NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.658 |
3.596 |
-0.062 |
-1.7% |
3.862 |
| High |
3.658 |
3.596 |
-0.062 |
-1.7% |
3.863 |
| Low |
3.592 |
3.496 |
-0.096 |
-2.7% |
3.592 |
| Close |
3.598 |
3.533 |
-0.065 |
-1.8% |
3.598 |
| Range |
0.066 |
0.100 |
0.034 |
51.5% |
0.271 |
| ATR |
0.086 |
0.087 |
0.001 |
1.3% |
0.000 |
| Volume |
18,954 |
19,423 |
469 |
2.5% |
66,374 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.787 |
3.588 |
|
| R3 |
3.742 |
3.687 |
3.561 |
|
| R2 |
3.642 |
3.642 |
3.551 |
|
| R1 |
3.587 |
3.587 |
3.542 |
3.565 |
| PP |
3.542 |
3.542 |
3.542 |
3.530 |
| S1 |
3.487 |
3.487 |
3.524 |
3.465 |
| S2 |
3.442 |
3.442 |
3.515 |
|
| S3 |
3.342 |
3.387 |
3.506 |
|
| S4 |
3.242 |
3.287 |
3.478 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.497 |
4.319 |
3.747 |
|
| R3 |
4.226 |
4.048 |
3.673 |
|
| R2 |
3.955 |
3.955 |
3.648 |
|
| R1 |
3.777 |
3.777 |
3.623 |
3.731 |
| PP |
3.684 |
3.684 |
3.684 |
3.661 |
| S1 |
3.506 |
3.506 |
3.573 |
3.460 |
| S2 |
3.413 |
3.413 |
3.548 |
|
| S3 |
3.142 |
3.235 |
3.523 |
|
| S4 |
2.871 |
2.964 |
3.449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.767 |
3.496 |
0.271 |
7.7% |
0.075 |
2.1% |
14% |
False |
True |
15,311 |
| 10 |
3.914 |
3.496 |
0.418 |
11.8% |
0.083 |
2.3% |
9% |
False |
True |
14,937 |
| 20 |
4.096 |
3.496 |
0.600 |
17.0% |
0.082 |
2.3% |
6% |
False |
True |
14,888 |
| 40 |
4.120 |
3.496 |
0.624 |
17.7% |
0.081 |
2.3% |
6% |
False |
True |
12,108 |
| 60 |
4.120 |
3.496 |
0.624 |
17.7% |
0.077 |
2.2% |
6% |
False |
True |
9,702 |
| 80 |
4.130 |
3.496 |
0.634 |
17.9% |
0.076 |
2.2% |
6% |
False |
True |
8,178 |
| 100 |
4.282 |
3.496 |
0.786 |
22.2% |
0.075 |
2.1% |
5% |
False |
True |
7,117 |
| 120 |
4.593 |
3.496 |
1.097 |
31.1% |
0.074 |
2.1% |
3% |
False |
True |
6,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.021 |
|
2.618 |
3.858 |
|
1.618 |
3.758 |
|
1.000 |
3.696 |
|
0.618 |
3.658 |
|
HIGH |
3.596 |
|
0.618 |
3.558 |
|
0.500 |
3.546 |
|
0.382 |
3.534 |
|
LOW |
3.496 |
|
0.618 |
3.434 |
|
1.000 |
3.396 |
|
1.618 |
3.334 |
|
2.618 |
3.234 |
|
4.250 |
3.071 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.546 |
3.627 |
| PP |
3.542 |
3.595 |
| S1 |
3.537 |
3.564 |
|