NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.670 |
3.703 |
0.033 |
0.9% |
3.681 |
| High |
3.743 |
3.787 |
0.044 |
1.2% |
3.787 |
| Low |
3.661 |
3.682 |
0.021 |
0.6% |
3.545 |
| Close |
3.702 |
3.768 |
0.066 |
1.8% |
3.768 |
| Range |
0.082 |
0.105 |
0.023 |
28.0% |
0.242 |
| ATR |
0.100 |
0.100 |
0.000 |
0.4% |
0.000 |
| Volume |
113,941 |
64,342 |
-49,599 |
-43.5% |
525,922 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
4.019 |
3.826 |
|
| R3 |
3.956 |
3.914 |
3.797 |
|
| R2 |
3.851 |
3.851 |
3.787 |
|
| R1 |
3.809 |
3.809 |
3.778 |
3.830 |
| PP |
3.746 |
3.746 |
3.746 |
3.756 |
| S1 |
3.704 |
3.704 |
3.758 |
3.725 |
| S2 |
3.641 |
3.641 |
3.749 |
|
| S3 |
3.536 |
3.599 |
3.739 |
|
| S4 |
3.431 |
3.494 |
3.710 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.426 |
4.339 |
3.901 |
|
| R3 |
4.184 |
4.097 |
3.835 |
|
| R2 |
3.942 |
3.942 |
3.812 |
|
| R1 |
3.855 |
3.855 |
3.790 |
3.899 |
| PP |
3.700 |
3.700 |
3.700 |
3.722 |
| S1 |
3.613 |
3.613 |
3.746 |
3.657 |
| S2 |
3.458 |
3.458 |
3.724 |
|
| S3 |
3.216 |
3.371 |
3.701 |
|
| S4 |
2.974 |
3.129 |
3.635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.787 |
3.545 |
0.242 |
6.4% |
0.103 |
2.7% |
92% |
True |
False |
105,184 |
| 10 |
3.787 |
3.491 |
0.296 |
7.9% |
0.101 |
2.7% |
94% |
True |
False |
107,594 |
| 20 |
3.788 |
3.379 |
0.409 |
10.9% |
0.097 |
2.6% |
95% |
False |
False |
111,523 |
| 40 |
4.000 |
3.379 |
0.621 |
16.5% |
0.095 |
2.5% |
63% |
False |
False |
85,635 |
| 60 |
4.041 |
3.379 |
0.662 |
17.6% |
0.093 |
2.5% |
59% |
False |
False |
65,991 |
| 80 |
4.041 |
3.379 |
0.662 |
17.6% |
0.090 |
2.4% |
59% |
False |
False |
53,791 |
| 100 |
4.061 |
3.379 |
0.682 |
18.1% |
0.091 |
2.4% |
57% |
False |
False |
45,004 |
| 120 |
4.227 |
3.379 |
0.848 |
22.5% |
0.091 |
2.4% |
46% |
False |
False |
38,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.233 |
|
2.618 |
4.062 |
|
1.618 |
3.957 |
|
1.000 |
3.892 |
|
0.618 |
3.852 |
|
HIGH |
3.787 |
|
0.618 |
3.747 |
|
0.500 |
3.735 |
|
0.382 |
3.722 |
|
LOW |
3.682 |
|
0.618 |
3.617 |
|
1.000 |
3.577 |
|
1.618 |
3.512 |
|
2.618 |
3.407 |
|
4.250 |
3.236 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.735 |
| PP |
3.746 |
3.701 |
| S1 |
3.735 |
3.668 |
|