NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.691 |
3.750 |
0.059 |
1.6% |
3.698 |
| High |
3.750 |
3.795 |
0.045 |
1.2% |
3.795 |
| Low |
3.689 |
3.709 |
0.020 |
0.5% |
3.593 |
| Close |
3.722 |
3.777 |
0.055 |
1.5% |
3.777 |
| Range |
0.061 |
0.086 |
0.025 |
41.0% |
0.202 |
| ATR |
0.080 |
0.080 |
0.000 |
0.6% |
0.000 |
| Volume |
17,280 |
24,923 |
7,643 |
44.2% |
94,879 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.018 |
3.984 |
3.824 |
|
| R3 |
3.932 |
3.898 |
3.801 |
|
| R2 |
3.846 |
3.846 |
3.793 |
|
| R1 |
3.812 |
3.812 |
3.785 |
3.829 |
| PP |
3.760 |
3.760 |
3.760 |
3.769 |
| S1 |
3.726 |
3.726 |
3.769 |
3.743 |
| S2 |
3.674 |
3.674 |
3.761 |
|
| S3 |
3.588 |
3.640 |
3.753 |
|
| S4 |
3.502 |
3.554 |
3.730 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.328 |
4.254 |
3.888 |
|
| R3 |
4.126 |
4.052 |
3.833 |
|
| R2 |
3.924 |
3.924 |
3.814 |
|
| R1 |
3.850 |
3.850 |
3.796 |
3.887 |
| PP |
3.722 |
3.722 |
3.722 |
3.740 |
| S1 |
3.648 |
3.648 |
3.758 |
3.685 |
| S2 |
3.520 |
3.520 |
3.740 |
|
| S3 |
3.318 |
3.446 |
3.721 |
|
| S4 |
3.116 |
3.244 |
3.666 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.795 |
3.593 |
0.202 |
5.3% |
0.081 |
2.1% |
91% |
True |
False |
18,975 |
| 10 |
3.795 |
3.535 |
0.260 |
6.9% |
0.081 |
2.1% |
93% |
True |
False |
20,076 |
| 20 |
3.824 |
3.462 |
0.362 |
9.6% |
0.078 |
2.1% |
87% |
False |
False |
20,897 |
| 40 |
4.000 |
3.462 |
0.538 |
14.2% |
0.073 |
1.9% |
59% |
False |
False |
18,194 |
| 60 |
4.000 |
3.462 |
0.538 |
14.2% |
0.073 |
1.9% |
59% |
False |
False |
17,260 |
| 80 |
4.000 |
3.462 |
0.538 |
14.2% |
0.070 |
1.9% |
59% |
False |
False |
15,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.161 |
|
2.618 |
4.020 |
|
1.618 |
3.934 |
|
1.000 |
3.881 |
|
0.618 |
3.848 |
|
HIGH |
3.795 |
|
0.618 |
3.762 |
|
0.500 |
3.752 |
|
0.382 |
3.742 |
|
LOW |
3.709 |
|
0.618 |
3.656 |
|
1.000 |
3.623 |
|
1.618 |
3.570 |
|
2.618 |
3.484 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.769 |
3.751 |
| PP |
3.760 |
3.724 |
| S1 |
3.752 |
3.698 |
|