NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.730 |
3.666 |
-0.064 |
-1.7% |
3.644 |
| High |
3.749 |
3.697 |
-0.052 |
-1.4% |
3.713 |
| Low |
3.660 |
3.596 |
-0.064 |
-1.7% |
3.543 |
| Close |
3.667 |
3.605 |
-0.062 |
-1.7% |
3.708 |
| Range |
0.089 |
0.101 |
0.012 |
13.5% |
0.170 |
| ATR |
0.094 |
0.094 |
0.001 |
0.6% |
0.000 |
| Volume |
71,641 |
66,399 |
-5,242 |
-7.3% |
350,834 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.936 |
3.871 |
3.661 |
|
| R3 |
3.835 |
3.770 |
3.633 |
|
| R2 |
3.734 |
3.734 |
3.624 |
|
| R1 |
3.669 |
3.669 |
3.614 |
3.651 |
| PP |
3.633 |
3.633 |
3.633 |
3.624 |
| S1 |
3.568 |
3.568 |
3.596 |
3.550 |
| S2 |
3.532 |
3.532 |
3.586 |
|
| S3 |
3.431 |
3.467 |
3.577 |
|
| S4 |
3.330 |
3.366 |
3.549 |
|
|
| 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 |
5.7% |
0.104 |
2.9% |
30% |
False |
False |
70,728 |
| 10 |
3.749 |
3.537 |
0.212 |
5.9% |
0.095 |
2.6% |
32% |
False |
False |
73,024 |
| 20 |
3.909 |
3.465 |
0.444 |
12.3% |
0.092 |
2.6% |
32% |
False |
False |
60,870 |
| 40 |
4.092 |
3.465 |
0.627 |
17.4% |
0.089 |
2.5% |
22% |
False |
False |
57,512 |
| 60 |
4.125 |
3.465 |
0.660 |
18.3% |
0.089 |
2.5% |
21% |
False |
False |
48,170 |
| 80 |
4.125 |
3.465 |
0.660 |
18.3% |
0.085 |
2.4% |
21% |
False |
False |
42,552 |
| 100 |
4.137 |
3.465 |
0.672 |
18.6% |
0.087 |
2.4% |
21% |
False |
False |
37,600 |
| 120 |
4.360 |
3.465 |
0.895 |
24.8% |
0.087 |
2.4% |
16% |
False |
False |
34,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.126 |
|
2.618 |
3.961 |
|
1.618 |
3.860 |
|
1.000 |
3.798 |
|
0.618 |
3.759 |
|
HIGH |
3.697 |
|
0.618 |
3.658 |
|
0.500 |
3.647 |
|
0.382 |
3.635 |
|
LOW |
3.596 |
|
0.618 |
3.534 |
|
1.000 |
3.495 |
|
1.618 |
3.433 |
|
2.618 |
3.332 |
|
4.250 |
3.167 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.647 |
3.673 |
| PP |
3.633 |
3.650 |
| S1 |
3.619 |
3.628 |
|