NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.703 |
3.814 |
0.111 |
3.0% |
3.681 |
| High |
3.787 |
3.849 |
0.062 |
1.6% |
3.787 |
| Low |
3.682 |
3.753 |
0.071 |
1.9% |
3.545 |
| Close |
3.768 |
3.789 |
0.021 |
0.6% |
3.768 |
| Range |
0.105 |
0.096 |
-0.009 |
-8.6% |
0.242 |
| ATR |
0.100 |
0.100 |
0.000 |
-0.3% |
0.000 |
| Volume |
64,342 |
69,268 |
4,926 |
7.7% |
525,922 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.085 |
4.033 |
3.842 |
|
| R3 |
3.989 |
3.937 |
3.815 |
|
| R2 |
3.893 |
3.893 |
3.807 |
|
| R1 |
3.841 |
3.841 |
3.798 |
3.819 |
| PP |
3.797 |
3.797 |
3.797 |
3.786 |
| S1 |
3.745 |
3.745 |
3.780 |
3.723 |
| S2 |
3.701 |
3.701 |
3.771 |
|
| S3 |
3.605 |
3.649 |
3.763 |
|
| S4 |
3.509 |
3.553 |
3.736 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.426 |
4.339 |
3.901 |
|
| R3 |
4.184 |
4.097 |
3.835 |
|
| R2 |
3.942 |
3.942 |
3.812 |
|
| R1 |
3.855 |
3.855 |
3.790 |
3.899 |
| PP |
3.700 |
3.700 |
3.700 |
3.722 |
| S1 |
3.613 |
3.613 |
3.746 |
3.657 |
| S2 |
3.458 |
3.458 |
3.724 |
|
| S3 |
3.216 |
3.371 |
3.701 |
|
| S4 |
2.974 |
3.129 |
3.635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.849 |
3.545 |
0.304 |
8.0% |
0.103 |
2.7% |
80% |
True |
False |
95,569 |
| 10 |
3.849 |
3.491 |
0.358 |
9.4% |
0.105 |
2.8% |
83% |
True |
False |
105,575 |
| 20 |
3.849 |
3.379 |
0.470 |
12.4% |
0.095 |
2.5% |
87% |
True |
False |
109,045 |
| 40 |
4.000 |
3.379 |
0.621 |
16.4% |
0.096 |
2.5% |
66% |
False |
False |
86,707 |
| 60 |
4.041 |
3.379 |
0.662 |
17.5% |
0.093 |
2.4% |
62% |
False |
False |
66,751 |
| 80 |
4.041 |
3.379 |
0.662 |
17.5% |
0.090 |
2.4% |
62% |
False |
False |
54,464 |
| 100 |
4.061 |
3.379 |
0.682 |
18.0% |
0.091 |
2.4% |
60% |
False |
False |
45,618 |
| 120 |
4.215 |
3.379 |
0.836 |
22.1% |
0.091 |
2.4% |
49% |
False |
False |
39,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.257 |
|
2.618 |
4.100 |
|
1.618 |
4.004 |
|
1.000 |
3.945 |
|
0.618 |
3.908 |
|
HIGH |
3.849 |
|
0.618 |
3.812 |
|
0.500 |
3.801 |
|
0.382 |
3.790 |
|
LOW |
3.753 |
|
0.618 |
3.694 |
|
1.000 |
3.657 |
|
1.618 |
3.598 |
|
2.618 |
3.502 |
|
4.250 |
3.345 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.801 |
3.778 |
| PP |
3.797 |
3.766 |
| S1 |
3.793 |
3.755 |
|