NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.522 |
3.575 |
0.053 |
1.5% |
3.866 |
| High |
3.575 |
3.621 |
0.046 |
1.3% |
3.866 |
| Low |
3.465 |
3.537 |
0.072 |
2.1% |
3.585 |
| Close |
3.551 |
3.566 |
0.015 |
0.4% |
3.591 |
| Range |
0.110 |
0.084 |
-0.026 |
-23.6% |
0.281 |
| ATR |
0.093 |
0.092 |
-0.001 |
-0.7% |
0.000 |
| Volume |
56,081 |
82,277 |
26,196 |
46.7% |
234,091 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.780 |
3.612 |
|
| R3 |
3.743 |
3.696 |
3.589 |
|
| R2 |
3.659 |
3.659 |
3.581 |
|
| R1 |
3.612 |
3.612 |
3.574 |
3.594 |
| PP |
3.575 |
3.575 |
3.575 |
3.565 |
| S1 |
3.528 |
3.528 |
3.558 |
3.510 |
| S2 |
3.491 |
3.491 |
3.551 |
|
| S3 |
3.407 |
3.444 |
3.543 |
|
| S4 |
3.323 |
3.360 |
3.520 |
|
|
| 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 |
3.748 |
3.465 |
0.283 |
7.9% |
0.096 |
2.7% |
36% |
False |
False |
59,474 |
| 10 |
3.909 |
3.465 |
0.444 |
12.5% |
0.094 |
2.6% |
23% |
False |
False |
51,695 |
| 20 |
4.092 |
3.465 |
0.627 |
17.6% |
0.091 |
2.6% |
16% |
False |
False |
55,212 |
| 40 |
4.125 |
3.465 |
0.660 |
18.5% |
0.088 |
2.5% |
15% |
False |
False |
48,912 |
| 60 |
4.125 |
3.465 |
0.660 |
18.5% |
0.085 |
2.4% |
15% |
False |
False |
40,987 |
| 80 |
4.137 |
3.465 |
0.672 |
18.8% |
0.084 |
2.4% |
15% |
False |
False |
36,529 |
| 100 |
4.295 |
3.465 |
0.830 |
23.3% |
0.087 |
2.4% |
12% |
False |
False |
32,820 |
| 120 |
4.665 |
3.465 |
1.200 |
33.7% |
0.087 |
2.4% |
8% |
False |
False |
30,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.978 |
|
2.618 |
3.841 |
|
1.618 |
3.757 |
|
1.000 |
3.705 |
|
0.618 |
3.673 |
|
HIGH |
3.621 |
|
0.618 |
3.589 |
|
0.500 |
3.579 |
|
0.382 |
3.569 |
|
LOW |
3.537 |
|
0.618 |
3.485 |
|
1.000 |
3.453 |
|
1.618 |
3.401 |
|
2.618 |
3.317 |
|
4.250 |
3.180 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.579 |
3.558 |
| PP |
3.575 |
3.551 |
| S1 |
3.570 |
3.543 |
|