NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.596 |
3.523 |
-0.073 |
-2.0% |
3.862 |
| High |
3.596 |
3.589 |
-0.007 |
-0.2% |
3.863 |
| Low |
3.496 |
3.476 |
-0.020 |
-0.6% |
3.592 |
| Close |
3.533 |
3.567 |
0.034 |
1.0% |
3.598 |
| Range |
0.100 |
0.113 |
0.013 |
13.0% |
0.271 |
| ATR |
0.087 |
0.089 |
0.002 |
2.1% |
0.000 |
| Volume |
19,423 |
18,580 |
-843 |
-4.3% |
66,374 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.883 |
3.838 |
3.629 |
|
| R3 |
3.770 |
3.725 |
3.598 |
|
| R2 |
3.657 |
3.657 |
3.588 |
|
| R1 |
3.612 |
3.612 |
3.577 |
3.635 |
| PP |
3.544 |
3.544 |
3.544 |
3.555 |
| S1 |
3.499 |
3.499 |
3.557 |
3.522 |
| S2 |
3.431 |
3.431 |
3.546 |
|
| S3 |
3.318 |
3.386 |
3.536 |
|
| S4 |
3.205 |
3.273 |
3.505 |
|
|
| 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 |
3.757 |
3.476 |
0.281 |
7.9% |
0.085 |
2.4% |
32% |
False |
True |
16,694 |
| 10 |
3.914 |
3.476 |
0.438 |
12.3% |
0.085 |
2.4% |
21% |
False |
True |
15,626 |
| 20 |
4.096 |
3.476 |
0.620 |
17.4% |
0.084 |
2.4% |
15% |
False |
True |
15,040 |
| 40 |
4.120 |
3.476 |
0.644 |
18.1% |
0.082 |
2.3% |
14% |
False |
True |
12,445 |
| 60 |
4.120 |
3.476 |
0.644 |
18.1% |
0.078 |
2.2% |
14% |
False |
True |
9,968 |
| 80 |
4.130 |
3.476 |
0.654 |
18.3% |
0.076 |
2.1% |
14% |
False |
True |
8,374 |
| 100 |
4.282 |
3.476 |
0.806 |
22.6% |
0.076 |
2.1% |
11% |
False |
True |
7,267 |
| 120 |
4.593 |
3.476 |
1.117 |
31.3% |
0.074 |
2.1% |
8% |
False |
True |
6,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.069 |
|
2.618 |
3.885 |
|
1.618 |
3.772 |
|
1.000 |
3.702 |
|
0.618 |
3.659 |
|
HIGH |
3.589 |
|
0.618 |
3.546 |
|
0.500 |
3.533 |
|
0.382 |
3.519 |
|
LOW |
3.476 |
|
0.618 |
3.406 |
|
1.000 |
3.363 |
|
1.618 |
3.293 |
|
2.618 |
3.180 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.556 |
3.567 |
| PP |
3.544 |
3.567 |
| S1 |
3.533 |
3.567 |
|