NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.692 |
3.607 |
-0.085 |
-2.3% |
3.599 |
| High |
3.706 |
3.674 |
-0.032 |
-0.9% |
3.673 |
| Low |
3.592 |
3.543 |
-0.049 |
-1.4% |
3.465 |
| Close |
3.618 |
3.655 |
0.037 |
1.0% |
3.616 |
| Range |
0.114 |
0.131 |
0.017 |
14.9% |
0.208 |
| ATR |
0.092 |
0.095 |
0.003 |
3.0% |
0.000 |
| Volume |
70,688 |
84,003 |
13,315 |
18.8% |
359,043 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.017 |
3.967 |
3.727 |
|
| R3 |
3.886 |
3.836 |
3.691 |
|
| R2 |
3.755 |
3.755 |
3.679 |
|
| R1 |
3.705 |
3.705 |
3.667 |
3.730 |
| PP |
3.624 |
3.624 |
3.624 |
3.637 |
| S1 |
3.574 |
3.574 |
3.643 |
3.599 |
| S2 |
3.493 |
3.493 |
3.631 |
|
| S3 |
3.362 |
3.443 |
3.619 |
|
| S4 |
3.231 |
3.312 |
3.583 |
|
|
| 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 |
3.706 |
3.543 |
0.163 |
4.5% |
0.093 |
2.5% |
69% |
False |
True |
76,333 |
| 10 |
3.706 |
3.465 |
0.241 |
6.6% |
0.097 |
2.6% |
79% |
False |
False |
70,349 |
| 20 |
4.045 |
3.465 |
0.580 |
15.9% |
0.097 |
2.6% |
33% |
False |
False |
57,005 |
| 40 |
4.092 |
3.465 |
0.627 |
17.2% |
0.089 |
2.4% |
30% |
False |
False |
54,900 |
| 60 |
4.125 |
3.465 |
0.660 |
18.1% |
0.087 |
2.4% |
29% |
False |
False |
45,989 |
| 80 |
4.125 |
3.465 |
0.660 |
18.1% |
0.085 |
2.3% |
29% |
False |
False |
40,723 |
| 100 |
4.137 |
3.465 |
0.672 |
18.4% |
0.087 |
2.4% |
28% |
False |
False |
36,300 |
| 120 |
4.542 |
3.465 |
1.077 |
29.5% |
0.087 |
2.4% |
18% |
False |
False |
33,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.231 |
|
2.618 |
4.017 |
|
1.618 |
3.886 |
|
1.000 |
3.805 |
|
0.618 |
3.755 |
|
HIGH |
3.674 |
|
0.618 |
3.624 |
|
0.500 |
3.609 |
|
0.382 |
3.593 |
|
LOW |
3.543 |
|
0.618 |
3.462 |
|
1.000 |
3.412 |
|
1.618 |
3.331 |
|
2.618 |
3.200 |
|
4.250 |
2.986 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.640 |
3.645 |
| PP |
3.624 |
3.635 |
| S1 |
3.609 |
3.625 |
|