NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.586 |
3.581 |
-0.005 |
-0.1% |
3.475 |
| High |
3.598 |
3.656 |
0.058 |
1.6% |
3.622 |
| Low |
3.542 |
3.561 |
0.019 |
0.5% |
3.379 |
| Close |
3.574 |
3.617 |
0.043 |
1.2% |
3.559 |
| Range |
0.056 |
0.095 |
0.039 |
69.6% |
0.243 |
| ATR |
0.095 |
0.095 |
0.000 |
0.0% |
0.000 |
| Volume |
89,457 |
110,420 |
20,963 |
23.4% |
602,595 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.896 |
3.852 |
3.669 |
|
| R3 |
3.801 |
3.757 |
3.643 |
|
| R2 |
3.706 |
3.706 |
3.634 |
|
| R1 |
3.662 |
3.662 |
3.626 |
3.684 |
| PP |
3.611 |
3.611 |
3.611 |
3.623 |
| S1 |
3.567 |
3.567 |
3.608 |
3.589 |
| S2 |
3.516 |
3.516 |
3.600 |
|
| S3 |
3.421 |
3.472 |
3.591 |
|
| S4 |
3.326 |
3.377 |
3.565 |
|
|
| 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 |
3.656 |
3.453 |
0.203 |
5.6% |
0.093 |
2.6% |
81% |
True |
False |
115,037 |
| 10 |
3.662 |
3.379 |
0.283 |
7.8% |
0.087 |
2.4% |
84% |
False |
False |
111,984 |
| 20 |
4.000 |
3.379 |
0.621 |
17.2% |
0.096 |
2.7% |
38% |
False |
False |
97,123 |
| 40 |
4.041 |
3.379 |
0.662 |
18.3% |
0.092 |
2.5% |
36% |
False |
False |
69,631 |
| 60 |
4.041 |
3.379 |
0.662 |
18.3% |
0.089 |
2.5% |
36% |
False |
False |
53,347 |
| 80 |
4.041 |
3.379 |
0.662 |
18.3% |
0.087 |
2.4% |
36% |
False |
False |
43,852 |
| 100 |
4.079 |
3.379 |
0.700 |
19.4% |
0.090 |
2.5% |
34% |
False |
False |
37,103 |
| 120 |
4.583 |
3.379 |
1.204 |
33.3% |
0.090 |
2.5% |
20% |
False |
False |
32,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.060 |
|
2.618 |
3.905 |
|
1.618 |
3.810 |
|
1.000 |
3.751 |
|
0.618 |
3.715 |
|
HIGH |
3.656 |
|
0.618 |
3.620 |
|
0.500 |
3.609 |
|
0.382 |
3.597 |
|
LOW |
3.561 |
|
0.618 |
3.502 |
|
1.000 |
3.466 |
|
1.618 |
3.407 |
|
2.618 |
3.312 |
|
4.250 |
3.157 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.614 |
3.606 |
| PP |
3.611 |
3.594 |
| S1 |
3.609 |
3.583 |
|