NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.846 |
3.863 |
0.017 |
0.4% |
3.716 |
| High |
3.881 |
3.910 |
0.029 |
0.7% |
3.818 |
| Low |
3.788 |
3.836 |
0.048 |
1.3% |
3.601 |
| Close |
3.865 |
3.891 |
0.026 |
0.7% |
3.801 |
| Range |
0.093 |
0.074 |
-0.019 |
-20.4% |
0.217 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.1% |
0.000 |
| Volume |
39,284 |
33,340 |
-5,944 |
-15.1% |
109,909 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.101 |
4.070 |
3.932 |
|
| R3 |
4.027 |
3.996 |
3.911 |
|
| R2 |
3.953 |
3.953 |
3.905 |
|
| R1 |
3.922 |
3.922 |
3.898 |
3.938 |
| PP |
3.879 |
3.879 |
3.879 |
3.887 |
| S1 |
3.848 |
3.848 |
3.884 |
3.864 |
| S2 |
3.805 |
3.805 |
3.877 |
|
| S3 |
3.731 |
3.774 |
3.871 |
|
| S4 |
3.657 |
3.700 |
3.850 |
|
|
| 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 |
3.910 |
3.707 |
0.203 |
5.2% |
0.083 |
2.1% |
91% |
True |
False |
30,149 |
| 10 |
3.910 |
3.540 |
0.370 |
9.5% |
0.090 |
2.3% |
95% |
True |
False |
25,640 |
| 20 |
3.910 |
3.469 |
0.441 |
11.3% |
0.088 |
2.3% |
96% |
True |
False |
25,141 |
| 40 |
4.068 |
3.469 |
0.599 |
15.4% |
0.081 |
2.1% |
70% |
False |
False |
21,386 |
| 60 |
4.070 |
3.469 |
0.601 |
15.4% |
0.081 |
2.1% |
70% |
False |
False |
18,576 |
| 80 |
4.070 |
3.469 |
0.601 |
15.4% |
0.079 |
2.0% |
70% |
False |
False |
16,210 |
| 100 |
4.085 |
3.469 |
0.616 |
15.8% |
0.078 |
2.0% |
69% |
False |
False |
14,532 |
| 120 |
4.232 |
3.469 |
0.763 |
19.6% |
0.078 |
2.0% |
55% |
False |
False |
13,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.225 |
|
2.618 |
4.104 |
|
1.618 |
4.030 |
|
1.000 |
3.984 |
|
0.618 |
3.956 |
|
HIGH |
3.910 |
|
0.618 |
3.882 |
|
0.500 |
3.873 |
|
0.382 |
3.864 |
|
LOW |
3.836 |
|
0.618 |
3.790 |
|
1.000 |
3.762 |
|
1.618 |
3.716 |
|
2.618 |
3.642 |
|
4.250 |
3.522 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.885 |
3.877 |
| PP |
3.879 |
3.863 |
| S1 |
3.873 |
3.849 |
|