NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.612 |
3.681 |
0.069 |
1.9% |
3.586 |
| High |
3.667 |
3.705 |
0.038 |
1.0% |
3.667 |
| Low |
3.575 |
3.611 |
0.036 |
1.0% |
3.491 |
| Close |
3.660 |
3.617 |
-0.043 |
-1.2% |
3.660 |
| Range |
0.092 |
0.094 |
0.002 |
2.2% |
0.176 |
| ATR |
0.099 |
0.098 |
0.000 |
-0.3% |
0.000 |
| Volume |
94,998 |
117,343 |
22,345 |
23.5% |
550,021 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.926 |
3.866 |
3.669 |
|
| R3 |
3.832 |
3.772 |
3.643 |
|
| R2 |
3.738 |
3.738 |
3.634 |
|
| R1 |
3.678 |
3.678 |
3.626 |
3.661 |
| PP |
3.644 |
3.644 |
3.644 |
3.636 |
| S1 |
3.584 |
3.584 |
3.608 |
3.567 |
| S2 |
3.550 |
3.550 |
3.600 |
|
| S3 |
3.456 |
3.490 |
3.591 |
|
| S4 |
3.362 |
3.396 |
3.565 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.073 |
3.757 |
|
| R3 |
3.958 |
3.897 |
3.708 |
|
| R2 |
3.782 |
3.782 |
3.692 |
|
| R1 |
3.721 |
3.721 |
3.676 |
3.752 |
| PP |
3.606 |
3.606 |
3.606 |
3.621 |
| S1 |
3.545 |
3.545 |
3.644 |
3.576 |
| S2 |
3.430 |
3.430 |
3.628 |
|
| S3 |
3.254 |
3.369 |
3.612 |
|
| S4 |
3.078 |
3.193 |
3.563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.705 |
3.491 |
0.214 |
5.9% |
0.107 |
3.0% |
59% |
True |
False |
115,581 |
| 10 |
3.705 |
3.379 |
0.326 |
9.0% |
0.102 |
2.8% |
73% |
True |
False |
116,927 |
| 20 |
3.835 |
3.379 |
0.456 |
12.6% |
0.095 |
2.6% |
52% |
False |
False |
107,088 |
| 40 |
4.000 |
3.379 |
0.621 |
17.2% |
0.095 |
2.6% |
38% |
False |
False |
78,664 |
| 60 |
4.041 |
3.379 |
0.662 |
18.3% |
0.092 |
2.5% |
36% |
False |
False |
59,954 |
| 80 |
4.041 |
3.379 |
0.662 |
18.3% |
0.088 |
2.4% |
36% |
False |
False |
49,321 |
| 100 |
4.061 |
3.379 |
0.682 |
18.9% |
0.090 |
2.5% |
35% |
False |
False |
41,513 |
| 120 |
4.309 |
3.379 |
0.930 |
25.7% |
0.089 |
2.5% |
26% |
False |
False |
35,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.105 |
|
2.618 |
3.951 |
|
1.618 |
3.857 |
|
1.000 |
3.799 |
|
0.618 |
3.763 |
|
HIGH |
3.705 |
|
0.618 |
3.669 |
|
0.500 |
3.658 |
|
0.382 |
3.647 |
|
LOW |
3.611 |
|
0.618 |
3.553 |
|
1.000 |
3.517 |
|
1.618 |
3.459 |
|
2.618 |
3.365 |
|
4.250 |
3.212 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.658 |
3.611 |
| PP |
3.644 |
3.604 |
| S1 |
3.631 |
3.598 |
|