NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.873 |
3.903 |
0.030 |
0.8% |
3.842 |
| High |
3.920 |
3.963 |
0.043 |
1.1% |
3.963 |
| Low |
3.839 |
3.880 |
0.041 |
1.1% |
3.792 |
| Close |
3.899 |
3.957 |
0.058 |
1.5% |
3.957 |
| Range |
0.081 |
0.083 |
0.002 |
2.5% |
0.171 |
| ATR |
0.091 |
0.090 |
-0.001 |
-0.6% |
0.000 |
| Volume |
29,827 |
25,704 |
-4,123 |
-13.8% |
122,813 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.153 |
4.003 |
|
| R3 |
4.099 |
4.070 |
3.980 |
|
| R2 |
4.016 |
4.016 |
3.972 |
|
| R1 |
3.987 |
3.987 |
3.965 |
4.002 |
| PP |
3.933 |
3.933 |
3.933 |
3.941 |
| S1 |
3.904 |
3.904 |
3.949 |
3.919 |
| S2 |
3.850 |
3.850 |
3.942 |
|
| S3 |
3.767 |
3.821 |
3.934 |
|
| S4 |
3.684 |
3.738 |
3.911 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.417 |
4.358 |
4.051 |
|
| R3 |
4.246 |
4.187 |
4.004 |
|
| R2 |
4.075 |
4.075 |
3.988 |
|
| R1 |
4.016 |
4.016 |
3.973 |
4.046 |
| PP |
3.904 |
3.904 |
3.904 |
3.919 |
| S1 |
3.845 |
3.845 |
3.941 |
3.875 |
| S2 |
3.733 |
3.733 |
3.926 |
|
| S3 |
3.562 |
3.674 |
3.910 |
|
| S4 |
3.391 |
3.503 |
3.863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.963 |
3.727 |
0.236 |
6.0% |
0.091 |
2.3% |
97% |
True |
False |
29,685 |
| 10 |
3.963 |
3.606 |
0.357 |
9.0% |
0.090 |
2.3% |
98% |
True |
False |
24,688 |
| 20 |
3.963 |
3.476 |
0.487 |
12.3% |
0.091 |
2.3% |
99% |
True |
False |
23,717 |
| 40 |
4.096 |
3.476 |
0.620 |
15.7% |
0.087 |
2.2% |
78% |
False |
False |
18,836 |
| 60 |
4.120 |
3.476 |
0.644 |
16.3% |
0.084 |
2.1% |
75% |
False |
False |
15,536 |
| 80 |
4.120 |
3.476 |
0.644 |
16.3% |
0.082 |
2.1% |
75% |
False |
False |
12,864 |
| 100 |
4.130 |
3.476 |
0.654 |
16.5% |
0.079 |
2.0% |
74% |
False |
False |
10,951 |
| 120 |
4.282 |
3.476 |
0.806 |
20.4% |
0.078 |
2.0% |
60% |
False |
False |
9,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.316 |
|
2.618 |
4.180 |
|
1.618 |
4.097 |
|
1.000 |
4.046 |
|
0.618 |
4.014 |
|
HIGH |
3.963 |
|
0.618 |
3.931 |
|
0.500 |
3.922 |
|
0.382 |
3.912 |
|
LOW |
3.880 |
|
0.618 |
3.829 |
|
1.000 |
3.797 |
|
1.618 |
3.746 |
|
2.618 |
3.663 |
|
4.250 |
3.527 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.945 |
3.931 |
| PP |
3.933 |
3.904 |
| S1 |
3.922 |
3.878 |
|