NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.842 |
3.866 |
0.024 |
0.6% |
3.730 |
| High |
3.884 |
3.918 |
0.034 |
0.9% |
3.830 |
| Low |
3.786 |
3.834 |
0.048 |
1.3% |
3.596 |
| Close |
3.864 |
3.895 |
0.031 |
0.8% |
3.811 |
| Range |
0.098 |
0.084 |
-0.014 |
-14.3% |
0.234 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.9% |
0.000 |
| Volume |
132,704 |
109,472 |
-23,232 |
-17.5% |
422,669 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.099 |
3.941 |
|
| R3 |
4.050 |
4.015 |
3.918 |
|
| R2 |
3.966 |
3.966 |
3.910 |
|
| R1 |
3.931 |
3.931 |
3.903 |
3.949 |
| PP |
3.882 |
3.882 |
3.882 |
3.891 |
| S1 |
3.847 |
3.847 |
3.887 |
3.865 |
| S2 |
3.798 |
3.798 |
3.880 |
|
| S3 |
3.714 |
3.763 |
3.872 |
|
| S4 |
3.630 |
3.679 |
3.849 |
|
|
| 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 |
3.918 |
3.703 |
0.215 |
5.5% |
0.091 |
2.3% |
89% |
True |
False |
112,690 |
| 10 |
3.918 |
3.543 |
0.375 |
9.6% |
0.099 |
2.5% |
94% |
True |
False |
94,235 |
| 20 |
3.918 |
3.465 |
0.453 |
11.6% |
0.096 |
2.5% |
95% |
True |
False |
80,237 |
| 40 |
4.092 |
3.465 |
0.627 |
16.1% |
0.091 |
2.3% |
69% |
False |
False |
68,359 |
| 60 |
4.125 |
3.465 |
0.660 |
16.9% |
0.090 |
2.3% |
65% |
False |
False |
56,572 |
| 80 |
4.125 |
3.465 |
0.660 |
16.9% |
0.088 |
2.3% |
65% |
False |
False |
49,072 |
| 100 |
4.137 |
3.465 |
0.672 |
17.3% |
0.087 |
2.2% |
64% |
False |
False |
43,166 |
| 120 |
4.295 |
3.465 |
0.830 |
21.3% |
0.088 |
2.3% |
52% |
False |
False |
39,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.138 |
|
1.618 |
4.054 |
|
1.000 |
4.002 |
|
0.618 |
3.970 |
|
HIGH |
3.918 |
|
0.618 |
3.886 |
|
0.500 |
3.876 |
|
0.382 |
3.866 |
|
LOW |
3.834 |
|
0.618 |
3.782 |
|
1.000 |
3.750 |
|
1.618 |
3.698 |
|
2.618 |
3.614 |
|
4.250 |
3.477 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.889 |
3.881 |
| PP |
3.882 |
3.866 |
| S1 |
3.876 |
3.852 |
|