NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.663 |
3.730 |
0.067 |
1.8% |
3.644 |
| High |
3.713 |
3.749 |
0.036 |
1.0% |
3.713 |
| Low |
3.626 |
3.660 |
0.034 |
0.9% |
3.543 |
| Close |
3.708 |
3.667 |
-0.041 |
-1.1% |
3.708 |
| Range |
0.087 |
0.089 |
0.002 |
2.3% |
0.170 |
| ATR |
0.094 |
0.094 |
0.000 |
-0.4% |
0.000 |
| Volume |
60,911 |
71,641 |
10,730 |
17.6% |
350,834 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.959 |
3.902 |
3.716 |
|
| R3 |
3.870 |
3.813 |
3.691 |
|
| R2 |
3.781 |
3.781 |
3.683 |
|
| R1 |
3.724 |
3.724 |
3.675 |
3.708 |
| PP |
3.692 |
3.692 |
3.692 |
3.684 |
| S1 |
3.635 |
3.635 |
3.659 |
3.619 |
| S2 |
3.603 |
3.603 |
3.651 |
|
| S3 |
3.514 |
3.546 |
3.643 |
|
| S4 |
3.425 |
3.457 |
3.618 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.165 |
4.106 |
3.802 |
|
| R3 |
3.995 |
3.936 |
3.755 |
|
| R2 |
3.825 |
3.825 |
3.739 |
|
| R1 |
3.766 |
3.766 |
3.724 |
3.796 |
| PP |
3.655 |
3.655 |
3.655 |
3.669 |
| S1 |
3.596 |
3.596 |
3.692 |
3.626 |
| S2 |
3.485 |
3.485 |
3.677 |
|
| S3 |
3.315 |
3.426 |
3.661 |
|
| S4 |
3.145 |
3.256 |
3.615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.749 |
3.543 |
0.206 |
5.6% |
0.103 |
2.8% |
60% |
True |
False |
73,036 |
| 10 |
3.749 |
3.465 |
0.284 |
7.7% |
0.096 |
2.6% |
71% |
True |
False |
71,992 |
| 20 |
3.909 |
3.465 |
0.444 |
12.1% |
0.092 |
2.5% |
45% |
False |
False |
59,356 |
| 40 |
4.092 |
3.465 |
0.627 |
17.1% |
0.090 |
2.5% |
32% |
False |
False |
56,425 |
| 60 |
4.125 |
3.465 |
0.660 |
18.0% |
0.088 |
2.4% |
31% |
False |
False |
47,292 |
| 80 |
4.125 |
3.465 |
0.660 |
18.0% |
0.085 |
2.3% |
31% |
False |
False |
41,960 |
| 100 |
4.137 |
3.465 |
0.672 |
18.3% |
0.087 |
2.4% |
30% |
False |
False |
37,299 |
| 120 |
4.388 |
3.465 |
0.923 |
25.2% |
0.086 |
2.4% |
22% |
False |
False |
34,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.127 |
|
2.618 |
3.982 |
|
1.618 |
3.893 |
|
1.000 |
3.838 |
|
0.618 |
3.804 |
|
HIGH |
3.749 |
|
0.618 |
3.715 |
|
0.500 |
3.705 |
|
0.382 |
3.694 |
|
LOW |
3.660 |
|
0.618 |
3.605 |
|
1.000 |
3.571 |
|
1.618 |
3.516 |
|
2.618 |
3.427 |
|
4.250 |
3.282 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.705 |
3.660 |
| PP |
3.692 |
3.653 |
| S1 |
3.680 |
3.646 |
|