NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.646 |
3.556 |
-0.090 |
-2.5% |
3.475 |
| High |
3.662 |
3.624 |
-0.038 |
-1.0% |
3.622 |
| Low |
3.540 |
3.491 |
-0.049 |
-1.4% |
3.379 |
| Close |
3.566 |
3.605 |
0.039 |
1.1% |
3.559 |
| Range |
0.122 |
0.133 |
0.011 |
9.0% |
0.243 |
| ATR |
0.097 |
0.099 |
0.003 |
2.7% |
0.000 |
| Volume |
115,255 |
139,891 |
24,636 |
21.4% |
602,595 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.922 |
3.678 |
|
| R3 |
3.839 |
3.789 |
3.642 |
|
| R2 |
3.706 |
3.706 |
3.629 |
|
| R1 |
3.656 |
3.656 |
3.617 |
3.681 |
| PP |
3.573 |
3.573 |
3.573 |
3.586 |
| S1 |
3.523 |
3.523 |
3.593 |
3.548 |
| S2 |
3.440 |
3.440 |
3.581 |
|
| S3 |
3.307 |
3.390 |
3.568 |
|
| S4 |
3.174 |
3.257 |
3.532 |
|
|
| 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 |
3.662 |
3.491 |
0.171 |
4.7% |
0.097 |
2.7% |
67% |
False |
True |
107,004 |
| 10 |
3.662 |
3.379 |
0.283 |
7.9% |
0.097 |
2.7% |
80% |
False |
False |
117,266 |
| 20 |
3.970 |
3.379 |
0.591 |
16.4% |
0.100 |
2.8% |
38% |
False |
False |
103,108 |
| 40 |
4.000 |
3.379 |
0.621 |
17.2% |
0.093 |
2.6% |
36% |
False |
False |
74,774 |
| 60 |
4.041 |
3.379 |
0.662 |
18.4% |
0.091 |
2.5% |
34% |
False |
False |
56,933 |
| 80 |
4.041 |
3.379 |
0.662 |
18.4% |
0.088 |
2.5% |
34% |
False |
False |
46,844 |
| 100 |
4.061 |
3.379 |
0.682 |
18.9% |
0.091 |
2.5% |
33% |
False |
False |
39,532 |
| 120 |
4.463 |
3.379 |
1.084 |
30.1% |
0.090 |
2.5% |
21% |
False |
False |
34,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.189 |
|
2.618 |
3.972 |
|
1.618 |
3.839 |
|
1.000 |
3.757 |
|
0.618 |
3.706 |
|
HIGH |
3.624 |
|
0.618 |
3.573 |
|
0.500 |
3.558 |
|
0.382 |
3.542 |
|
LOW |
3.491 |
|
0.618 |
3.409 |
|
1.000 |
3.358 |
|
1.618 |
3.276 |
|
2.618 |
3.143 |
|
4.250 |
2.926 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.589 |
3.596 |
| PP |
3.573 |
3.586 |
| S1 |
3.558 |
3.577 |
|