NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.581 |
3.646 |
0.065 |
1.8% |
3.475 |
| High |
3.656 |
3.662 |
0.006 |
0.2% |
3.622 |
| Low |
3.561 |
3.540 |
-0.021 |
-0.6% |
3.379 |
| Close |
3.617 |
3.566 |
-0.051 |
-1.4% |
3.559 |
| Range |
0.095 |
0.122 |
0.027 |
28.4% |
0.243 |
| ATR |
0.095 |
0.097 |
0.002 |
2.1% |
0.000 |
| Volume |
110,420 |
115,255 |
4,835 |
4.4% |
602,595 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.955 |
3.883 |
3.633 |
|
| R3 |
3.833 |
3.761 |
3.600 |
|
| R2 |
3.711 |
3.711 |
3.588 |
|
| R1 |
3.639 |
3.639 |
3.577 |
3.614 |
| PP |
3.589 |
3.589 |
3.589 |
3.577 |
| S1 |
3.517 |
3.517 |
3.555 |
3.492 |
| S2 |
3.467 |
3.467 |
3.544 |
|
| S3 |
3.345 |
3.395 |
3.532 |
|
| S4 |
3.223 |
3.273 |
3.499 |
|
|
| 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 |
3.662 |
3.483 |
0.179 |
5.0% |
0.098 |
2.8% |
46% |
True |
False |
113,284 |
| 10 |
3.662 |
3.379 |
0.283 |
7.9% |
0.094 |
2.6% |
66% |
True |
False |
114,954 |
| 20 |
3.970 |
3.379 |
0.591 |
16.6% |
0.097 |
2.7% |
32% |
False |
False |
99,000 |
| 40 |
4.041 |
3.379 |
0.662 |
18.6% |
0.093 |
2.6% |
28% |
False |
False |
71,989 |
| 60 |
4.041 |
3.379 |
0.662 |
18.6% |
0.090 |
2.5% |
28% |
False |
False |
54,947 |
| 80 |
4.041 |
3.379 |
0.662 |
18.6% |
0.088 |
2.5% |
28% |
False |
False |
45,174 |
| 100 |
4.061 |
3.379 |
0.682 |
19.1% |
0.090 |
2.5% |
27% |
False |
False |
38,196 |
| 120 |
4.583 |
3.379 |
1.204 |
33.8% |
0.090 |
2.5% |
16% |
False |
False |
32,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.181 |
|
2.618 |
3.981 |
|
1.618 |
3.859 |
|
1.000 |
3.784 |
|
0.618 |
3.737 |
|
HIGH |
3.662 |
|
0.618 |
3.615 |
|
0.500 |
3.601 |
|
0.382 |
3.587 |
|
LOW |
3.540 |
|
0.618 |
3.465 |
|
1.000 |
3.418 |
|
1.618 |
3.343 |
|
2.618 |
3.221 |
|
4.250 |
3.022 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.601 |
3.601 |
| PP |
3.589 |
3.589 |
| S1 |
3.578 |
3.578 |
|