NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.495 |
3.520 |
0.025 |
0.7% |
3.475 |
| High |
3.622 |
3.589 |
-0.033 |
-0.9% |
3.622 |
| Low |
3.483 |
3.510 |
0.027 |
0.8% |
3.379 |
| Close |
3.519 |
3.559 |
0.040 |
1.1% |
3.559 |
| Range |
0.139 |
0.079 |
-0.060 |
-43.2% |
0.243 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.5% |
0.000 |
| Volume |
171,288 |
80,001 |
-91,287 |
-53.3% |
602,595 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.790 |
3.753 |
3.602 |
|
| R3 |
3.711 |
3.674 |
3.581 |
|
| R2 |
3.632 |
3.632 |
3.573 |
|
| R1 |
3.595 |
3.595 |
3.566 |
3.614 |
| PP |
3.553 |
3.553 |
3.553 |
3.562 |
| S1 |
3.516 |
3.516 |
3.552 |
3.535 |
| S2 |
3.474 |
3.474 |
3.545 |
|
| S3 |
3.395 |
3.437 |
3.537 |
|
| S4 |
3.316 |
3.358 |
3.516 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.249 |
4.147 |
3.693 |
|
| R3 |
4.006 |
3.904 |
3.626 |
|
| R2 |
3.763 |
3.763 |
3.604 |
|
| R1 |
3.661 |
3.661 |
3.581 |
3.712 |
| PP |
3.520 |
3.520 |
3.520 |
3.546 |
| S1 |
3.418 |
3.418 |
3.537 |
3.469 |
| S2 |
3.277 |
3.277 |
3.514 |
|
| S3 |
3.034 |
3.175 |
3.492 |
|
| S4 |
2.791 |
2.932 |
3.425 |
|
|
| 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 |
6.8% |
0.099 |
2.8% |
74% |
False |
False |
120,519 |
| 10 |
3.788 |
3.379 |
0.409 |
11.5% |
0.093 |
2.6% |
44% |
False |
False |
115,452 |
| 20 |
4.000 |
3.379 |
0.621 |
17.4% |
0.097 |
2.7% |
29% |
False |
False |
92,922 |
| 40 |
4.041 |
3.379 |
0.662 |
18.6% |
0.092 |
2.6% |
27% |
False |
False |
65,776 |
| 60 |
4.041 |
3.379 |
0.662 |
18.6% |
0.089 |
2.5% |
27% |
False |
False |
50,492 |
| 80 |
4.041 |
3.379 |
0.662 |
18.6% |
0.087 |
2.5% |
27% |
False |
False |
41,756 |
| 100 |
4.185 |
3.379 |
0.806 |
22.6% |
0.090 |
2.5% |
22% |
False |
False |
35,219 |
| 120 |
4.583 |
3.379 |
1.204 |
33.8% |
0.090 |
2.5% |
15% |
False |
False |
30,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.925 |
|
2.618 |
3.796 |
|
1.618 |
3.717 |
|
1.000 |
3.668 |
|
0.618 |
3.638 |
|
HIGH |
3.589 |
|
0.618 |
3.559 |
|
0.500 |
3.550 |
|
0.382 |
3.540 |
|
LOW |
3.510 |
|
0.618 |
3.461 |
|
1.000 |
3.431 |
|
1.618 |
3.382 |
|
2.618 |
3.303 |
|
4.250 |
3.174 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.556 |
3.552 |
| PP |
3.553 |
3.545 |
| S1 |
3.550 |
3.538 |
|