NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.565 |
3.580 |
0.015 |
0.4% |
3.515 |
| High |
3.644 |
3.616 |
-0.028 |
-0.8% |
3.644 |
| Low |
3.543 |
3.565 |
0.022 |
0.6% |
3.462 |
| Close |
3.561 |
3.600 |
0.039 |
1.1% |
3.600 |
| Range |
0.101 |
0.051 |
-0.050 |
-49.5% |
0.182 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.2% |
0.000 |
| Volume |
22,831 |
36,979 |
14,148 |
62.0% |
132,006 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.747 |
3.724 |
3.628 |
|
| R3 |
3.696 |
3.673 |
3.614 |
|
| R2 |
3.645 |
3.645 |
3.609 |
|
| R1 |
3.622 |
3.622 |
3.605 |
3.634 |
| PP |
3.594 |
3.594 |
3.594 |
3.599 |
| S1 |
3.571 |
3.571 |
3.595 |
3.583 |
| S2 |
3.543 |
3.543 |
3.591 |
|
| S3 |
3.492 |
3.520 |
3.586 |
|
| S4 |
3.441 |
3.469 |
3.572 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.115 |
4.039 |
3.700 |
|
| R3 |
3.933 |
3.857 |
3.650 |
|
| R2 |
3.751 |
3.751 |
3.633 |
|
| R1 |
3.675 |
3.675 |
3.617 |
3.713 |
| PP |
3.569 |
3.569 |
3.569 |
3.588 |
| S1 |
3.493 |
3.493 |
3.583 |
3.531 |
| S2 |
3.387 |
3.387 |
3.567 |
|
| S3 |
3.205 |
3.311 |
3.550 |
|
| S4 |
3.023 |
3.129 |
3.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.644 |
3.462 |
0.182 |
5.1% |
0.073 |
2.0% |
76% |
False |
False |
26,401 |
| 10 |
3.824 |
3.462 |
0.362 |
10.1% |
0.074 |
2.1% |
38% |
False |
False |
21,717 |
| 20 |
4.000 |
3.462 |
0.538 |
14.9% |
0.077 |
2.1% |
26% |
False |
False |
19,398 |
| 40 |
4.000 |
3.462 |
0.538 |
14.9% |
0.072 |
2.0% |
26% |
False |
False |
17,598 |
| 60 |
4.000 |
3.462 |
0.538 |
14.9% |
0.069 |
1.9% |
26% |
False |
False |
15,397 |
| 80 |
4.000 |
3.462 |
0.538 |
14.9% |
0.068 |
1.9% |
26% |
False |
False |
14,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.833 |
|
2.618 |
3.750 |
|
1.618 |
3.699 |
|
1.000 |
3.667 |
|
0.618 |
3.648 |
|
HIGH |
3.616 |
|
0.618 |
3.597 |
|
0.500 |
3.591 |
|
0.382 |
3.584 |
|
LOW |
3.565 |
|
0.618 |
3.533 |
|
1.000 |
3.514 |
|
1.618 |
3.482 |
|
2.618 |
3.431 |
|
4.250 |
3.348 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.597 |
3.598 |
| PP |
3.594 |
3.596 |
| S1 |
3.591 |
3.594 |
|