NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.624 |
3.692 |
0.068 |
1.9% |
3.599 |
| High |
3.698 |
3.706 |
0.008 |
0.2% |
3.673 |
| Low |
3.606 |
3.592 |
-0.014 |
-0.4% |
3.465 |
| Close |
3.666 |
3.618 |
-0.048 |
-1.3% |
3.616 |
| Range |
0.092 |
0.114 |
0.022 |
23.9% |
0.208 |
| ATR |
0.090 |
0.092 |
0.002 |
1.9% |
0.000 |
| Volume |
77,937 |
70,688 |
-7,249 |
-9.3% |
359,043 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.981 |
3.913 |
3.681 |
|
| R3 |
3.867 |
3.799 |
3.649 |
|
| R2 |
3.753 |
3.753 |
3.639 |
|
| R1 |
3.685 |
3.685 |
3.628 |
3.662 |
| PP |
3.639 |
3.639 |
3.639 |
3.627 |
| S1 |
3.571 |
3.571 |
3.608 |
3.548 |
| S2 |
3.525 |
3.525 |
3.597 |
|
| S3 |
3.411 |
3.457 |
3.587 |
|
| S4 |
3.297 |
3.343 |
3.555 |
|
|
| 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 |
3.706 |
3.551 |
0.155 |
4.3% |
0.091 |
2.5% |
43% |
True |
False |
73,001 |
| 10 |
3.748 |
3.465 |
0.283 |
7.8% |
0.094 |
2.6% |
54% |
False |
False |
66,238 |
| 20 |
4.045 |
3.465 |
0.580 |
16.0% |
0.094 |
2.6% |
26% |
False |
False |
55,510 |
| 40 |
4.125 |
3.465 |
0.660 |
18.2% |
0.089 |
2.5% |
23% |
False |
False |
53,802 |
| 60 |
4.125 |
3.465 |
0.660 |
18.2% |
0.086 |
2.4% |
23% |
False |
False |
44,915 |
| 80 |
4.125 |
3.465 |
0.660 |
18.2% |
0.084 |
2.3% |
23% |
False |
False |
39,821 |
| 100 |
4.137 |
3.465 |
0.672 |
18.6% |
0.087 |
2.4% |
23% |
False |
False |
35,648 |
| 120 |
4.665 |
3.465 |
1.200 |
33.2% |
0.087 |
2.4% |
13% |
False |
False |
32,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.191 |
|
2.618 |
4.004 |
|
1.618 |
3.890 |
|
1.000 |
3.820 |
|
0.618 |
3.776 |
|
HIGH |
3.706 |
|
0.618 |
3.662 |
|
0.500 |
3.649 |
|
0.382 |
3.636 |
|
LOW |
3.592 |
|
0.618 |
3.522 |
|
1.000 |
3.478 |
|
1.618 |
3.408 |
|
2.618 |
3.294 |
|
4.250 |
3.108 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.649 |
3.649 |
| PP |
3.639 |
3.639 |
| S1 |
3.628 |
3.628 |
|