NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.666 |
3.610 |
-0.056 |
-1.5% |
3.644 |
| High |
3.697 |
3.720 |
0.023 |
0.6% |
3.713 |
| Low |
3.596 |
3.599 |
0.003 |
0.1% |
3.543 |
| Close |
3.605 |
3.713 |
0.108 |
3.0% |
3.708 |
| Range |
0.101 |
0.121 |
0.020 |
19.8% |
0.170 |
| ATR |
0.094 |
0.096 |
0.002 |
2.0% |
0.000 |
| Volume |
66,399 |
95,950 |
29,551 |
44.5% |
350,834 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.040 |
3.998 |
3.780 |
|
| R3 |
3.919 |
3.877 |
3.746 |
|
| R2 |
3.798 |
3.798 |
3.735 |
|
| R1 |
3.756 |
3.756 |
3.724 |
3.777 |
| PP |
3.677 |
3.677 |
3.677 |
3.688 |
| S1 |
3.635 |
3.635 |
3.702 |
3.656 |
| S2 |
3.556 |
3.556 |
3.691 |
|
| S3 |
3.435 |
3.514 |
3.680 |
|
| S4 |
3.314 |
3.393 |
3.646 |
|
|
| 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 |
5.5% |
0.106 |
2.8% |
83% |
False |
False |
75,780 |
| 10 |
3.749 |
3.543 |
0.206 |
5.5% |
0.098 |
2.7% |
83% |
False |
False |
74,391 |
| 20 |
3.909 |
3.465 |
0.444 |
12.0% |
0.096 |
2.6% |
56% |
False |
False |
63,043 |
| 40 |
4.092 |
3.465 |
0.627 |
16.9% |
0.091 |
2.5% |
40% |
False |
False |
58,860 |
| 60 |
4.125 |
3.465 |
0.660 |
17.8% |
0.089 |
2.4% |
38% |
False |
False |
49,575 |
| 80 |
4.125 |
3.465 |
0.660 |
17.8% |
0.086 |
2.3% |
38% |
False |
False |
43,341 |
| 100 |
4.137 |
3.465 |
0.672 |
18.1% |
0.088 |
2.4% |
37% |
False |
False |
38,369 |
| 120 |
4.350 |
3.465 |
0.885 |
23.8% |
0.087 |
2.3% |
28% |
False |
False |
35,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.234 |
|
2.618 |
4.037 |
|
1.618 |
3.916 |
|
1.000 |
3.841 |
|
0.618 |
3.795 |
|
HIGH |
3.720 |
|
0.618 |
3.674 |
|
0.500 |
3.660 |
|
0.382 |
3.645 |
|
LOW |
3.599 |
|
0.618 |
3.524 |
|
1.000 |
3.478 |
|
1.618 |
3.403 |
|
2.618 |
3.282 |
|
4.250 |
3.085 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.700 |
| PP |
3.677 |
3.686 |
| S1 |
3.660 |
3.673 |
|