NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.515 |
3.568 |
0.053 |
1.5% |
3.825 |
| High |
3.579 |
3.622 |
0.043 |
1.2% |
3.825 |
| Low |
3.469 |
3.550 |
0.081 |
2.3% |
3.581 |
| Close |
3.558 |
3.572 |
0.014 |
0.4% |
3.587 |
| Range |
0.110 |
0.072 |
-0.038 |
-34.5% |
0.244 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.1% |
0.000 |
| Volume |
26,555 |
31,046 |
4,491 |
16.9% |
91,103 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.797 |
3.757 |
3.612 |
|
| R3 |
3.725 |
3.685 |
3.592 |
|
| R2 |
3.653 |
3.653 |
3.585 |
|
| R1 |
3.613 |
3.613 |
3.579 |
3.633 |
| PP |
3.581 |
3.581 |
3.581 |
3.592 |
| S1 |
3.541 |
3.541 |
3.565 |
3.561 |
| S2 |
3.509 |
3.509 |
3.559 |
|
| S3 |
3.437 |
3.469 |
3.552 |
|
| S4 |
3.365 |
3.397 |
3.532 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.236 |
3.721 |
|
| R3 |
4.152 |
3.992 |
3.654 |
|
| R2 |
3.908 |
3.908 |
3.632 |
|
| R1 |
3.748 |
3.748 |
3.609 |
3.706 |
| PP |
3.664 |
3.664 |
3.664 |
3.644 |
| S1 |
3.504 |
3.504 |
3.565 |
3.462 |
| S2 |
3.420 |
3.420 |
3.542 |
|
| S3 |
3.176 |
3.260 |
3.520 |
|
| S4 |
2.932 |
3.016 |
3.453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.741 |
3.469 |
0.272 |
7.6% |
0.087 |
2.4% |
38% |
False |
False |
24,712 |
| 10 |
3.885 |
3.469 |
0.416 |
11.6% |
0.081 |
2.3% |
25% |
False |
False |
21,322 |
| 20 |
4.068 |
3.469 |
0.599 |
16.8% |
0.080 |
2.2% |
17% |
False |
False |
19,997 |
| 40 |
4.070 |
3.469 |
0.601 |
16.8% |
0.078 |
2.2% |
17% |
False |
False |
17,245 |
| 60 |
4.070 |
3.469 |
0.601 |
16.8% |
0.076 |
2.1% |
17% |
False |
False |
14,447 |
| 80 |
4.085 |
3.469 |
0.616 |
17.2% |
0.076 |
2.1% |
17% |
False |
False |
12,956 |
| 100 |
4.232 |
3.469 |
0.763 |
21.4% |
0.076 |
2.1% |
13% |
False |
False |
11,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.928 |
|
2.618 |
3.810 |
|
1.618 |
3.738 |
|
1.000 |
3.694 |
|
0.618 |
3.666 |
|
HIGH |
3.622 |
|
0.618 |
3.594 |
|
0.500 |
3.586 |
|
0.382 |
3.578 |
|
LOW |
3.550 |
|
0.618 |
3.506 |
|
1.000 |
3.478 |
|
1.618 |
3.434 |
|
2.618 |
3.362 |
|
4.250 |
3.244 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.586 |
3.563 |
| PP |
3.581 |
3.554 |
| S1 |
3.577 |
3.546 |
|