NYMEX Natural Gas Future May 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.652 |
-0.028 |
-0.8% |
3.644 |
| High |
3.697 |
3.720 |
0.023 |
0.6% |
3.711 |
| Low |
3.619 |
3.650 |
0.031 |
0.9% |
3.570 |
| Close |
3.623 |
3.716 |
0.093 |
2.6% |
3.708 |
| Range |
0.078 |
0.070 |
-0.008 |
-10.3% |
0.141 |
| ATR |
0.070 |
0.072 |
0.002 |
2.8% |
0.000 |
| Volume |
3,675 |
3,249 |
-426 |
-11.6% |
36,075 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.881 |
3.755 |
|
| R3 |
3.835 |
3.811 |
3.735 |
|
| R2 |
3.765 |
3.765 |
3.729 |
|
| R1 |
3.741 |
3.741 |
3.722 |
3.753 |
| PP |
3.695 |
3.695 |
3.695 |
3.702 |
| S1 |
3.671 |
3.671 |
3.710 |
3.683 |
| S2 |
3.625 |
3.625 |
3.703 |
|
| S3 |
3.555 |
3.601 |
3.697 |
|
| S4 |
3.485 |
3.531 |
3.678 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.086 |
4.038 |
3.786 |
|
| R3 |
3.945 |
3.897 |
3.747 |
|
| R2 |
3.804 |
3.804 |
3.734 |
|
| R1 |
3.756 |
3.756 |
3.721 |
3.780 |
| PP |
3.663 |
3.663 |
3.663 |
3.675 |
| S1 |
3.615 |
3.615 |
3.695 |
3.639 |
| S2 |
3.522 |
3.522 |
3.682 |
|
| S3 |
3.381 |
3.474 |
3.669 |
|
| S4 |
3.240 |
3.333 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.743 |
3.570 |
0.173 |
4.7% |
0.075 |
2.0% |
84% |
False |
False |
4,944 |
| 10 |
3.743 |
3.569 |
0.174 |
4.7% |
0.067 |
1.8% |
84% |
False |
False |
6,140 |
| 20 |
3.860 |
3.495 |
0.365 |
9.8% |
0.065 |
1.8% |
61% |
False |
False |
5,037 |
| 40 |
4.012 |
3.495 |
0.517 |
13.9% |
0.062 |
1.7% |
43% |
False |
False |
3,783 |
| 60 |
4.012 |
3.495 |
0.517 |
13.9% |
0.061 |
1.6% |
43% |
False |
False |
3,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.018 |
|
2.618 |
3.903 |
|
1.618 |
3.833 |
|
1.000 |
3.790 |
|
0.618 |
3.763 |
|
HIGH |
3.720 |
|
0.618 |
3.693 |
|
0.500 |
3.685 |
|
0.382 |
3.677 |
|
LOW |
3.650 |
|
0.618 |
3.607 |
|
1.000 |
3.580 |
|
1.618 |
3.537 |
|
2.618 |
3.467 |
|
4.250 |
3.353 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.706 |
3.704 |
| PP |
3.695 |
3.693 |
| S1 |
3.685 |
3.681 |
|