NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.664 |
3.606 |
-0.058 |
-1.6% |
3.633 |
| High |
3.689 |
3.715 |
0.026 |
0.7% |
3.705 |
| Low |
3.601 |
3.604 |
0.003 |
0.1% |
3.540 |
| Close |
3.607 |
3.710 |
0.103 |
2.9% |
3.703 |
| Range |
0.088 |
0.111 |
0.023 |
26.1% |
0.165 |
| ATR |
0.087 |
0.089 |
0.002 |
2.0% |
0.000 |
| Volume |
17,027 |
24,244 |
7,217 |
42.4% |
117,598 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.009 |
3.971 |
3.771 |
|
| R3 |
3.898 |
3.860 |
3.741 |
|
| R2 |
3.787 |
3.787 |
3.730 |
|
| R1 |
3.749 |
3.749 |
3.720 |
3.768 |
| PP |
3.676 |
3.676 |
3.676 |
3.686 |
| S1 |
3.638 |
3.638 |
3.700 |
3.657 |
| S2 |
3.565 |
3.565 |
3.690 |
|
| S3 |
3.454 |
3.527 |
3.679 |
|
| S4 |
3.343 |
3.416 |
3.649 |
|
|
| 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 |
3.742 |
3.540 |
0.202 |
5.4% |
0.097 |
2.6% |
84% |
False |
False |
21,132 |
| 10 |
3.742 |
3.540 |
0.202 |
5.4% |
0.091 |
2.5% |
84% |
False |
False |
22,852 |
| 20 |
3.885 |
3.469 |
0.416 |
11.2% |
0.086 |
2.3% |
58% |
False |
False |
22,087 |
| 40 |
4.068 |
3.469 |
0.599 |
16.1% |
0.082 |
2.2% |
40% |
False |
False |
19,256 |
| 60 |
4.070 |
3.469 |
0.601 |
16.2% |
0.080 |
2.2% |
40% |
False |
False |
17,007 |
| 80 |
4.070 |
3.469 |
0.601 |
16.2% |
0.078 |
2.1% |
40% |
False |
False |
14,752 |
| 100 |
4.085 |
3.469 |
0.616 |
16.6% |
0.078 |
2.1% |
39% |
False |
False |
13,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.187 |
|
2.618 |
4.006 |
|
1.618 |
3.895 |
|
1.000 |
3.826 |
|
0.618 |
3.784 |
|
HIGH |
3.715 |
|
0.618 |
3.673 |
|
0.500 |
3.660 |
|
0.382 |
3.646 |
|
LOW |
3.604 |
|
0.618 |
3.535 |
|
1.000 |
3.493 |
|
1.618 |
3.424 |
|
2.618 |
3.313 |
|
4.250 |
3.132 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.693 |
3.697 |
| PP |
3.676 |
3.684 |
| S1 |
3.660 |
3.672 |
|