NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.574 |
3.590 |
0.016 |
0.4% |
3.571 |
| High |
3.669 |
3.638 |
-0.031 |
-0.8% |
3.669 |
| Low |
3.560 |
3.569 |
0.009 |
0.3% |
3.469 |
| Close |
3.574 |
3.615 |
0.041 |
1.1% |
3.615 |
| Range |
0.109 |
0.069 |
-0.040 |
-36.7% |
0.200 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.4% |
0.000 |
| Volume |
21,775 |
32,689 |
10,914 |
50.1% |
137,321 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.814 |
3.784 |
3.653 |
|
| R3 |
3.745 |
3.715 |
3.634 |
|
| R2 |
3.676 |
3.676 |
3.628 |
|
| R1 |
3.646 |
3.646 |
3.621 |
3.661 |
| PP |
3.607 |
3.607 |
3.607 |
3.615 |
| S1 |
3.577 |
3.577 |
3.609 |
3.592 |
| S2 |
3.538 |
3.538 |
3.602 |
|
| S3 |
3.469 |
3.508 |
3.596 |
|
| S4 |
3.400 |
3.439 |
3.577 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.100 |
3.725 |
|
| R3 |
3.984 |
3.900 |
3.670 |
|
| R2 |
3.784 |
3.784 |
3.652 |
|
| R1 |
3.700 |
3.700 |
3.633 |
3.742 |
| PP |
3.584 |
3.584 |
3.584 |
3.606 |
| S1 |
3.500 |
3.500 |
3.597 |
3.542 |
| S2 |
3.384 |
3.384 |
3.578 |
|
| S3 |
3.184 |
3.300 |
3.560 |
|
| S4 |
2.984 |
3.100 |
3.505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.669 |
3.469 |
0.200 |
5.5% |
0.089 |
2.5% |
73% |
False |
False |
27,464 |
| 10 |
3.825 |
3.469 |
0.356 |
9.8% |
0.081 |
2.2% |
41% |
False |
False |
22,842 |
| 20 |
4.068 |
3.469 |
0.599 |
16.6% |
0.084 |
2.3% |
24% |
False |
False |
20,771 |
| 40 |
4.070 |
3.469 |
0.601 |
16.6% |
0.078 |
2.2% |
24% |
False |
False |
17,978 |
| 60 |
4.070 |
3.469 |
0.601 |
16.6% |
0.076 |
2.1% |
24% |
False |
False |
15,030 |
| 80 |
4.070 |
3.469 |
0.601 |
16.6% |
0.075 |
2.1% |
24% |
False |
False |
13,493 |
| 100 |
4.220 |
3.469 |
0.751 |
20.8% |
0.077 |
2.1% |
19% |
False |
False |
12,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.931 |
|
2.618 |
3.819 |
|
1.618 |
3.750 |
|
1.000 |
3.707 |
|
0.618 |
3.681 |
|
HIGH |
3.638 |
|
0.618 |
3.612 |
|
0.500 |
3.604 |
|
0.382 |
3.595 |
|
LOW |
3.569 |
|
0.618 |
3.526 |
|
1.000 |
3.500 |
|
1.618 |
3.457 |
|
2.618 |
3.388 |
|
4.250 |
3.276 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.611 |
3.613 |
| PP |
3.607 |
3.611 |
| S1 |
3.604 |
3.610 |
|