NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.714 |
3.741 |
0.027 |
0.7% |
3.730 |
| High |
3.779 |
3.830 |
0.051 |
1.3% |
3.830 |
| Low |
3.703 |
3.722 |
0.019 |
0.5% |
3.596 |
| Close |
3.740 |
3.811 |
0.071 |
1.9% |
3.811 |
| Range |
0.076 |
0.108 |
0.032 |
42.1% |
0.234 |
| ATR |
0.095 |
0.096 |
0.001 |
1.0% |
0.000 |
| Volume |
95,589 |
93,090 |
-2,499 |
-2.6% |
422,669 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.112 |
4.069 |
3.870 |
|
| R3 |
4.004 |
3.961 |
3.841 |
|
| R2 |
3.896 |
3.896 |
3.831 |
|
| R1 |
3.853 |
3.853 |
3.821 |
3.875 |
| PP |
3.788 |
3.788 |
3.788 |
3.798 |
| S1 |
3.745 |
3.745 |
3.801 |
3.767 |
| S2 |
3.680 |
3.680 |
3.791 |
|
| S3 |
3.572 |
3.637 |
3.781 |
|
| S4 |
3.464 |
3.529 |
3.752 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.448 |
4.363 |
3.940 |
|
| R3 |
4.214 |
4.129 |
3.875 |
|
| R2 |
3.980 |
3.980 |
3.854 |
|
| R1 |
3.895 |
3.895 |
3.832 |
3.938 |
| PP |
3.746 |
3.746 |
3.746 |
3.767 |
| S1 |
3.661 |
3.661 |
3.790 |
3.704 |
| S2 |
3.512 |
3.512 |
3.768 |
|
| S3 |
3.278 |
3.427 |
3.747 |
|
| S4 |
3.044 |
3.193 |
3.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.830 |
3.596 |
0.234 |
6.1% |
0.099 |
2.6% |
92% |
True |
False |
84,533 |
| 10 |
3.830 |
3.543 |
0.287 |
7.5% |
0.097 |
2.6% |
93% |
True |
False |
77,350 |
| 20 |
3.866 |
3.465 |
0.401 |
10.5% |
0.095 |
2.5% |
86% |
False |
False |
68,331 |
| 40 |
4.092 |
3.465 |
0.627 |
16.5% |
0.090 |
2.4% |
55% |
False |
False |
61,475 |
| 60 |
4.125 |
3.465 |
0.660 |
17.3% |
0.088 |
2.3% |
52% |
False |
False |
52,116 |
| 80 |
4.125 |
3.465 |
0.660 |
17.3% |
0.086 |
2.3% |
52% |
False |
False |
45,260 |
| 100 |
4.137 |
3.465 |
0.672 |
17.6% |
0.087 |
2.3% |
51% |
False |
False |
39,865 |
| 120 |
4.310 |
3.465 |
0.845 |
22.2% |
0.088 |
2.3% |
41% |
False |
False |
36,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.113 |
|
1.618 |
4.005 |
|
1.000 |
3.938 |
|
0.618 |
3.897 |
|
HIGH |
3.830 |
|
0.618 |
3.789 |
|
0.500 |
3.776 |
|
0.382 |
3.763 |
|
LOW |
3.722 |
|
0.618 |
3.655 |
|
1.000 |
3.614 |
|
1.618 |
3.547 |
|
2.618 |
3.439 |
|
4.250 |
3.263 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.799 |
3.779 |
| PP |
3.788 |
3.747 |
| S1 |
3.776 |
3.715 |
|