NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.584 |
3.653 |
0.069 |
1.9% |
3.596 |
| High |
3.648 |
3.657 |
0.009 |
0.2% |
3.680 |
| Low |
3.581 |
3.604 |
0.023 |
0.6% |
3.476 |
| Close |
3.624 |
3.629 |
0.005 |
0.1% |
3.624 |
| Range |
0.067 |
0.053 |
-0.014 |
-20.9% |
0.204 |
| ATR |
0.088 |
0.086 |
-0.003 |
-2.9% |
0.000 |
| Volume |
29,525 |
24,248 |
-5,277 |
-17.9% |
118,554 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.789 |
3.762 |
3.658 |
|
| R3 |
3.736 |
3.709 |
3.644 |
|
| R2 |
3.683 |
3.683 |
3.639 |
|
| R1 |
3.656 |
3.656 |
3.634 |
3.643 |
| PP |
3.630 |
3.630 |
3.630 |
3.624 |
| S1 |
3.603 |
3.603 |
3.624 |
3.590 |
| S2 |
3.577 |
3.577 |
3.619 |
|
| S3 |
3.524 |
3.550 |
3.614 |
|
| S4 |
3.471 |
3.497 |
3.600 |
|
|
| 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% |
0.084 |
2.3% |
75% |
False |
False |
24,675 |
| 10 |
3.767 |
3.476 |
0.291 |
8.0% |
0.080 |
2.2% |
53% |
False |
False |
19,993 |
| 20 |
4.096 |
3.476 |
0.620 |
17.1% |
0.088 |
2.4% |
25% |
False |
False |
16,978 |
| 40 |
4.120 |
3.476 |
0.644 |
17.7% |
0.081 |
2.2% |
24% |
False |
False |
14,323 |
| 60 |
4.120 |
3.476 |
0.644 |
17.7% |
0.078 |
2.2% |
24% |
False |
False |
11,365 |
| 80 |
4.120 |
3.476 |
0.644 |
17.7% |
0.076 |
2.1% |
24% |
False |
False |
9,465 |
| 100 |
4.204 |
3.476 |
0.728 |
20.1% |
0.077 |
2.1% |
21% |
False |
False |
8,246 |
| 120 |
4.593 |
3.476 |
1.117 |
30.8% |
0.074 |
2.0% |
14% |
False |
False |
7,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.882 |
|
2.618 |
3.796 |
|
1.618 |
3.743 |
|
1.000 |
3.710 |
|
0.618 |
3.690 |
|
HIGH |
3.657 |
|
0.618 |
3.637 |
|
0.500 |
3.631 |
|
0.382 |
3.624 |
|
LOW |
3.604 |
|
0.618 |
3.571 |
|
1.000 |
3.551 |
|
1.618 |
3.518 |
|
2.618 |
3.465 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.631 |
3.627 |
| PP |
3.630 |
3.626 |
| S1 |
3.630 |
3.624 |
|