NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.583 |
3.639 |
0.056 |
1.6% |
3.618 |
| High |
3.652 |
3.687 |
0.035 |
1.0% |
3.687 |
| Low |
3.535 |
3.615 |
0.080 |
2.3% |
3.535 |
| Close |
3.635 |
3.685 |
0.050 |
1.4% |
3.685 |
| Range |
0.117 |
0.072 |
-0.045 |
-38.5% |
0.152 |
| ATR |
0.080 |
0.079 |
-0.001 |
-0.7% |
0.000 |
| Volume |
19,994 |
24,692 |
4,698 |
23.5% |
105,887 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.878 |
3.854 |
3.725 |
|
| R3 |
3.806 |
3.782 |
3.705 |
|
| R2 |
3.734 |
3.734 |
3.698 |
|
| R1 |
3.710 |
3.710 |
3.692 |
3.722 |
| PP |
3.662 |
3.662 |
3.662 |
3.669 |
| S1 |
3.638 |
3.638 |
3.678 |
3.650 |
| S2 |
3.590 |
3.590 |
3.672 |
|
| S3 |
3.518 |
3.566 |
3.665 |
|
| S4 |
3.446 |
3.494 |
3.645 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.092 |
4.040 |
3.769 |
|
| R3 |
3.940 |
3.888 |
3.727 |
|
| R2 |
3.788 |
3.788 |
3.713 |
|
| R1 |
3.736 |
3.736 |
3.699 |
3.762 |
| PP |
3.636 |
3.636 |
3.636 |
3.649 |
| S1 |
3.584 |
3.584 |
3.671 |
3.610 |
| S2 |
3.484 |
3.484 |
3.657 |
|
| S3 |
3.332 |
3.432 |
3.643 |
|
| S4 |
3.180 |
3.280 |
3.601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.687 |
3.535 |
0.152 |
4.1% |
0.081 |
2.2% |
99% |
True |
False |
21,177 |
| 10 |
3.687 |
3.462 |
0.225 |
6.1% |
0.077 |
2.1% |
99% |
True |
False |
23,789 |
| 20 |
3.960 |
3.462 |
0.498 |
13.5% |
0.078 |
2.1% |
45% |
False |
False |
20,176 |
| 40 |
4.000 |
3.462 |
0.538 |
14.6% |
0.073 |
2.0% |
41% |
False |
False |
17,666 |
| 60 |
4.000 |
3.462 |
0.538 |
14.6% |
0.072 |
2.0% |
41% |
False |
False |
16,398 |
| 80 |
4.000 |
3.462 |
0.538 |
14.6% |
0.069 |
1.9% |
41% |
False |
False |
14,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.875 |
|
1.618 |
3.803 |
|
1.000 |
3.759 |
|
0.618 |
3.731 |
|
HIGH |
3.687 |
|
0.618 |
3.659 |
|
0.500 |
3.651 |
|
0.382 |
3.643 |
|
LOW |
3.615 |
|
0.618 |
3.571 |
|
1.000 |
3.543 |
|
1.618 |
3.499 |
|
2.618 |
3.427 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.674 |
3.660 |
| PP |
3.662 |
3.636 |
| S1 |
3.651 |
3.611 |
|