NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.482 |
3.495 |
0.013 |
0.4% |
3.779 |
| High |
3.547 |
3.622 |
0.075 |
2.1% |
3.788 |
| Low |
3.453 |
3.483 |
0.030 |
0.9% |
3.508 |
| Close |
3.498 |
3.519 |
0.021 |
0.6% |
3.513 |
| Range |
0.094 |
0.139 |
0.045 |
47.9% |
0.280 |
| ATR |
0.096 |
0.099 |
0.003 |
3.2% |
0.000 |
| Volume |
124,019 |
171,288 |
47,269 |
38.1% |
551,927 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.958 |
3.878 |
3.595 |
|
| R3 |
3.819 |
3.739 |
3.557 |
|
| R2 |
3.680 |
3.680 |
3.544 |
|
| R1 |
3.600 |
3.600 |
3.532 |
3.640 |
| PP |
3.541 |
3.541 |
3.541 |
3.562 |
| S1 |
3.461 |
3.461 |
3.506 |
3.501 |
| S2 |
3.402 |
3.402 |
3.494 |
|
| S3 |
3.263 |
3.322 |
3.481 |
|
| S4 |
3.124 |
3.183 |
3.443 |
|
|
| 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 |
3.622 |
3.379 |
0.243 |
6.9% |
0.097 |
2.8% |
58% |
True |
False |
127,528 |
| 10 |
3.835 |
3.379 |
0.456 |
13.0% |
0.098 |
2.8% |
31% |
False |
False |
114,018 |
| 20 |
4.000 |
3.379 |
0.621 |
17.6% |
0.096 |
2.7% |
23% |
False |
False |
91,730 |
| 40 |
4.041 |
3.379 |
0.662 |
18.8% |
0.093 |
2.6% |
21% |
False |
False |
64,460 |
| 60 |
4.041 |
3.379 |
0.662 |
18.8% |
0.090 |
2.5% |
21% |
False |
False |
49,469 |
| 80 |
4.061 |
3.379 |
0.682 |
19.4% |
0.089 |
2.5% |
21% |
False |
False |
40,834 |
| 100 |
4.215 |
3.379 |
0.836 |
23.8% |
0.090 |
2.6% |
17% |
False |
False |
34,469 |
| 120 |
4.583 |
3.379 |
1.204 |
34.2% |
0.090 |
2.6% |
12% |
False |
False |
29,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.213 |
|
2.618 |
3.986 |
|
1.618 |
3.847 |
|
1.000 |
3.761 |
|
0.618 |
3.708 |
|
HIGH |
3.622 |
|
0.618 |
3.569 |
|
0.500 |
3.553 |
|
0.382 |
3.536 |
|
LOW |
3.483 |
|
0.618 |
3.397 |
|
1.000 |
3.344 |
|
1.618 |
3.258 |
|
2.618 |
3.119 |
|
4.250 |
2.892 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.553 |
3.513 |
| PP |
3.541 |
3.507 |
| S1 |
3.530 |
3.501 |
|