NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.614 |
3.558 |
-0.056 |
-1.5% |
3.586 |
| High |
3.647 |
3.681 |
0.034 |
0.9% |
3.667 |
| Low |
3.545 |
3.549 |
0.004 |
0.1% |
3.491 |
| Close |
3.556 |
3.674 |
0.118 |
3.3% |
3.660 |
| Range |
0.102 |
0.132 |
0.030 |
29.4% |
0.176 |
| ATR |
0.099 |
0.101 |
0.002 |
2.4% |
0.000 |
| Volume |
106,148 |
124,148 |
18,000 |
17.0% |
550,021 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
3.984 |
3.747 |
|
| R3 |
3.899 |
3.852 |
3.710 |
|
| R2 |
3.767 |
3.767 |
3.698 |
|
| R1 |
3.720 |
3.720 |
3.686 |
3.744 |
| PP |
3.635 |
3.635 |
3.635 |
3.646 |
| S1 |
3.588 |
3.588 |
3.662 |
3.612 |
| S2 |
3.503 |
3.503 |
3.650 |
|
| S3 |
3.371 |
3.456 |
3.638 |
|
| S4 |
3.239 |
3.324 |
3.601 |
|
|
| 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 |
3.705 |
3.491 |
0.214 |
5.8% |
0.111 |
3.0% |
86% |
False |
False |
116,505 |
| 10 |
3.705 |
3.483 |
0.222 |
6.0% |
0.104 |
2.8% |
86% |
False |
False |
114,894 |
| 20 |
3.835 |
3.379 |
0.456 |
12.4% |
0.099 |
2.7% |
65% |
False |
False |
110,587 |
| 40 |
4.000 |
3.379 |
0.621 |
16.9% |
0.096 |
2.6% |
48% |
False |
False |
83,147 |
| 60 |
4.041 |
3.379 |
0.662 |
18.0% |
0.093 |
2.5% |
45% |
False |
False |
63,487 |
| 80 |
4.041 |
3.379 |
0.662 |
18.0% |
0.089 |
2.4% |
45% |
False |
False |
51,880 |
| 100 |
4.061 |
3.379 |
0.682 |
18.6% |
0.091 |
2.5% |
43% |
False |
False |
43,504 |
| 120 |
4.264 |
3.379 |
0.885 |
24.1% |
0.090 |
2.4% |
33% |
False |
False |
37,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.242 |
|
2.618 |
4.027 |
|
1.618 |
3.895 |
|
1.000 |
3.813 |
|
0.618 |
3.763 |
|
HIGH |
3.681 |
|
0.618 |
3.631 |
|
0.500 |
3.615 |
|
0.382 |
3.599 |
|
LOW |
3.549 |
|
0.618 |
3.467 |
|
1.000 |
3.417 |
|
1.618 |
3.335 |
|
2.618 |
3.203 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.654 |
3.658 |
| PP |
3.635 |
3.641 |
| S1 |
3.615 |
3.625 |
|