NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.644 |
3.624 |
-0.020 |
-0.5% |
3.599 |
| High |
3.650 |
3.698 |
0.048 |
1.3% |
3.673 |
| Low |
3.595 |
3.606 |
0.011 |
0.3% |
3.465 |
| Close |
3.623 |
3.666 |
0.043 |
1.2% |
3.616 |
| Range |
0.055 |
0.092 |
0.037 |
67.3% |
0.208 |
| ATR |
0.090 |
0.090 |
0.000 |
0.2% |
0.000 |
| Volume |
57,295 |
77,937 |
20,642 |
36.0% |
359,043 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.933 |
3.891 |
3.717 |
|
| R3 |
3.841 |
3.799 |
3.691 |
|
| R2 |
3.749 |
3.749 |
3.683 |
|
| R1 |
3.707 |
3.707 |
3.674 |
3.728 |
| PP |
3.657 |
3.657 |
3.657 |
3.667 |
| S1 |
3.615 |
3.615 |
3.658 |
3.636 |
| S2 |
3.565 |
3.565 |
3.649 |
|
| S3 |
3.473 |
3.523 |
3.641 |
|
| S4 |
3.381 |
3.431 |
3.615 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.209 |
4.120 |
3.730 |
|
| R3 |
4.001 |
3.912 |
3.673 |
|
| R2 |
3.793 |
3.793 |
3.654 |
|
| R1 |
3.704 |
3.704 |
3.635 |
3.749 |
| PP |
3.585 |
3.585 |
3.585 |
3.607 |
| S1 |
3.496 |
3.496 |
3.597 |
3.541 |
| S2 |
3.377 |
3.377 |
3.578 |
|
| S3 |
3.169 |
3.288 |
3.559 |
|
| S4 |
2.961 |
3.080 |
3.502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.698 |
3.537 |
0.161 |
4.4% |
0.085 |
2.3% |
80% |
True |
False |
75,319 |
| 10 |
3.748 |
3.465 |
0.283 |
7.7% |
0.087 |
2.4% |
71% |
False |
False |
64,884 |
| 20 |
4.084 |
3.465 |
0.619 |
16.9% |
0.093 |
2.5% |
32% |
False |
False |
54,447 |
| 40 |
4.125 |
3.465 |
0.660 |
18.0% |
0.088 |
2.4% |
30% |
False |
False |
53,022 |
| 60 |
4.125 |
3.465 |
0.660 |
18.0% |
0.085 |
2.3% |
30% |
False |
False |
44,188 |
| 80 |
4.125 |
3.465 |
0.660 |
18.0% |
0.084 |
2.3% |
30% |
False |
False |
39,154 |
| 100 |
4.156 |
3.465 |
0.691 |
18.8% |
0.087 |
2.4% |
29% |
False |
False |
35,063 |
| 120 |
4.665 |
3.465 |
1.200 |
32.7% |
0.087 |
2.4% |
17% |
False |
False |
32,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.089 |
|
2.618 |
3.939 |
|
1.618 |
3.847 |
|
1.000 |
3.790 |
|
0.618 |
3.755 |
|
HIGH |
3.698 |
|
0.618 |
3.663 |
|
0.500 |
3.652 |
|
0.382 |
3.641 |
|
LOW |
3.606 |
|
0.618 |
3.549 |
|
1.000 |
3.514 |
|
1.618 |
3.457 |
|
2.618 |
3.365 |
|
4.250 |
3.215 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.661 |
3.655 |
| PP |
3.657 |
3.644 |
| S1 |
3.652 |
3.633 |
|