NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.599 |
3.522 |
-0.077 |
-2.1% |
3.866 |
| High |
3.599 |
3.575 |
-0.024 |
-0.7% |
3.866 |
| Low |
3.485 |
3.465 |
-0.020 |
-0.6% |
3.585 |
| Close |
3.524 |
3.551 |
0.027 |
0.8% |
3.591 |
| Range |
0.114 |
0.110 |
-0.004 |
-3.5% |
0.281 |
| ATR |
0.091 |
0.093 |
0.001 |
1.4% |
0.000 |
| Volume |
61,596 |
56,081 |
-5,515 |
-9.0% |
234,091 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.860 |
3.816 |
3.612 |
|
| R3 |
3.750 |
3.706 |
3.581 |
|
| R2 |
3.640 |
3.640 |
3.571 |
|
| R1 |
3.596 |
3.596 |
3.561 |
3.618 |
| PP |
3.530 |
3.530 |
3.530 |
3.542 |
| S1 |
3.486 |
3.486 |
3.541 |
3.508 |
| S2 |
3.420 |
3.420 |
3.531 |
|
| S3 |
3.310 |
3.376 |
3.521 |
|
| S4 |
3.200 |
3.266 |
3.491 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.338 |
3.746 |
|
| R3 |
4.243 |
4.057 |
3.668 |
|
| R2 |
3.962 |
3.962 |
3.643 |
|
| R1 |
3.776 |
3.776 |
3.617 |
3.729 |
| PP |
3.681 |
3.681 |
3.681 |
3.657 |
| S1 |
3.495 |
3.495 |
3.565 |
3.448 |
| S2 |
3.400 |
3.400 |
3.539 |
|
| S3 |
3.119 |
3.214 |
3.514 |
|
| S4 |
2.838 |
2.933 |
3.436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.748 |
3.465 |
0.283 |
8.0% |
0.088 |
2.5% |
30% |
False |
True |
54,449 |
| 10 |
3.909 |
3.465 |
0.444 |
12.5% |
0.090 |
2.5% |
19% |
False |
True |
48,716 |
| 20 |
4.092 |
3.465 |
0.627 |
17.7% |
0.090 |
2.5% |
14% |
False |
True |
56,625 |
| 40 |
4.125 |
3.465 |
0.660 |
18.6% |
0.088 |
2.5% |
13% |
False |
True |
47,357 |
| 60 |
4.125 |
3.465 |
0.660 |
18.6% |
0.084 |
2.4% |
13% |
False |
True |
40,096 |
| 80 |
4.137 |
3.465 |
0.672 |
18.9% |
0.085 |
2.4% |
13% |
False |
True |
35,748 |
| 100 |
4.295 |
3.465 |
0.830 |
23.4% |
0.087 |
2.4% |
10% |
False |
True |
32,148 |
| 120 |
4.665 |
3.465 |
1.200 |
33.8% |
0.087 |
2.5% |
7% |
False |
True |
29,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.043 |
|
2.618 |
3.863 |
|
1.618 |
3.753 |
|
1.000 |
3.685 |
|
0.618 |
3.643 |
|
HIGH |
3.575 |
|
0.618 |
3.533 |
|
0.500 |
3.520 |
|
0.382 |
3.507 |
|
LOW |
3.465 |
|
0.618 |
3.397 |
|
1.000 |
3.355 |
|
1.618 |
3.287 |
|
2.618 |
3.177 |
|
4.250 |
2.998 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.541 |
3.561 |
| PP |
3.530 |
3.558 |
| S1 |
3.520 |
3.554 |
|