NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.846 |
3.842 |
-0.004 |
-0.1% |
3.730 |
| High |
3.893 |
3.884 |
-0.009 |
-0.2% |
3.830 |
| Low |
3.802 |
3.786 |
-0.016 |
-0.4% |
3.596 |
| Close |
3.842 |
3.864 |
0.022 |
0.6% |
3.811 |
| Range |
0.091 |
0.098 |
0.007 |
7.7% |
0.234 |
| ATR |
0.095 |
0.096 |
0.000 |
0.2% |
0.000 |
| Volume |
132,599 |
132,704 |
105 |
0.1% |
422,669 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.139 |
4.099 |
3.918 |
|
| R3 |
4.041 |
4.001 |
3.891 |
|
| R2 |
3.943 |
3.943 |
3.882 |
|
| R1 |
3.903 |
3.903 |
3.873 |
3.923 |
| PP |
3.845 |
3.845 |
3.845 |
3.855 |
| S1 |
3.805 |
3.805 |
3.855 |
3.825 |
| S2 |
3.747 |
3.747 |
3.846 |
|
| S3 |
3.649 |
3.707 |
3.837 |
|
| S4 |
3.551 |
3.609 |
3.810 |
|
|
| 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 |
3.599 |
0.294 |
7.6% |
0.099 |
2.6% |
90% |
False |
False |
109,986 |
| 10 |
3.893 |
3.543 |
0.350 |
9.1% |
0.102 |
2.6% |
92% |
False |
False |
90,357 |
| 20 |
3.893 |
3.465 |
0.428 |
11.1% |
0.094 |
2.4% |
93% |
False |
False |
77,620 |
| 40 |
4.092 |
3.465 |
0.627 |
16.2% |
0.092 |
2.4% |
64% |
False |
False |
66,668 |
| 60 |
4.125 |
3.465 |
0.660 |
17.1% |
0.089 |
2.3% |
60% |
False |
False |
55,315 |
| 80 |
4.125 |
3.465 |
0.660 |
17.1% |
0.087 |
2.3% |
60% |
False |
False |
47,980 |
| 100 |
4.137 |
3.465 |
0.672 |
17.4% |
0.087 |
2.3% |
59% |
False |
False |
42,252 |
| 120 |
4.295 |
3.465 |
0.830 |
21.5% |
0.088 |
2.3% |
48% |
False |
False |
38,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.301 |
|
2.618 |
4.141 |
|
1.618 |
4.043 |
|
1.000 |
3.982 |
|
0.618 |
3.945 |
|
HIGH |
3.884 |
|
0.618 |
3.847 |
|
0.500 |
3.835 |
|
0.382 |
3.823 |
|
LOW |
3.786 |
|
0.618 |
3.725 |
|
1.000 |
3.688 |
|
1.618 |
3.627 |
|
2.618 |
3.529 |
|
4.250 |
3.370 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.854 |
3.845 |
| PP |
3.845 |
3.826 |
| S1 |
3.835 |
3.808 |
|