NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.733 |
3.668 |
-0.065 |
-1.7% |
3.653 |
| High |
3.752 |
3.699 |
-0.053 |
-1.4% |
3.716 |
| Low |
3.664 |
3.606 |
-0.058 |
-1.6% |
3.547 |
| Close |
3.671 |
3.612 |
-0.059 |
-1.6% |
3.713 |
| Range |
0.088 |
0.093 |
0.005 |
5.7% |
0.169 |
| ATR |
0.090 |
0.090 |
0.000 |
0.2% |
0.000 |
| Volume |
12,632 |
17,844 |
5,212 |
41.3% |
112,605 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.858 |
3.663 |
|
| R3 |
3.825 |
3.765 |
3.638 |
|
| R2 |
3.732 |
3.732 |
3.629 |
|
| R1 |
3.672 |
3.672 |
3.621 |
3.656 |
| PP |
3.639 |
3.639 |
3.639 |
3.631 |
| S1 |
3.579 |
3.579 |
3.603 |
3.563 |
| S2 |
3.546 |
3.546 |
3.595 |
|
| S3 |
3.453 |
3.486 |
3.586 |
|
| S4 |
3.360 |
3.393 |
3.561 |
|
|
| 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 |
3.752 |
3.547 |
0.205 |
5.7% |
0.101 |
2.8% |
32% |
False |
False |
20,414 |
| 10 |
3.752 |
3.547 |
0.205 |
5.7% |
0.090 |
2.5% |
32% |
False |
False |
22,363 |
| 20 |
3.914 |
3.476 |
0.438 |
12.1% |
0.088 |
2.4% |
31% |
False |
False |
18,994 |
| 40 |
4.096 |
3.476 |
0.620 |
17.2% |
0.085 |
2.3% |
22% |
False |
False |
15,918 |
| 60 |
4.120 |
3.476 |
0.644 |
17.8% |
0.083 |
2.3% |
21% |
False |
False |
12,993 |
| 80 |
4.120 |
3.476 |
0.644 |
17.8% |
0.079 |
2.2% |
21% |
False |
False |
10,741 |
| 100 |
4.130 |
3.476 |
0.654 |
18.1% |
0.077 |
2.1% |
21% |
False |
False |
9,250 |
| 120 |
4.339 |
3.476 |
0.863 |
23.9% |
0.076 |
2.1% |
16% |
False |
False |
8,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.094 |
|
2.618 |
3.942 |
|
1.618 |
3.849 |
|
1.000 |
3.792 |
|
0.618 |
3.756 |
|
HIGH |
3.699 |
|
0.618 |
3.663 |
|
0.500 |
3.653 |
|
0.382 |
3.642 |
|
LOW |
3.606 |
|
0.618 |
3.549 |
|
1.000 |
3.513 |
|
1.618 |
3.456 |
|
2.618 |
3.363 |
|
4.250 |
3.211 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.653 |
3.679 |
| PP |
3.639 |
3.657 |
| S1 |
3.626 |
3.634 |
|