NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.584 |
0.014 |
0.4% |
3.596 |
| High |
3.680 |
3.648 |
-0.032 |
-0.9% |
3.680 |
| Low |
3.568 |
3.581 |
0.013 |
0.4% |
3.476 |
| Close |
3.584 |
3.624 |
0.040 |
1.1% |
3.624 |
| Range |
0.112 |
0.067 |
-0.045 |
-40.2% |
0.204 |
| ATR |
0.090 |
0.088 |
-0.002 |
-1.8% |
0.000 |
| Volume |
15,653 |
29,525 |
13,872 |
88.6% |
118,554 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.819 |
3.788 |
3.661 |
|
| R3 |
3.752 |
3.721 |
3.642 |
|
| R2 |
3.685 |
3.685 |
3.636 |
|
| R1 |
3.654 |
3.654 |
3.630 |
3.670 |
| PP |
3.618 |
3.618 |
3.618 |
3.625 |
| S1 |
3.587 |
3.587 |
3.618 |
3.603 |
| S2 |
3.551 |
3.551 |
3.612 |
|
| S3 |
3.484 |
3.520 |
3.606 |
|
| S4 |
3.417 |
3.453 |
3.587 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.119 |
3.736 |
|
| R3 |
4.001 |
3.915 |
3.680 |
|
| R2 |
3.797 |
3.797 |
3.661 |
|
| R1 |
3.711 |
3.711 |
3.643 |
3.754 |
| PP |
3.593 |
3.593 |
3.593 |
3.615 |
| S1 |
3.507 |
3.507 |
3.605 |
3.550 |
| S2 |
3.389 |
3.389 |
3.587 |
|
| S3 |
3.185 |
3.303 |
3.568 |
|
| S4 |
2.981 |
3.099 |
3.512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.680 |
3.476 |
0.204 |
5.6% |
0.094 |
2.6% |
73% |
False |
False |
23,710 |
| 10 |
3.863 |
3.476 |
0.387 |
10.7% |
0.087 |
2.4% |
38% |
False |
False |
18,492 |
| 20 |
4.096 |
3.476 |
0.620 |
17.1% |
0.089 |
2.5% |
24% |
False |
False |
16,581 |
| 40 |
4.120 |
3.476 |
0.644 |
17.8% |
0.082 |
2.3% |
23% |
False |
False |
13,927 |
| 60 |
4.120 |
3.476 |
0.644 |
17.8% |
0.078 |
2.2% |
23% |
False |
False |
11,014 |
| 80 |
4.120 |
3.476 |
0.644 |
17.8% |
0.076 |
2.1% |
23% |
False |
False |
9,254 |
| 100 |
4.231 |
3.476 |
0.755 |
20.8% |
0.077 |
2.1% |
20% |
False |
False |
8,015 |
| 120 |
4.593 |
3.476 |
1.117 |
30.8% |
0.074 |
2.0% |
13% |
False |
False |
7,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.933 |
|
2.618 |
3.823 |
|
1.618 |
3.756 |
|
1.000 |
3.715 |
|
0.618 |
3.689 |
|
HIGH |
3.648 |
|
0.618 |
3.622 |
|
0.500 |
3.615 |
|
0.382 |
3.607 |
|
LOW |
3.581 |
|
0.618 |
3.540 |
|
1.000 |
3.514 |
|
1.618 |
3.473 |
|
2.618 |
3.406 |
|
4.250 |
3.296 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.621 |
3.622 |
| PP |
3.618 |
3.620 |
| S1 |
3.615 |
3.619 |
|