NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.681 |
3.614 |
-0.067 |
-1.8% |
3.586 |
| High |
3.705 |
3.647 |
-0.058 |
-1.6% |
3.667 |
| Low |
3.611 |
3.545 |
-0.066 |
-1.8% |
3.491 |
| Close |
3.617 |
3.556 |
-0.061 |
-1.7% |
3.660 |
| Range |
0.094 |
0.102 |
0.008 |
8.5% |
0.176 |
| ATR |
0.098 |
0.099 |
0.000 |
0.3% |
0.000 |
| Volume |
117,343 |
106,148 |
-11,195 |
-9.5% |
550,021 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.889 |
3.824 |
3.612 |
|
| R3 |
3.787 |
3.722 |
3.584 |
|
| R2 |
3.685 |
3.685 |
3.575 |
|
| R1 |
3.620 |
3.620 |
3.565 |
3.602 |
| PP |
3.583 |
3.583 |
3.583 |
3.573 |
| S1 |
3.518 |
3.518 |
3.547 |
3.500 |
| S2 |
3.481 |
3.481 |
3.537 |
|
| S3 |
3.379 |
3.416 |
3.528 |
|
| S4 |
3.277 |
3.314 |
3.500 |
|
|
| 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 |
6.0% |
0.109 |
3.1% |
30% |
False |
False |
114,727 |
| 10 |
3.705 |
3.453 |
0.252 |
7.1% |
0.101 |
2.8% |
41% |
False |
False |
114,882 |
| 20 |
3.835 |
3.379 |
0.456 |
12.8% |
0.095 |
2.7% |
39% |
False |
False |
107,870 |
| 40 |
4.000 |
3.379 |
0.621 |
17.5% |
0.094 |
2.6% |
29% |
False |
False |
80,840 |
| 60 |
4.041 |
3.379 |
0.662 |
18.6% |
0.093 |
2.6% |
27% |
False |
False |
61,550 |
| 80 |
4.041 |
3.379 |
0.662 |
18.6% |
0.089 |
2.5% |
27% |
False |
False |
50,545 |
| 100 |
4.061 |
3.379 |
0.682 |
19.2% |
0.091 |
2.5% |
26% |
False |
False |
42,408 |
| 120 |
4.282 |
3.379 |
0.903 |
25.4% |
0.089 |
2.5% |
20% |
False |
False |
36,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.081 |
|
2.618 |
3.914 |
|
1.618 |
3.812 |
|
1.000 |
3.749 |
|
0.618 |
3.710 |
|
HIGH |
3.647 |
|
0.618 |
3.608 |
|
0.500 |
3.596 |
|
0.382 |
3.584 |
|
LOW |
3.545 |
|
0.618 |
3.482 |
|
1.000 |
3.443 |
|
1.618 |
3.380 |
|
2.618 |
3.278 |
|
4.250 |
3.112 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.596 |
3.625 |
| PP |
3.583 |
3.602 |
| S1 |
3.569 |
3.579 |
|