NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.583 |
3.644 |
0.061 |
1.7% |
3.599 |
| High |
3.640 |
3.650 |
0.010 |
0.3% |
3.673 |
| Low |
3.568 |
3.595 |
0.027 |
0.8% |
3.465 |
| Close |
3.616 |
3.623 |
0.007 |
0.2% |
3.616 |
| Range |
0.072 |
0.055 |
-0.017 |
-23.6% |
0.208 |
| ATR |
0.093 |
0.090 |
-0.003 |
-2.9% |
0.000 |
| Volume |
91,742 |
57,295 |
-34,447 |
-37.5% |
359,043 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.788 |
3.760 |
3.653 |
|
| R3 |
3.733 |
3.705 |
3.638 |
|
| R2 |
3.678 |
3.678 |
3.633 |
|
| R1 |
3.650 |
3.650 |
3.628 |
3.637 |
| PP |
3.623 |
3.623 |
3.623 |
3.616 |
| S1 |
3.595 |
3.595 |
3.618 |
3.582 |
| S2 |
3.568 |
3.568 |
3.613 |
|
| S3 |
3.513 |
3.540 |
3.608 |
|
| S4 |
3.458 |
3.485 |
3.593 |
|
|
| 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 |
5.7% |
0.089 |
2.4% |
76% |
False |
False |
70,948 |
| 10 |
3.760 |
3.465 |
0.295 |
8.1% |
0.084 |
2.3% |
54% |
False |
False |
62,011 |
| 20 |
4.092 |
3.465 |
0.627 |
17.3% |
0.093 |
2.6% |
25% |
False |
False |
52,814 |
| 40 |
4.125 |
3.465 |
0.660 |
18.2% |
0.087 |
2.4% |
24% |
False |
False |
51,898 |
| 60 |
4.125 |
3.465 |
0.660 |
18.2% |
0.085 |
2.3% |
24% |
False |
False |
43,179 |
| 80 |
4.125 |
3.465 |
0.660 |
18.2% |
0.084 |
2.3% |
24% |
False |
False |
38,407 |
| 100 |
4.231 |
3.465 |
0.766 |
21.1% |
0.087 |
2.4% |
21% |
False |
False |
34,429 |
| 120 |
4.665 |
3.465 |
1.200 |
33.1% |
0.087 |
2.4% |
13% |
False |
False |
31,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.884 |
|
2.618 |
3.794 |
|
1.618 |
3.739 |
|
1.000 |
3.705 |
|
0.618 |
3.684 |
|
HIGH |
3.650 |
|
0.618 |
3.629 |
|
0.500 |
3.623 |
|
0.382 |
3.616 |
|
LOW |
3.595 |
|
0.618 |
3.561 |
|
1.000 |
3.540 |
|
1.618 |
3.506 |
|
2.618 |
3.451 |
|
4.250 |
3.361 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.623 |
3.619 |
| PP |
3.623 |
3.616 |
| S1 |
3.623 |
3.612 |
|