NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.863 |
3.889 |
0.026 |
0.7% |
3.840 |
| High |
3.910 |
3.948 |
0.038 |
1.0% |
3.948 |
| Low |
3.836 |
3.869 |
0.033 |
0.9% |
3.788 |
| Close |
3.891 |
3.944 |
0.053 |
1.4% |
3.944 |
| Range |
0.074 |
0.079 |
0.005 |
6.8% |
0.160 |
| ATR |
0.087 |
0.086 |
-0.001 |
-0.6% |
0.000 |
| Volume |
33,340 |
29,252 |
-4,088 |
-12.3% |
126,551 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.157 |
4.130 |
3.987 |
|
| R3 |
4.078 |
4.051 |
3.966 |
|
| R2 |
3.999 |
3.999 |
3.958 |
|
| R1 |
3.972 |
3.972 |
3.951 |
3.986 |
| PP |
3.920 |
3.920 |
3.920 |
3.927 |
| S1 |
3.893 |
3.893 |
3.937 |
3.907 |
| S2 |
3.841 |
3.841 |
3.930 |
|
| S3 |
3.762 |
3.814 |
3.922 |
|
| S4 |
3.683 |
3.735 |
3.901 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.373 |
4.319 |
4.032 |
|
| R3 |
4.213 |
4.159 |
3.988 |
|
| R2 |
4.053 |
4.053 |
3.973 |
|
| R1 |
3.999 |
3.999 |
3.959 |
4.026 |
| PP |
3.893 |
3.893 |
3.893 |
3.907 |
| S1 |
3.839 |
3.839 |
3.929 |
3.866 |
| S2 |
3.733 |
3.733 |
3.915 |
|
| S3 |
3.573 |
3.679 |
3.900 |
|
| S4 |
3.413 |
3.519 |
3.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.948 |
3.721 |
0.227 |
5.8% |
0.086 |
2.2% |
98% |
True |
False |
30,071 |
| 10 |
3.948 |
3.601 |
0.347 |
8.8% |
0.085 |
2.2% |
99% |
True |
False |
26,287 |
| 20 |
3.948 |
3.469 |
0.479 |
12.1% |
0.087 |
2.2% |
99% |
True |
False |
25,502 |
| 40 |
4.068 |
3.469 |
0.599 |
15.2% |
0.082 |
2.1% |
79% |
False |
False |
21,863 |
| 60 |
4.070 |
3.469 |
0.601 |
15.2% |
0.080 |
2.0% |
79% |
False |
False |
18,917 |
| 80 |
4.070 |
3.469 |
0.601 |
15.2% |
0.079 |
2.0% |
79% |
False |
False |
16,500 |
| 100 |
4.085 |
3.469 |
0.616 |
15.6% |
0.078 |
2.0% |
77% |
False |
False |
14,726 |
| 120 |
4.232 |
3.469 |
0.763 |
19.3% |
0.078 |
2.0% |
62% |
False |
False |
13,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.284 |
|
2.618 |
4.155 |
|
1.618 |
4.076 |
|
1.000 |
4.027 |
|
0.618 |
3.997 |
|
HIGH |
3.948 |
|
0.618 |
3.918 |
|
0.500 |
3.909 |
|
0.382 |
3.899 |
|
LOW |
3.869 |
|
0.618 |
3.820 |
|
1.000 |
3.790 |
|
1.618 |
3.741 |
|
2.618 |
3.662 |
|
4.250 |
3.533 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.932 |
3.919 |
| PP |
3.920 |
3.893 |
| S1 |
3.909 |
3.868 |
|