NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.520 |
3.586 |
0.066 |
1.9% |
3.475 |
| High |
3.589 |
3.598 |
0.009 |
0.3% |
3.622 |
| Low |
3.510 |
3.542 |
0.032 |
0.9% |
3.379 |
| Close |
3.559 |
3.574 |
0.015 |
0.4% |
3.559 |
| Range |
0.079 |
0.056 |
-0.023 |
-29.1% |
0.243 |
| ATR |
0.098 |
0.095 |
-0.003 |
-3.1% |
0.000 |
| Volume |
80,001 |
89,457 |
9,456 |
11.8% |
602,595 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.739 |
3.713 |
3.605 |
|
| R3 |
3.683 |
3.657 |
3.589 |
|
| R2 |
3.627 |
3.627 |
3.584 |
|
| R1 |
3.601 |
3.601 |
3.579 |
3.586 |
| PP |
3.571 |
3.571 |
3.571 |
3.564 |
| S1 |
3.545 |
3.545 |
3.569 |
3.530 |
| S2 |
3.515 |
3.515 |
3.564 |
|
| S3 |
3.459 |
3.489 |
3.559 |
|
| S4 |
3.403 |
3.433 |
3.543 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.249 |
4.147 |
3.693 |
|
| R3 |
4.006 |
3.904 |
3.626 |
|
| R2 |
3.763 |
3.763 |
3.604 |
|
| R1 |
3.661 |
3.661 |
3.581 |
3.712 |
| PP |
3.520 |
3.520 |
3.520 |
3.546 |
| S1 |
3.418 |
3.418 |
3.537 |
3.469 |
| S2 |
3.277 |
3.277 |
3.514 |
|
| S3 |
3.034 |
3.175 |
3.492 |
|
| S4 |
2.791 |
2.932 |
3.425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.622 |
3.379 |
0.243 |
6.8% |
0.096 |
2.7% |
80% |
False |
False |
118,274 |
| 10 |
3.685 |
3.379 |
0.306 |
8.6% |
0.085 |
2.4% |
64% |
False |
False |
112,514 |
| 20 |
4.000 |
3.379 |
0.621 |
17.4% |
0.096 |
2.7% |
31% |
False |
False |
95,215 |
| 40 |
4.041 |
3.379 |
0.662 |
18.5% |
0.091 |
2.5% |
29% |
False |
False |
67,479 |
| 60 |
4.041 |
3.379 |
0.662 |
18.5% |
0.089 |
2.5% |
29% |
False |
False |
51,709 |
| 80 |
4.041 |
3.379 |
0.662 |
18.5% |
0.087 |
2.4% |
29% |
False |
False |
42,621 |
| 100 |
4.135 |
3.379 |
0.756 |
21.2% |
0.090 |
2.5% |
26% |
False |
False |
36,072 |
| 120 |
4.583 |
3.379 |
1.204 |
33.7% |
0.090 |
2.5% |
16% |
False |
False |
31,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.836 |
|
2.618 |
3.745 |
|
1.618 |
3.689 |
|
1.000 |
3.654 |
|
0.618 |
3.633 |
|
HIGH |
3.598 |
|
0.618 |
3.577 |
|
0.500 |
3.570 |
|
0.382 |
3.563 |
|
LOW |
3.542 |
|
0.618 |
3.507 |
|
1.000 |
3.486 |
|
1.618 |
3.451 |
|
2.618 |
3.395 |
|
4.250 |
3.304 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.573 |
3.567 |
| PP |
3.571 |
3.560 |
| S1 |
3.570 |
3.553 |
|