NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.606 |
3.707 |
0.101 |
2.8% |
3.633 |
| High |
3.715 |
3.770 |
0.055 |
1.5% |
3.705 |
| Low |
3.604 |
3.707 |
0.103 |
2.9% |
3.540 |
| Close |
3.710 |
3.735 |
0.025 |
0.7% |
3.703 |
| Range |
0.111 |
0.063 |
-0.048 |
-43.2% |
0.165 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.1% |
0.000 |
| Volume |
24,244 |
29,641 |
5,397 |
22.3% |
117,598 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.926 |
3.894 |
3.770 |
|
| R3 |
3.863 |
3.831 |
3.752 |
|
| R2 |
3.800 |
3.800 |
3.747 |
|
| R1 |
3.768 |
3.768 |
3.741 |
3.784 |
| PP |
3.737 |
3.737 |
3.737 |
3.746 |
| S1 |
3.705 |
3.705 |
3.729 |
3.721 |
| S2 |
3.674 |
3.674 |
3.723 |
|
| S3 |
3.611 |
3.642 |
3.718 |
|
| S4 |
3.548 |
3.579 |
3.700 |
|
|
| 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 |
3.770 |
3.601 |
0.169 |
4.5% |
0.084 |
2.2% |
79% |
True |
False |
22,502 |
| 10 |
3.770 |
3.540 |
0.230 |
6.2% |
0.086 |
2.3% |
85% |
True |
False |
23,638 |
| 20 |
3.885 |
3.469 |
0.416 |
11.1% |
0.085 |
2.3% |
64% |
False |
False |
22,508 |
| 40 |
4.068 |
3.469 |
0.599 |
16.0% |
0.080 |
2.1% |
44% |
False |
False |
19,739 |
| 60 |
4.070 |
3.469 |
0.601 |
16.1% |
0.080 |
2.1% |
44% |
False |
False |
17,351 |
| 80 |
4.070 |
3.469 |
0.601 |
16.1% |
0.078 |
2.1% |
44% |
False |
False |
15,055 |
| 100 |
4.085 |
3.469 |
0.616 |
16.5% |
0.078 |
2.1% |
43% |
False |
False |
13,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.038 |
|
2.618 |
3.935 |
|
1.618 |
3.872 |
|
1.000 |
3.833 |
|
0.618 |
3.809 |
|
HIGH |
3.770 |
|
0.618 |
3.746 |
|
0.500 |
3.739 |
|
0.382 |
3.731 |
|
LOW |
3.707 |
|
0.618 |
3.668 |
|
1.000 |
3.644 |
|
1.618 |
3.605 |
|
2.618 |
3.542 |
|
4.250 |
3.439 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.739 |
3.719 |
| PP |
3.737 |
3.702 |
| S1 |
3.736 |
3.686 |
|