NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.814 |
3.795 |
-0.019 |
-0.5% |
3.681 |
| High |
3.849 |
3.837 |
-0.012 |
-0.3% |
3.787 |
| Low |
3.753 |
3.741 |
-0.012 |
-0.3% |
3.545 |
| Close |
3.789 |
3.818 |
0.029 |
0.8% |
3.768 |
| Range |
0.096 |
0.096 |
0.000 |
0.0% |
0.242 |
| ATR |
0.100 |
0.100 |
0.000 |
-0.3% |
0.000 |
| Volume |
69,268 |
14,339 |
-54,929 |
-79.3% |
525,922 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.087 |
4.048 |
3.871 |
|
| R3 |
3.991 |
3.952 |
3.844 |
|
| R2 |
3.895 |
3.895 |
3.836 |
|
| R1 |
3.856 |
3.856 |
3.827 |
3.876 |
| PP |
3.799 |
3.799 |
3.799 |
3.808 |
| S1 |
3.760 |
3.760 |
3.809 |
3.780 |
| S2 |
3.703 |
3.703 |
3.800 |
|
| S3 |
3.607 |
3.664 |
3.792 |
|
| S4 |
3.511 |
3.568 |
3.765 |
|
|
| 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 |
3.549 |
0.300 |
7.9% |
0.102 |
2.7% |
90% |
False |
False |
77,207 |
| 10 |
3.849 |
3.491 |
0.358 |
9.4% |
0.105 |
2.8% |
91% |
False |
False |
95,967 |
| 20 |
3.849 |
3.379 |
0.470 |
12.3% |
0.096 |
2.5% |
93% |
False |
False |
103,975 |
| 40 |
4.000 |
3.379 |
0.621 |
16.3% |
0.096 |
2.5% |
71% |
False |
False |
85,983 |
| 60 |
4.041 |
3.379 |
0.662 |
17.3% |
0.093 |
2.4% |
66% |
False |
False |
66,595 |
| 80 |
4.041 |
3.379 |
0.662 |
17.3% |
0.091 |
2.4% |
66% |
False |
False |
54,512 |
| 100 |
4.061 |
3.379 |
0.682 |
17.9% |
0.091 |
2.4% |
64% |
False |
False |
45,701 |
| 120 |
4.215 |
3.379 |
0.836 |
21.9% |
0.091 |
2.4% |
53% |
False |
False |
39,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.245 |
|
2.618 |
4.088 |
|
1.618 |
3.992 |
|
1.000 |
3.933 |
|
0.618 |
3.896 |
|
HIGH |
3.837 |
|
0.618 |
3.800 |
|
0.500 |
3.789 |
|
0.382 |
3.778 |
|
LOW |
3.741 |
|
0.618 |
3.682 |
|
1.000 |
3.645 |
|
1.618 |
3.586 |
|
2.618 |
3.490 |
|
4.250 |
3.333 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.808 |
3.801 |
| PP |
3.799 |
3.783 |
| S1 |
3.789 |
3.766 |
|