NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.746 |
3.842 |
0.096 |
2.6% |
3.733 |
| High |
3.830 |
3.896 |
0.066 |
1.7% |
3.830 |
| Low |
3.727 |
3.806 |
0.079 |
2.1% |
3.606 |
| Close |
3.811 |
3.847 |
0.036 |
0.9% |
3.811 |
| Range |
0.103 |
0.090 |
-0.013 |
-12.6% |
0.224 |
| ATR |
0.091 |
0.091 |
0.000 |
-0.1% |
0.000 |
| Volume |
25,614 |
27,773 |
2,159 |
8.4% |
101,421 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.120 |
4.073 |
3.897 |
|
| R3 |
4.030 |
3.983 |
3.872 |
|
| R2 |
3.940 |
3.940 |
3.864 |
|
| R1 |
3.893 |
3.893 |
3.855 |
3.917 |
| PP |
3.850 |
3.850 |
3.850 |
3.861 |
| S1 |
3.803 |
3.803 |
3.839 |
3.827 |
| S2 |
3.760 |
3.760 |
3.831 |
|
| S3 |
3.670 |
3.713 |
3.822 |
|
| S4 |
3.580 |
3.623 |
3.798 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.340 |
3.934 |
|
| R3 |
4.197 |
4.116 |
3.873 |
|
| R2 |
3.973 |
3.973 |
3.852 |
|
| R1 |
3.892 |
3.892 |
3.832 |
3.933 |
| PP |
3.749 |
3.749 |
3.749 |
3.769 |
| S1 |
3.668 |
3.668 |
3.790 |
3.709 |
| S2 |
3.525 |
3.525 |
3.770 |
|
| S3 |
3.301 |
3.444 |
3.749 |
|
| S4 |
3.077 |
3.220 |
3.688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.896 |
3.606 |
0.290 |
7.5% |
0.094 |
2.4% |
83% |
True |
False |
23,312 |
| 10 |
3.896 |
3.547 |
0.349 |
9.1% |
0.097 |
2.5% |
86% |
True |
False |
21,755 |
| 20 |
3.896 |
3.476 |
0.420 |
10.9% |
0.088 |
2.3% |
88% |
True |
False |
20,874 |
| 40 |
4.096 |
3.476 |
0.620 |
16.1% |
0.086 |
2.2% |
60% |
False |
False |
17,217 |
| 60 |
4.120 |
3.476 |
0.644 |
16.7% |
0.083 |
2.2% |
58% |
False |
False |
14,283 |
| 80 |
4.120 |
3.476 |
0.644 |
16.7% |
0.080 |
2.1% |
58% |
False |
False |
11,770 |
| 100 |
4.130 |
3.476 |
0.654 |
17.0% |
0.079 |
2.0% |
57% |
False |
False |
10,099 |
| 120 |
4.282 |
3.476 |
0.806 |
21.0% |
0.077 |
2.0% |
46% |
False |
False |
8,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.279 |
|
2.618 |
4.132 |
|
1.618 |
4.042 |
|
1.000 |
3.986 |
|
0.618 |
3.952 |
|
HIGH |
3.896 |
|
0.618 |
3.862 |
|
0.500 |
3.851 |
|
0.382 |
3.840 |
|
LOW |
3.806 |
|
0.618 |
3.750 |
|
1.000 |
3.716 |
|
1.618 |
3.660 |
|
2.618 |
3.570 |
|
4.250 |
3.424 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.851 |
3.832 |
| PP |
3.850 |
3.818 |
| S1 |
3.848 |
3.803 |
|