NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.649 |
3.599 |
-0.050 |
-1.4% |
3.866 |
| High |
3.657 |
3.599 |
-0.058 |
-1.6% |
3.866 |
| Low |
3.585 |
3.485 |
-0.100 |
-2.8% |
3.585 |
| Close |
3.591 |
3.524 |
-0.067 |
-1.9% |
3.591 |
| Range |
0.072 |
0.114 |
0.042 |
58.3% |
0.281 |
| ATR |
0.090 |
0.091 |
0.002 |
1.9% |
0.000 |
| Volume |
54,530 |
61,596 |
7,066 |
13.0% |
234,091 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.878 |
3.815 |
3.587 |
|
| R3 |
3.764 |
3.701 |
3.555 |
|
| R2 |
3.650 |
3.650 |
3.545 |
|
| R1 |
3.587 |
3.587 |
3.534 |
3.562 |
| PP |
3.536 |
3.536 |
3.536 |
3.523 |
| S1 |
3.473 |
3.473 |
3.514 |
3.448 |
| S2 |
3.422 |
3.422 |
3.503 |
|
| S3 |
3.308 |
3.359 |
3.493 |
|
| S4 |
3.194 |
3.245 |
3.461 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.338 |
3.746 |
|
| R3 |
4.243 |
4.057 |
3.668 |
|
| R2 |
3.962 |
3.962 |
3.643 |
|
| R1 |
3.776 |
3.776 |
3.617 |
3.729 |
| PP |
3.681 |
3.681 |
3.681 |
3.657 |
| S1 |
3.495 |
3.495 |
3.565 |
3.448 |
| S2 |
3.400 |
3.400 |
3.539 |
|
| S3 |
3.119 |
3.214 |
3.514 |
|
| S4 |
2.838 |
2.933 |
3.436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.760 |
3.485 |
0.275 |
7.8% |
0.079 |
2.2% |
14% |
False |
True |
53,074 |
| 10 |
3.909 |
3.485 |
0.424 |
12.0% |
0.089 |
2.5% |
9% |
False |
True |
46,720 |
| 20 |
4.092 |
3.485 |
0.607 |
17.2% |
0.088 |
2.5% |
6% |
False |
True |
58,833 |
| 40 |
4.125 |
3.485 |
0.640 |
18.2% |
0.087 |
2.5% |
6% |
False |
True |
46,464 |
| 60 |
4.125 |
3.485 |
0.640 |
18.2% |
0.084 |
2.4% |
6% |
False |
True |
39,628 |
| 80 |
4.137 |
3.485 |
0.652 |
18.5% |
0.085 |
2.4% |
6% |
False |
True |
35,271 |
| 100 |
4.295 |
3.485 |
0.810 |
23.0% |
0.087 |
2.5% |
5% |
False |
True |
31,889 |
| 120 |
4.665 |
3.485 |
1.180 |
33.5% |
0.087 |
2.5% |
3% |
False |
True |
29,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.084 |
|
2.618 |
3.897 |
|
1.618 |
3.783 |
|
1.000 |
3.713 |
|
0.618 |
3.669 |
|
HIGH |
3.599 |
|
0.618 |
3.555 |
|
0.500 |
3.542 |
|
0.382 |
3.529 |
|
LOW |
3.485 |
|
0.618 |
3.415 |
|
1.000 |
3.371 |
|
1.618 |
3.301 |
|
2.618 |
3.187 |
|
4.250 |
3.001 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.542 |
3.617 |
| PP |
3.536 |
3.586 |
| S1 |
3.530 |
3.555 |
|