NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.556 |
3.612 |
0.056 |
1.6% |
3.586 |
| High |
3.624 |
3.667 |
0.043 |
1.2% |
3.667 |
| Low |
3.491 |
3.575 |
0.084 |
2.4% |
3.491 |
| Close |
3.605 |
3.660 |
0.055 |
1.5% |
3.660 |
| Range |
0.133 |
0.092 |
-0.041 |
-30.8% |
0.176 |
| ATR |
0.099 |
0.099 |
-0.001 |
-0.5% |
0.000 |
| Volume |
139,891 |
94,998 |
-44,893 |
-32.1% |
550,021 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.910 |
3.877 |
3.711 |
|
| R3 |
3.818 |
3.785 |
3.685 |
|
| R2 |
3.726 |
3.726 |
3.677 |
|
| R1 |
3.693 |
3.693 |
3.668 |
3.710 |
| PP |
3.634 |
3.634 |
3.634 |
3.642 |
| S1 |
3.601 |
3.601 |
3.652 |
3.618 |
| S2 |
3.542 |
3.542 |
3.643 |
|
| S3 |
3.450 |
3.509 |
3.635 |
|
| S4 |
3.358 |
3.417 |
3.609 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.073 |
3.757 |
|
| R3 |
3.958 |
3.897 |
3.708 |
|
| R2 |
3.782 |
3.782 |
3.692 |
|
| R1 |
3.721 |
3.721 |
3.676 |
3.752 |
| PP |
3.606 |
3.606 |
3.606 |
3.621 |
| S1 |
3.545 |
3.545 |
3.644 |
3.576 |
| S2 |
3.430 |
3.430 |
3.628 |
|
| S3 |
3.254 |
3.369 |
3.612 |
|
| S4 |
3.078 |
3.193 |
3.563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.667 |
3.491 |
0.176 |
4.8% |
0.100 |
2.7% |
96% |
True |
False |
110,004 |
| 10 |
3.667 |
3.379 |
0.288 |
7.9% |
0.099 |
2.7% |
98% |
True |
False |
115,261 |
| 20 |
3.970 |
3.379 |
0.591 |
16.1% |
0.100 |
2.7% |
48% |
False |
False |
104,435 |
| 40 |
4.000 |
3.379 |
0.621 |
17.0% |
0.094 |
2.6% |
45% |
False |
False |
76,098 |
| 60 |
4.041 |
3.379 |
0.662 |
18.1% |
0.091 |
2.5% |
42% |
False |
False |
58,303 |
| 80 |
4.041 |
3.379 |
0.662 |
18.1% |
0.088 |
2.4% |
42% |
False |
False |
47,971 |
| 100 |
4.061 |
3.379 |
0.682 |
18.6% |
0.091 |
2.5% |
41% |
False |
False |
40,398 |
| 120 |
4.431 |
3.379 |
1.052 |
28.7% |
0.090 |
2.5% |
27% |
False |
False |
34,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.058 |
|
2.618 |
3.908 |
|
1.618 |
3.816 |
|
1.000 |
3.759 |
|
0.618 |
3.724 |
|
HIGH |
3.667 |
|
0.618 |
3.632 |
|
0.500 |
3.621 |
|
0.382 |
3.610 |
|
LOW |
3.575 |
|
0.618 |
3.518 |
|
1.000 |
3.483 |
|
1.618 |
3.426 |
|
2.618 |
3.334 |
|
4.250 |
3.184 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.647 |
3.633 |
| PP |
3.634 |
3.606 |
| S1 |
3.621 |
3.579 |
|