NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.600 |
3.691 |
0.091 |
2.5% |
3.618 |
| High |
3.701 |
3.750 |
0.049 |
1.3% |
3.687 |
| Low |
3.600 |
3.689 |
0.089 |
2.5% |
3.535 |
| Close |
3.694 |
3.722 |
0.028 |
0.8% |
3.685 |
| Range |
0.101 |
0.061 |
-0.040 |
-39.6% |
0.152 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.8% |
0.000 |
| Volume |
20,049 |
17,280 |
-2,769 |
-13.8% |
105,887 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.874 |
3.756 |
|
| R3 |
3.842 |
3.813 |
3.739 |
|
| R2 |
3.781 |
3.781 |
3.733 |
|
| R1 |
3.752 |
3.752 |
3.728 |
3.767 |
| PP |
3.720 |
3.720 |
3.720 |
3.728 |
| S1 |
3.691 |
3.691 |
3.716 |
3.706 |
| S2 |
3.659 |
3.659 |
3.711 |
|
| S3 |
3.598 |
3.630 |
3.705 |
|
| S4 |
3.537 |
3.569 |
3.688 |
|
|
| 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 |
3.750 |
3.593 |
0.157 |
4.2% |
0.078 |
2.1% |
82% |
True |
False |
18,929 |
| 10 |
3.750 |
3.535 |
0.215 |
5.8% |
0.078 |
2.1% |
87% |
True |
False |
21,282 |
| 20 |
3.838 |
3.462 |
0.376 |
10.1% |
0.077 |
2.1% |
69% |
False |
False |
20,302 |
| 40 |
4.000 |
3.462 |
0.538 |
14.5% |
0.073 |
2.0% |
48% |
False |
False |
18,128 |
| 60 |
4.000 |
3.462 |
0.538 |
14.5% |
0.073 |
2.0% |
48% |
False |
False |
16,980 |
| 80 |
4.000 |
3.462 |
0.538 |
14.5% |
0.070 |
1.9% |
48% |
False |
False |
15,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.009 |
|
2.618 |
3.910 |
|
1.618 |
3.849 |
|
1.000 |
3.811 |
|
0.618 |
3.788 |
|
HIGH |
3.750 |
|
0.618 |
3.727 |
|
0.500 |
3.720 |
|
0.382 |
3.712 |
|
LOW |
3.689 |
|
0.618 |
3.651 |
|
1.000 |
3.628 |
|
1.618 |
3.590 |
|
2.618 |
3.529 |
|
4.250 |
3.430 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.721 |
3.705 |
| PP |
3.720 |
3.688 |
| S1 |
3.720 |
3.672 |
|