NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.613 |
3.711 |
0.098 |
2.7% |
3.653 |
| High |
3.723 |
3.778 |
0.055 |
1.5% |
3.716 |
| Low |
3.609 |
3.710 |
0.101 |
2.8% |
3.547 |
| Close |
3.716 |
3.742 |
0.026 |
0.7% |
3.713 |
| Range |
0.114 |
0.068 |
-0.046 |
-40.4% |
0.169 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.9% |
0.000 |
| Volume |
20,369 |
24,962 |
4,593 |
22.5% |
112,605 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.947 |
3.913 |
3.779 |
|
| R3 |
3.879 |
3.845 |
3.761 |
|
| R2 |
3.811 |
3.811 |
3.754 |
|
| R1 |
3.777 |
3.777 |
3.748 |
3.794 |
| PP |
3.743 |
3.743 |
3.743 |
3.752 |
| S1 |
3.709 |
3.709 |
3.736 |
3.726 |
| S2 |
3.675 |
3.675 |
3.730 |
|
| S3 |
3.607 |
3.641 |
3.723 |
|
| S4 |
3.539 |
3.573 |
3.705 |
|
|
| 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 |
3.778 |
3.606 |
0.172 |
4.6% |
0.089 |
2.4% |
79% |
True |
False |
19,692 |
| 10 |
3.778 |
3.547 |
0.231 |
6.2% |
0.090 |
2.4% |
84% |
True |
False |
21,793 |
| 20 |
3.914 |
3.476 |
0.438 |
11.7% |
0.090 |
2.4% |
61% |
False |
False |
19,367 |
| 40 |
4.096 |
3.476 |
0.620 |
16.6% |
0.084 |
2.3% |
43% |
False |
False |
16,651 |
| 60 |
4.120 |
3.476 |
0.644 |
17.2% |
0.083 |
2.2% |
41% |
False |
False |
13,605 |
| 80 |
4.120 |
3.476 |
0.644 |
17.2% |
0.080 |
2.1% |
41% |
False |
False |
11,188 |
| 100 |
4.130 |
3.476 |
0.654 |
17.5% |
0.078 |
2.1% |
41% |
False |
False |
9,631 |
| 120 |
4.326 |
3.476 |
0.850 |
22.7% |
0.077 |
2.1% |
31% |
False |
False |
8,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.067 |
|
2.618 |
3.956 |
|
1.618 |
3.888 |
|
1.000 |
3.846 |
|
0.618 |
3.820 |
|
HIGH |
3.778 |
|
0.618 |
3.752 |
|
0.500 |
3.744 |
|
0.382 |
3.736 |
|
LOW |
3.710 |
|
0.618 |
3.668 |
|
1.000 |
3.642 |
|
1.618 |
3.600 |
|
2.618 |
3.532 |
|
4.250 |
3.421 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.744 |
3.725 |
| PP |
3.743 |
3.709 |
| S1 |
3.743 |
3.692 |
|