NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.846 |
0.105 |
2.8% |
3.730 |
| High |
3.830 |
3.893 |
0.063 |
1.6% |
3.830 |
| Low |
3.722 |
3.802 |
0.080 |
2.1% |
3.596 |
| Close |
3.811 |
3.842 |
0.031 |
0.8% |
3.811 |
| Range |
0.108 |
0.091 |
-0.017 |
-15.7% |
0.234 |
| ATR |
0.096 |
0.095 |
0.000 |
-0.3% |
0.000 |
| Volume |
93,090 |
132,599 |
39,509 |
42.4% |
422,669 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.071 |
3.892 |
|
| R3 |
4.028 |
3.980 |
3.867 |
|
| R2 |
3.937 |
3.937 |
3.859 |
|
| R1 |
3.889 |
3.889 |
3.850 |
3.868 |
| PP |
3.846 |
3.846 |
3.846 |
3.835 |
| S1 |
3.798 |
3.798 |
3.834 |
3.777 |
| S2 |
3.755 |
3.755 |
3.825 |
|
| S3 |
3.664 |
3.707 |
3.817 |
|
| S4 |
3.573 |
3.616 |
3.792 |
|
|
| 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 |
3.893 |
3.596 |
0.297 |
7.7% |
0.099 |
2.6% |
83% |
True |
False |
96,725 |
| 10 |
3.893 |
3.543 |
0.350 |
9.1% |
0.101 |
2.6% |
85% |
True |
False |
84,880 |
| 20 |
3.893 |
3.465 |
0.428 |
11.1% |
0.092 |
2.4% |
88% |
True |
False |
73,446 |
| 40 |
4.092 |
3.465 |
0.627 |
16.3% |
0.091 |
2.4% |
60% |
False |
False |
64,158 |
| 60 |
4.125 |
3.465 |
0.660 |
17.2% |
0.089 |
2.3% |
57% |
False |
False |
53,714 |
| 80 |
4.125 |
3.465 |
0.660 |
17.2% |
0.087 |
2.3% |
57% |
False |
False |
46,571 |
| 100 |
4.137 |
3.465 |
0.672 |
17.5% |
0.087 |
2.3% |
56% |
False |
False |
41,053 |
| 120 |
4.295 |
3.465 |
0.830 |
21.6% |
0.087 |
2.3% |
45% |
False |
False |
37,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.280 |
|
2.618 |
4.131 |
|
1.618 |
4.040 |
|
1.000 |
3.984 |
|
0.618 |
3.949 |
|
HIGH |
3.893 |
|
0.618 |
3.858 |
|
0.500 |
3.848 |
|
0.382 |
3.837 |
|
LOW |
3.802 |
|
0.618 |
3.746 |
|
1.000 |
3.711 |
|
1.618 |
3.655 |
|
2.618 |
3.564 |
|
4.250 |
3.415 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.848 |
3.827 |
| PP |
3.846 |
3.813 |
| S1 |
3.844 |
3.798 |
|