NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.475 |
3.443 |
-0.032 |
-0.9% |
3.779 |
| High |
3.475 |
3.491 |
0.016 |
0.5% |
3.788 |
| Low |
3.406 |
3.379 |
-0.027 |
-0.8% |
3.508 |
| Close |
3.445 |
3.466 |
0.021 |
0.6% |
3.513 |
| Range |
0.069 |
0.112 |
0.043 |
62.3% |
0.280 |
| ATR |
0.095 |
0.096 |
0.001 |
1.3% |
0.000 |
| Volume |
100,681 |
126,606 |
25,925 |
25.7% |
551,927 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.781 |
3.736 |
3.528 |
|
| R3 |
3.669 |
3.624 |
3.497 |
|
| R2 |
3.557 |
3.557 |
3.487 |
|
| R1 |
3.512 |
3.512 |
3.476 |
3.535 |
| PP |
3.445 |
3.445 |
3.445 |
3.457 |
| S1 |
3.400 |
3.400 |
3.456 |
3.423 |
| S2 |
3.333 |
3.333 |
3.445 |
|
| S3 |
3.221 |
3.288 |
3.435 |
|
| S4 |
3.109 |
3.176 |
3.404 |
|
|
| 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 |
3.662 |
3.379 |
0.283 |
8.2% |
0.080 |
2.3% |
31% |
False |
True |
108,931 |
| 10 |
3.835 |
3.379 |
0.456 |
13.2% |
0.090 |
2.6% |
19% |
False |
True |
100,859 |
| 20 |
4.000 |
3.379 |
0.621 |
17.9% |
0.092 |
2.7% |
14% |
False |
True |
83,451 |
| 40 |
4.041 |
3.379 |
0.662 |
19.1% |
0.092 |
2.6% |
13% |
False |
True |
58,190 |
| 60 |
4.041 |
3.379 |
0.662 |
19.1% |
0.088 |
2.5% |
13% |
False |
True |
45,411 |
| 80 |
4.061 |
3.379 |
0.682 |
19.7% |
0.088 |
2.5% |
13% |
False |
True |
37,410 |
| 100 |
4.215 |
3.379 |
0.836 |
24.1% |
0.090 |
2.6% |
10% |
False |
True |
31,649 |
| 120 |
4.583 |
3.379 |
1.204 |
34.7% |
0.090 |
2.6% |
7% |
False |
True |
27,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.967 |
|
2.618 |
3.784 |
|
1.618 |
3.672 |
|
1.000 |
3.603 |
|
0.618 |
3.560 |
|
HIGH |
3.491 |
|
0.618 |
3.448 |
|
0.500 |
3.435 |
|
0.382 |
3.422 |
|
LOW |
3.379 |
|
0.618 |
3.310 |
|
1.000 |
3.267 |
|
1.618 |
3.198 |
|
2.618 |
3.086 |
|
4.250 |
2.903 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.456 |
3.479 |
| PP |
3.445 |
3.474 |
| S1 |
3.435 |
3.470 |
|