NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.596 |
3.653 |
0.057 |
1.6% |
3.633 |
| High |
3.668 |
3.705 |
0.037 |
1.0% |
3.705 |
| Low |
3.540 |
3.630 |
0.090 |
2.5% |
3.540 |
| Close |
3.650 |
3.703 |
0.053 |
1.5% |
3.703 |
| Range |
0.128 |
0.075 |
-0.053 |
-41.4% |
0.165 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.1% |
0.000 |
| Volume |
22,789 |
26,410 |
3,621 |
15.9% |
117,598 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.879 |
3.744 |
|
| R3 |
3.829 |
3.804 |
3.724 |
|
| R2 |
3.754 |
3.754 |
3.717 |
|
| R1 |
3.729 |
3.729 |
3.710 |
3.742 |
| PP |
3.679 |
3.679 |
3.679 |
3.686 |
| S1 |
3.654 |
3.654 |
3.696 |
3.667 |
| S2 |
3.604 |
3.604 |
3.689 |
|
| S3 |
3.529 |
3.579 |
3.682 |
|
| S4 |
3.454 |
3.504 |
3.662 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.144 |
4.089 |
3.794 |
|
| R3 |
3.979 |
3.924 |
3.748 |
|
| R2 |
3.814 |
3.814 |
3.733 |
|
| R1 |
3.759 |
3.759 |
3.718 |
3.787 |
| PP |
3.649 |
3.649 |
3.649 |
3.663 |
| S1 |
3.594 |
3.594 |
3.688 |
3.622 |
| S2 |
3.484 |
3.484 |
3.673 |
|
| S3 |
3.319 |
3.429 |
3.658 |
|
| S4 |
3.154 |
3.264 |
3.612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.705 |
3.540 |
0.165 |
4.5% |
0.090 |
2.4% |
99% |
True |
False |
23,519 |
| 10 |
3.705 |
3.469 |
0.236 |
6.4% |
0.090 |
2.4% |
99% |
True |
False |
25,491 |
| 20 |
4.015 |
3.469 |
0.546 |
14.7% |
0.086 |
2.3% |
43% |
False |
False |
21,891 |
| 40 |
4.068 |
3.469 |
0.599 |
16.2% |
0.081 |
2.2% |
39% |
False |
False |
18,675 |
| 60 |
4.070 |
3.469 |
0.601 |
16.2% |
0.079 |
2.1% |
39% |
False |
False |
16,419 |
| 80 |
4.070 |
3.469 |
0.601 |
16.2% |
0.076 |
2.1% |
39% |
False |
False |
14,294 |
| 100 |
4.085 |
3.469 |
0.616 |
16.6% |
0.077 |
2.1% |
38% |
False |
False |
13,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.024 |
|
2.618 |
3.901 |
|
1.618 |
3.826 |
|
1.000 |
3.780 |
|
0.618 |
3.751 |
|
HIGH |
3.705 |
|
0.618 |
3.676 |
|
0.500 |
3.668 |
|
0.382 |
3.659 |
|
LOW |
3.630 |
|
0.618 |
3.584 |
|
1.000 |
3.555 |
|
1.618 |
3.509 |
|
2.618 |
3.434 |
|
4.250 |
3.311 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.691 |
3.676 |
| PP |
3.679 |
3.649 |
| S1 |
3.668 |
3.623 |
|