NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.653 |
3.629 |
-0.024 |
-0.7% |
3.596 |
| High |
3.657 |
3.699 |
0.042 |
1.1% |
3.680 |
| Low |
3.604 |
3.609 |
0.005 |
0.1% |
3.476 |
| Close |
3.629 |
3.671 |
0.042 |
1.2% |
3.624 |
| Range |
0.053 |
0.090 |
0.037 |
69.8% |
0.204 |
| ATR |
0.086 |
0.086 |
0.000 |
0.4% |
0.000 |
| Volume |
24,248 |
16,763 |
-7,485 |
-30.9% |
118,554 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.930 |
3.890 |
3.721 |
|
| R3 |
3.840 |
3.800 |
3.696 |
|
| R2 |
3.750 |
3.750 |
3.688 |
|
| R1 |
3.710 |
3.710 |
3.679 |
3.730 |
| PP |
3.660 |
3.660 |
3.660 |
3.670 |
| S1 |
3.620 |
3.620 |
3.663 |
3.640 |
| S2 |
3.570 |
3.570 |
3.655 |
|
| S3 |
3.480 |
3.530 |
3.646 |
|
| S4 |
3.390 |
3.440 |
3.622 |
|
|
| 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 |
3.699 |
3.557 |
0.142 |
3.9% |
0.080 |
2.2% |
80% |
True |
False |
24,312 |
| 10 |
3.757 |
3.476 |
0.281 |
7.7% |
0.082 |
2.2% |
69% |
False |
False |
20,503 |
| 20 |
4.086 |
3.476 |
0.610 |
16.6% |
0.088 |
2.4% |
32% |
False |
False |
17,150 |
| 40 |
4.120 |
3.476 |
0.644 |
17.5% |
0.082 |
2.2% |
30% |
False |
False |
14,468 |
| 60 |
4.120 |
3.476 |
0.644 |
17.5% |
0.079 |
2.1% |
30% |
False |
False |
11,588 |
| 80 |
4.120 |
3.476 |
0.644 |
17.5% |
0.077 |
2.1% |
30% |
False |
False |
9,631 |
| 100 |
4.149 |
3.476 |
0.673 |
18.3% |
0.077 |
2.1% |
29% |
False |
False |
8,395 |
| 120 |
4.575 |
3.476 |
1.099 |
29.9% |
0.074 |
2.0% |
18% |
False |
False |
7,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.082 |
|
2.618 |
3.935 |
|
1.618 |
3.845 |
|
1.000 |
3.789 |
|
0.618 |
3.755 |
|
HIGH |
3.699 |
|
0.618 |
3.665 |
|
0.500 |
3.654 |
|
0.382 |
3.643 |
|
LOW |
3.609 |
|
0.618 |
3.553 |
|
1.000 |
3.519 |
|
1.618 |
3.463 |
|
2.618 |
3.373 |
|
4.250 |
3.227 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.665 |
3.661 |
| PP |
3.660 |
3.650 |
| S1 |
3.654 |
3.640 |
|