NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.621 |
3.662 |
0.041 |
1.1% |
3.653 |
| High |
3.679 |
3.716 |
0.037 |
1.0% |
3.716 |
| Low |
3.547 |
3.634 |
0.087 |
2.5% |
3.547 |
| Close |
3.660 |
3.713 |
0.053 |
1.4% |
3.713 |
| Range |
0.132 |
0.082 |
-0.050 |
-37.9% |
0.169 |
| ATR |
0.091 |
0.090 |
-0.001 |
-0.7% |
0.000 |
| Volume |
24,874 |
22,654 |
-2,220 |
-8.9% |
112,605 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.934 |
3.905 |
3.758 |
|
| R3 |
3.852 |
3.823 |
3.736 |
|
| R2 |
3.770 |
3.770 |
3.728 |
|
| R1 |
3.741 |
3.741 |
3.721 |
3.756 |
| PP |
3.688 |
3.688 |
3.688 |
3.695 |
| S1 |
3.659 |
3.659 |
3.705 |
3.674 |
| S2 |
3.606 |
3.606 |
3.698 |
|
| S3 |
3.524 |
3.577 |
3.690 |
|
| S4 |
3.442 |
3.495 |
3.668 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.166 |
4.108 |
3.806 |
|
| R3 |
3.997 |
3.939 |
3.759 |
|
| R2 |
3.828 |
3.828 |
3.744 |
|
| R1 |
3.770 |
3.770 |
3.728 |
3.799 |
| PP |
3.659 |
3.659 |
3.659 |
3.673 |
| S1 |
3.601 |
3.601 |
3.698 |
3.630 |
| S2 |
3.490 |
3.490 |
3.682 |
|
| S3 |
3.321 |
3.432 |
3.667 |
|
| S4 |
3.152 |
3.263 |
3.620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.716 |
3.547 |
0.169 |
4.6% |
0.093 |
2.5% |
98% |
True |
False |
22,521 |
| 10 |
3.716 |
3.476 |
0.240 |
6.5% |
0.094 |
2.5% |
99% |
True |
False |
23,115 |
| 20 |
4.050 |
3.476 |
0.574 |
15.5% |
0.092 |
2.5% |
41% |
False |
False |
18,814 |
| 40 |
4.096 |
3.476 |
0.620 |
16.7% |
0.085 |
2.3% |
38% |
False |
False |
15,505 |
| 60 |
4.120 |
3.476 |
0.644 |
17.3% |
0.082 |
2.2% |
37% |
False |
False |
12,593 |
| 80 |
4.120 |
3.476 |
0.644 |
17.3% |
0.078 |
2.1% |
37% |
False |
False |
10,431 |
| 100 |
4.130 |
3.476 |
0.654 |
17.6% |
0.078 |
2.1% |
36% |
False |
False |
9,034 |
| 120 |
4.450 |
3.476 |
0.974 |
26.2% |
0.076 |
2.0% |
24% |
False |
False |
7,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.065 |
|
2.618 |
3.931 |
|
1.618 |
3.849 |
|
1.000 |
3.798 |
|
0.618 |
3.767 |
|
HIGH |
3.716 |
|
0.618 |
3.685 |
|
0.500 |
3.675 |
|
0.382 |
3.665 |
|
LOW |
3.634 |
|
0.618 |
3.583 |
|
1.000 |
3.552 |
|
1.618 |
3.501 |
|
2.618 |
3.419 |
|
4.250 |
3.286 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.700 |
3.686 |
| PP |
3.688 |
3.659 |
| S1 |
3.675 |
3.632 |
|