NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.842 |
3.849 |
0.007 |
0.2% |
3.733 |
| High |
3.896 |
3.888 |
-0.008 |
-0.2% |
3.830 |
| Low |
3.806 |
3.792 |
-0.014 |
-0.4% |
3.606 |
| Close |
3.847 |
3.870 |
0.023 |
0.6% |
3.811 |
| Range |
0.090 |
0.096 |
0.006 |
6.7% |
0.224 |
| ATR |
0.091 |
0.091 |
0.000 |
0.4% |
0.000 |
| Volume |
27,773 |
39,509 |
11,736 |
42.3% |
101,421 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.138 |
4.100 |
3.923 |
|
| R3 |
4.042 |
4.004 |
3.896 |
|
| R2 |
3.946 |
3.946 |
3.888 |
|
| R1 |
3.908 |
3.908 |
3.879 |
3.927 |
| PP |
3.850 |
3.850 |
3.850 |
3.860 |
| S1 |
3.812 |
3.812 |
3.861 |
3.831 |
| S2 |
3.754 |
3.754 |
3.852 |
|
| S3 |
3.658 |
3.716 |
3.844 |
|
| S4 |
3.562 |
3.620 |
3.817 |
|
|
| 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 |
3.609 |
0.287 |
7.4% |
0.094 |
2.4% |
91% |
False |
False |
27,645 |
| 10 |
3.896 |
3.547 |
0.349 |
9.0% |
0.098 |
2.5% |
93% |
False |
False |
24,029 |
| 20 |
3.896 |
3.476 |
0.420 |
10.9% |
0.090 |
2.3% |
94% |
False |
False |
22,266 |
| 40 |
4.096 |
3.476 |
0.620 |
16.0% |
0.087 |
2.2% |
64% |
False |
False |
17,941 |
| 60 |
4.120 |
3.476 |
0.644 |
16.6% |
0.084 |
2.2% |
61% |
False |
False |
14,792 |
| 80 |
4.120 |
3.476 |
0.644 |
16.6% |
0.081 |
2.1% |
61% |
False |
False |
12,226 |
| 100 |
4.130 |
3.476 |
0.654 |
16.9% |
0.079 |
2.0% |
60% |
False |
False |
10,479 |
| 120 |
4.282 |
3.476 |
0.806 |
20.8% |
0.078 |
2.0% |
49% |
False |
False |
9,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.296 |
|
2.618 |
4.139 |
|
1.618 |
4.043 |
|
1.000 |
3.984 |
|
0.618 |
3.947 |
|
HIGH |
3.888 |
|
0.618 |
3.851 |
|
0.500 |
3.840 |
|
0.382 |
3.829 |
|
LOW |
3.792 |
|
0.618 |
3.733 |
|
1.000 |
3.696 |
|
1.618 |
3.637 |
|
2.618 |
3.541 |
|
4.250 |
3.384 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.851 |
| PP |
3.850 |
3.831 |
| S1 |
3.840 |
3.812 |
|