PP |
3.442 |
3.442 |
3.442 |
3.433 |
| S1 |
3.409 |
3.409 |
3.439 |
3.391 |
| S2 |
3.373 |
3.373 |
3.432 |
|
| S3 |
3.304 |
3.340 |
3.426 |
|
| S4 |
3.235 |
3.271 |
3.407 |
|
|
| 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 |
3.685 |
3.406 |
0.279 |
8.1% |
0.073 |
2.1% |
14% |
False |
True |
106,755 |
| 10 |
3.835 |
3.406 |
0.429 |
12.5% |
0.089 |
2.6% |
9% |
False |
True |
97,249 |
| 20 |
4.000 |
3.406 |
0.594 |
17.2% |
0.091 |
2.7% |
7% |
False |
True |
80,595 |
| 40 |
4.041 |
3.406 |
0.635 |
18.4% |
0.091 |
2.6% |
6% |
False |
True |
55,564 |
| 60 |
4.041 |
3.406 |
0.635 |
18.4% |
0.088 |
2.6% |
6% |
False |
True |
43,664 |
| 80 |
4.061 |
3.406 |
0.655 |
19.0% |
0.088 |
2.6% |
6% |
False |
True |
35,910 |
| 100 |
4.215 |
3.406 |
0.809 |
23.5% |
0.090 |
2.6% |
5% |
False |
True |
30,473 |
| 120 |
4.583 |
3.406 |
1.177 |
34.2% |
0.090 |
2.6% |
3% |
False |
True |
26,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.768 |
|
2.618 |
3.656 |
|
1.618 |
3.587 |
|
1.000 |
3.544 |
|
0.618 |
3.518 |
|
HIGH |
3.475 |
|
0.618 |
3.449 |
|
0.500 |
3.441 |
|
0.382 |
3.432 |
|
LOW |
3.406 |
|
0.618 |
3.363 |
|
1.000 |
3.337 |
|
1.618 |
3.294 |
|
2.618 |
3.225 |
|
4.250 |
3.113 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.444 |
3.533 |
| PP |
3.442 |
3.503 |
| S1 |
3.441 |
3.474 |
|