NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.738 |
3.840 |
0.102 |
2.7% |
3.716 |
| High |
3.818 |
3.885 |
0.067 |
1.8% |
3.818 |
| Low |
3.721 |
3.799 |
0.078 |
2.1% |
3.601 |
| Close |
3.801 |
3.840 |
0.039 |
1.0% |
3.801 |
| Range |
0.097 |
0.086 |
-0.011 |
-11.3% |
0.217 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.1% |
0.000 |
| Volume |
23,807 |
24,675 |
868 |
3.6% |
109,909 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.099 |
4.056 |
3.887 |
|
| R3 |
4.013 |
3.970 |
3.864 |
|
| R2 |
3.927 |
3.927 |
3.856 |
|
| R1 |
3.884 |
3.884 |
3.848 |
3.883 |
| PP |
3.841 |
3.841 |
3.841 |
3.841 |
| S1 |
3.798 |
3.798 |
3.832 |
3.797 |
| S2 |
3.755 |
3.755 |
3.824 |
|
| S3 |
3.669 |
3.712 |
3.816 |
|
| S4 |
3.583 |
3.626 |
3.793 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.391 |
4.313 |
3.920 |
|
| R3 |
4.174 |
4.096 |
3.861 |
|
| R2 |
3.957 |
3.957 |
3.841 |
|
| R1 |
3.879 |
3.879 |
3.821 |
3.918 |
| PP |
3.740 |
3.740 |
3.740 |
3.760 |
| S1 |
3.662 |
3.662 |
3.781 |
3.701 |
| S2 |
3.523 |
3.523 |
3.761 |
|
| S3 |
3.306 |
3.445 |
3.741 |
|
| S4 |
3.089 |
3.228 |
3.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.885 |
3.601 |
0.284 |
7.4% |
0.089 |
2.3% |
84% |
True |
False |
23,878 |
| 10 |
3.885 |
3.540 |
0.345 |
9.0% |
0.093 |
2.4% |
87% |
True |
False |
22,933 |
| 20 |
3.885 |
3.469 |
0.416 |
10.8% |
0.084 |
2.2% |
89% |
True |
False |
23,337 |
| 40 |
4.068 |
3.469 |
0.599 |
15.6% |
0.081 |
2.1% |
62% |
False |
False |
20,200 |
| 60 |
4.070 |
3.469 |
0.601 |
15.7% |
0.080 |
2.1% |
62% |
False |
False |
17,796 |
| 80 |
4.070 |
3.469 |
0.601 |
15.7% |
0.078 |
2.0% |
62% |
False |
False |
15,483 |
| 100 |
4.085 |
3.469 |
0.616 |
16.0% |
0.078 |
2.0% |
60% |
False |
False |
13,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.251 |
|
2.618 |
4.110 |
|
1.618 |
4.024 |
|
1.000 |
3.971 |
|
0.618 |
3.938 |
|
HIGH |
3.885 |
|
0.618 |
3.852 |
|
0.500 |
3.842 |
|
0.382 |
3.832 |
|
LOW |
3.799 |
|
0.618 |
3.746 |
|
1.000 |
3.713 |
|
1.618 |
3.660 |
|
2.618 |
3.574 |
|
4.250 |
3.434 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.842 |
3.825 |
| PP |
3.841 |
3.811 |
| S1 |
3.841 |
3.796 |
|