NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.569 |
-0.006 |
-0.2% |
3.866 |
| High |
3.621 |
3.673 |
0.052 |
1.4% |
3.866 |
| Low |
3.537 |
3.551 |
0.014 |
0.4% |
3.585 |
| Close |
3.566 |
3.575 |
0.009 |
0.3% |
3.591 |
| Range |
0.084 |
0.122 |
0.038 |
45.2% |
0.281 |
| ATR |
0.092 |
0.094 |
0.002 |
2.3% |
0.000 |
| Volume |
82,277 |
67,347 |
-14,930 |
-18.1% |
234,091 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.966 |
3.892 |
3.642 |
|
| R3 |
3.844 |
3.770 |
3.609 |
|
| R2 |
3.722 |
3.722 |
3.597 |
|
| R1 |
3.648 |
3.648 |
3.586 |
3.685 |
| PP |
3.600 |
3.600 |
3.600 |
3.618 |
| S1 |
3.526 |
3.526 |
3.564 |
3.563 |
| S2 |
3.478 |
3.478 |
3.553 |
|
| S3 |
3.356 |
3.404 |
3.541 |
|
| S4 |
3.234 |
3.282 |
3.508 |
|
|
| 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 |
3.673 |
3.465 |
0.208 |
5.8% |
0.100 |
2.8% |
53% |
True |
False |
64,366 |
| 10 |
3.909 |
3.465 |
0.444 |
12.4% |
0.097 |
2.7% |
25% |
False |
False |
54,452 |
| 20 |
4.092 |
3.465 |
0.627 |
17.5% |
0.093 |
2.6% |
18% |
False |
False |
54,384 |
| 40 |
4.125 |
3.465 |
0.660 |
18.5% |
0.088 |
2.5% |
17% |
False |
False |
49,754 |
| 60 |
4.125 |
3.465 |
0.660 |
18.5% |
0.086 |
2.4% |
17% |
False |
False |
41,571 |
| 80 |
4.137 |
3.465 |
0.672 |
18.8% |
0.085 |
2.4% |
16% |
False |
False |
37,188 |
| 100 |
4.295 |
3.465 |
0.830 |
23.2% |
0.087 |
2.4% |
13% |
False |
False |
33,222 |
| 120 |
4.665 |
3.465 |
1.200 |
33.6% |
0.087 |
2.4% |
9% |
False |
False |
30,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.192 |
|
2.618 |
3.992 |
|
1.618 |
3.870 |
|
1.000 |
3.795 |
|
0.618 |
3.748 |
|
HIGH |
3.673 |
|
0.618 |
3.626 |
|
0.500 |
3.612 |
|
0.382 |
3.598 |
|
LOW |
3.551 |
|
0.618 |
3.476 |
|
1.000 |
3.429 |
|
1.618 |
3.354 |
|
2.618 |
3.232 |
|
4.250 |
3.033 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.573 |
| PP |
3.600 |
3.571 |
| S1 |
3.587 |
3.569 |
|