NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.610 |
3.714 |
0.104 |
2.9% |
3.644 |
| High |
3.720 |
3.779 |
0.059 |
1.6% |
3.713 |
| Low |
3.599 |
3.703 |
0.104 |
2.9% |
3.543 |
| Close |
3.713 |
3.740 |
0.027 |
0.7% |
3.708 |
| Range |
0.121 |
0.076 |
-0.045 |
-37.2% |
0.170 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.5% |
0.000 |
| Volume |
95,950 |
95,589 |
-361 |
-0.4% |
350,834 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.969 |
3.930 |
3.782 |
|
| R3 |
3.893 |
3.854 |
3.761 |
|
| R2 |
3.817 |
3.817 |
3.754 |
|
| R1 |
3.778 |
3.778 |
3.747 |
3.798 |
| PP |
3.741 |
3.741 |
3.741 |
3.750 |
| S1 |
3.702 |
3.702 |
3.733 |
3.722 |
| S2 |
3.665 |
3.665 |
3.726 |
|
| S3 |
3.589 |
3.626 |
3.719 |
|
| S4 |
3.513 |
3.550 |
3.698 |
|
|
| 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 |
3.779 |
3.596 |
0.183 |
4.9% |
0.095 |
2.5% |
79% |
True |
False |
78,098 |
| 10 |
3.779 |
3.543 |
0.236 |
6.3% |
0.094 |
2.5% |
83% |
True |
False |
77,215 |
| 20 |
3.909 |
3.465 |
0.444 |
11.9% |
0.095 |
2.5% |
62% |
False |
False |
65,834 |
| 40 |
4.092 |
3.465 |
0.627 |
16.8% |
0.090 |
2.4% |
44% |
False |
False |
60,561 |
| 60 |
4.125 |
3.465 |
0.660 |
17.6% |
0.089 |
2.4% |
42% |
False |
False |
50,888 |
| 80 |
4.125 |
3.465 |
0.660 |
17.6% |
0.086 |
2.3% |
42% |
False |
False |
44,275 |
| 100 |
4.137 |
3.465 |
0.672 |
18.0% |
0.087 |
2.3% |
41% |
False |
False |
39,161 |
| 120 |
4.343 |
3.465 |
0.878 |
23.5% |
0.087 |
2.3% |
31% |
False |
False |
35,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.102 |
|
2.618 |
3.978 |
|
1.618 |
3.902 |
|
1.000 |
3.855 |
|
0.618 |
3.826 |
|
HIGH |
3.779 |
|
0.618 |
3.750 |
|
0.500 |
3.741 |
|
0.382 |
3.732 |
|
LOW |
3.703 |
|
0.618 |
3.656 |
|
1.000 |
3.627 |
|
1.618 |
3.580 |
|
2.618 |
3.504 |
|
4.250 |
3.380 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.741 |
3.723 |
| PP |
3.741 |
3.705 |
| S1 |
3.740 |
3.688 |
|