NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.607 |
3.663 |
0.056 |
1.6% |
3.644 |
| High |
3.674 |
3.713 |
0.039 |
1.1% |
3.713 |
| Low |
3.543 |
3.626 |
0.083 |
2.3% |
3.543 |
| Close |
3.655 |
3.708 |
0.053 |
1.5% |
3.708 |
| Range |
0.131 |
0.087 |
-0.044 |
-33.6% |
0.170 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.6% |
0.000 |
| Volume |
84,003 |
60,911 |
-23,092 |
-27.5% |
350,834 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.943 |
3.913 |
3.756 |
|
| R3 |
3.856 |
3.826 |
3.732 |
|
| R2 |
3.769 |
3.769 |
3.724 |
|
| R1 |
3.739 |
3.739 |
3.716 |
3.754 |
| PP |
3.682 |
3.682 |
3.682 |
3.690 |
| S1 |
3.652 |
3.652 |
3.700 |
3.667 |
| S2 |
3.595 |
3.595 |
3.692 |
|
| S3 |
3.508 |
3.565 |
3.684 |
|
| S4 |
3.421 |
3.478 |
3.660 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
4.106 |
3.802 |
|
| R3 |
3.995 |
3.936 |
3.755 |
|
| R2 |
3.825 |
3.825 |
3.739 |
|
| R1 |
3.766 |
3.766 |
3.724 |
3.796 |
| PP |
3.655 |
3.655 |
3.655 |
3.669 |
| S1 |
3.596 |
3.596 |
3.692 |
3.626 |
| S2 |
3.485 |
3.485 |
3.677 |
|
| S3 |
3.315 |
3.426 |
3.661 |
|
| S4 |
3.145 |
3.256 |
3.615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.713 |
3.543 |
0.170 |
4.6% |
0.096 |
2.6% |
97% |
True |
False |
70,166 |
| 10 |
3.713 |
3.465 |
0.248 |
6.7% |
0.098 |
2.6% |
98% |
True |
False |
70,987 |
| 20 |
4.045 |
3.465 |
0.580 |
15.6% |
0.096 |
2.6% |
42% |
False |
False |
57,729 |
| 40 |
4.092 |
3.465 |
0.627 |
16.9% |
0.090 |
2.4% |
39% |
False |
False |
55,163 |
| 60 |
4.125 |
3.465 |
0.660 |
17.8% |
0.087 |
2.4% |
37% |
False |
False |
46,646 |
| 80 |
4.125 |
3.465 |
0.660 |
17.8% |
0.084 |
2.3% |
37% |
False |
False |
41,317 |
| 100 |
4.137 |
3.465 |
0.672 |
18.1% |
0.088 |
2.4% |
36% |
False |
False |
36,716 |
| 120 |
4.507 |
3.465 |
1.042 |
28.1% |
0.087 |
2.3% |
23% |
False |
False |
33,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.083 |
|
2.618 |
3.941 |
|
1.618 |
3.854 |
|
1.000 |
3.800 |
|
0.618 |
3.767 |
|
HIGH |
3.713 |
|
0.618 |
3.680 |
|
0.500 |
3.670 |
|
0.382 |
3.659 |
|
LOW |
3.626 |
|
0.618 |
3.572 |
|
1.000 |
3.539 |
|
1.618 |
3.485 |
|
2.618 |
3.398 |
|
4.250 |
3.256 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.681 |
| PP |
3.682 |
3.655 |
| S1 |
3.670 |
3.628 |
|