NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.558 |
3.670 |
0.112 |
3.1% |
3.586 |
| High |
3.681 |
3.743 |
0.062 |
1.7% |
3.667 |
| Low |
3.549 |
3.661 |
0.112 |
3.2% |
3.491 |
| Close |
3.674 |
3.702 |
0.028 |
0.8% |
3.660 |
| Range |
0.132 |
0.082 |
-0.050 |
-37.9% |
0.176 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.3% |
0.000 |
| Volume |
124,148 |
113,941 |
-10,207 |
-8.2% |
550,021 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.907 |
3.747 |
|
| R3 |
3.866 |
3.825 |
3.725 |
|
| R2 |
3.784 |
3.784 |
3.717 |
|
| R1 |
3.743 |
3.743 |
3.710 |
3.764 |
| PP |
3.702 |
3.702 |
3.702 |
3.712 |
| S1 |
3.661 |
3.661 |
3.694 |
3.682 |
| S2 |
3.620 |
3.620 |
3.687 |
|
| S3 |
3.538 |
3.579 |
3.679 |
|
| S4 |
3.456 |
3.497 |
3.657 |
|
|
| 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 |
3.743 |
3.545 |
0.198 |
5.3% |
0.100 |
2.7% |
79% |
True |
False |
111,315 |
| 10 |
3.743 |
3.491 |
0.252 |
6.8% |
0.099 |
2.7% |
84% |
True |
False |
109,160 |
| 20 |
3.835 |
3.379 |
0.456 |
12.3% |
0.098 |
2.7% |
71% |
False |
False |
111,589 |
| 40 |
4.000 |
3.379 |
0.621 |
16.8% |
0.094 |
2.5% |
52% |
False |
False |
85,362 |
| 60 |
4.041 |
3.379 |
0.662 |
17.9% |
0.093 |
2.5% |
49% |
False |
False |
65,191 |
| 80 |
4.041 |
3.379 |
0.662 |
17.9% |
0.090 |
2.4% |
49% |
False |
False |
53,134 |
| 100 |
4.061 |
3.379 |
0.682 |
18.4% |
0.091 |
2.5% |
47% |
False |
False |
44,560 |
| 120 |
4.264 |
3.379 |
0.885 |
23.9% |
0.090 |
2.4% |
36% |
False |
False |
38,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.092 |
|
2.618 |
3.958 |
|
1.618 |
3.876 |
|
1.000 |
3.825 |
|
0.618 |
3.794 |
|
HIGH |
3.743 |
|
0.618 |
3.712 |
|
0.500 |
3.702 |
|
0.382 |
3.692 |
|
LOW |
3.661 |
|
0.618 |
3.610 |
|
1.000 |
3.579 |
|
1.618 |
3.528 |
|
2.618 |
3.446 |
|
4.250 |
3.313 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.702 |
3.683 |
| PP |
3.702 |
3.663 |
| S1 |
3.702 |
3.644 |
|