NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.569 |
3.583 |
0.014 |
0.4% |
3.599 |
| High |
3.673 |
3.640 |
-0.033 |
-0.9% |
3.673 |
| Low |
3.551 |
3.568 |
0.017 |
0.5% |
3.465 |
| Close |
3.575 |
3.616 |
0.041 |
1.1% |
3.616 |
| Range |
0.122 |
0.072 |
-0.050 |
-41.0% |
0.208 |
| ATR |
0.094 |
0.093 |
-0.002 |
-1.7% |
0.000 |
| Volume |
67,347 |
91,742 |
24,395 |
36.2% |
359,043 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.792 |
3.656 |
|
| R3 |
3.752 |
3.720 |
3.636 |
|
| R2 |
3.680 |
3.680 |
3.629 |
|
| R1 |
3.648 |
3.648 |
3.623 |
3.664 |
| PP |
3.608 |
3.608 |
3.608 |
3.616 |
| S1 |
3.576 |
3.576 |
3.609 |
3.592 |
| S2 |
3.536 |
3.536 |
3.603 |
|
| S3 |
3.464 |
3.504 |
3.596 |
|
| S4 |
3.392 |
3.432 |
3.576 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.209 |
4.120 |
3.730 |
|
| R3 |
4.001 |
3.912 |
3.673 |
|
| R2 |
3.793 |
3.793 |
3.654 |
|
| R1 |
3.704 |
3.704 |
3.635 |
3.749 |
| PP |
3.585 |
3.585 |
3.585 |
3.607 |
| S1 |
3.496 |
3.496 |
3.597 |
3.541 |
| S2 |
3.377 |
3.377 |
3.578 |
|
| S3 |
3.169 |
3.288 |
3.559 |
|
| S4 |
2.961 |
3.080 |
3.502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.673 |
3.465 |
0.208 |
5.8% |
0.100 |
2.8% |
73% |
False |
False |
71,808 |
| 10 |
3.866 |
3.465 |
0.401 |
11.1% |
0.092 |
2.5% |
38% |
False |
False |
59,313 |
| 20 |
4.092 |
3.465 |
0.627 |
17.3% |
0.094 |
2.6% |
24% |
False |
False |
54,200 |
| 40 |
4.125 |
3.465 |
0.660 |
18.3% |
0.088 |
2.4% |
23% |
False |
False |
51,102 |
| 60 |
4.125 |
3.465 |
0.660 |
18.3% |
0.085 |
2.3% |
23% |
False |
False |
42,585 |
| 80 |
4.125 |
3.465 |
0.660 |
18.3% |
0.084 |
2.3% |
23% |
False |
False |
38,154 |
| 100 |
4.250 |
3.465 |
0.785 |
21.7% |
0.087 |
2.4% |
19% |
False |
False |
33,985 |
| 120 |
4.665 |
3.465 |
1.200 |
33.2% |
0.087 |
2.4% |
13% |
False |
False |
31,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.946 |
|
2.618 |
3.828 |
|
1.618 |
3.756 |
|
1.000 |
3.712 |
|
0.618 |
3.684 |
|
HIGH |
3.640 |
|
0.618 |
3.612 |
|
0.500 |
3.604 |
|
0.382 |
3.596 |
|
LOW |
3.568 |
|
0.618 |
3.524 |
|
1.000 |
3.496 |
|
1.618 |
3.452 |
|
2.618 |
3.380 |
|
4.250 |
3.262 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.612 |
| PP |
3.608 |
3.609 |
| S1 |
3.604 |
3.605 |
|