NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.629 |
3.695 |
0.066 |
1.8% |
3.596 |
| High |
3.699 |
3.706 |
0.007 |
0.2% |
3.680 |
| Low |
3.609 |
3.596 |
-0.013 |
-0.4% |
3.476 |
| Close |
3.671 |
3.621 |
-0.050 |
-1.4% |
3.624 |
| Range |
0.090 |
0.110 |
0.020 |
22.2% |
0.204 |
| ATR |
0.086 |
0.088 |
0.002 |
2.0% |
0.000 |
| Volume |
16,763 |
24,066 |
7,303 |
43.6% |
118,554 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.971 |
3.906 |
3.682 |
|
| R3 |
3.861 |
3.796 |
3.651 |
|
| R2 |
3.751 |
3.751 |
3.641 |
|
| R1 |
3.686 |
3.686 |
3.631 |
3.664 |
| PP |
3.641 |
3.641 |
3.641 |
3.630 |
| S1 |
3.576 |
3.576 |
3.611 |
3.554 |
| S2 |
3.531 |
3.531 |
3.601 |
|
| S3 |
3.421 |
3.466 |
3.591 |
|
| S4 |
3.311 |
3.356 |
3.561 |
|
|
| 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 |
3.706 |
3.568 |
0.138 |
3.8% |
0.086 |
2.4% |
38% |
True |
False |
22,051 |
| 10 |
3.757 |
3.476 |
0.281 |
7.8% |
0.089 |
2.5% |
52% |
False |
False |
21,431 |
| 20 |
4.050 |
3.476 |
0.574 |
15.9% |
0.089 |
2.5% |
25% |
False |
False |
17,712 |
| 40 |
4.120 |
3.476 |
0.644 |
17.8% |
0.083 |
2.3% |
23% |
False |
False |
14,807 |
| 60 |
4.120 |
3.476 |
0.644 |
17.8% |
0.080 |
2.2% |
23% |
False |
False |
11,907 |
| 80 |
4.120 |
3.476 |
0.644 |
17.8% |
0.077 |
2.1% |
23% |
False |
False |
9,892 |
| 100 |
4.130 |
3.476 |
0.654 |
18.1% |
0.077 |
2.1% |
22% |
False |
False |
8,621 |
| 120 |
4.537 |
3.476 |
1.061 |
29.3% |
0.075 |
2.1% |
14% |
False |
False |
7,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.174 |
|
2.618 |
3.994 |
|
1.618 |
3.884 |
|
1.000 |
3.816 |
|
0.618 |
3.774 |
|
HIGH |
3.706 |
|
0.618 |
3.664 |
|
0.500 |
3.651 |
|
0.382 |
3.638 |
|
LOW |
3.596 |
|
0.618 |
3.528 |
|
1.000 |
3.486 |
|
1.618 |
3.418 |
|
2.618 |
3.308 |
|
4.250 |
3.129 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.651 |
3.651 |
| PP |
3.641 |
3.641 |
| S1 |
3.631 |
3.631 |
|