NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.866 |
3.898 |
0.032 |
0.8% |
3.846 |
| High |
3.918 |
3.962 |
0.044 |
1.1% |
3.962 |
| Low |
3.834 |
3.873 |
0.039 |
1.0% |
3.786 |
| Close |
3.895 |
3.954 |
0.059 |
1.5% |
3.954 |
| Range |
0.084 |
0.089 |
0.005 |
6.0% |
0.176 |
| ATR |
0.095 |
0.094 |
0.000 |
-0.4% |
0.000 |
| Volume |
109,472 |
89,355 |
-20,117 |
-18.4% |
464,130 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.164 |
4.003 |
|
| R3 |
4.108 |
4.075 |
3.978 |
|
| R2 |
4.019 |
4.019 |
3.970 |
|
| R1 |
3.986 |
3.986 |
3.962 |
4.003 |
| PP |
3.930 |
3.930 |
3.930 |
3.938 |
| S1 |
3.897 |
3.897 |
3.946 |
3.914 |
| S2 |
3.841 |
3.841 |
3.938 |
|
| S3 |
3.752 |
3.808 |
3.930 |
|
| S4 |
3.663 |
3.719 |
3.905 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.429 |
4.367 |
4.051 |
|
| R3 |
4.253 |
4.191 |
4.002 |
|
| R2 |
4.077 |
4.077 |
3.986 |
|
| R1 |
4.015 |
4.015 |
3.970 |
4.046 |
| PP |
3.901 |
3.901 |
3.901 |
3.916 |
| S1 |
3.839 |
3.839 |
3.938 |
3.870 |
| S2 |
3.725 |
3.725 |
3.922 |
|
| S3 |
3.549 |
3.663 |
3.906 |
|
| S4 |
3.373 |
3.487 |
3.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.962 |
3.722 |
0.240 |
6.1% |
0.094 |
2.4% |
97% |
True |
False |
111,444 |
| 10 |
3.962 |
3.596 |
0.366 |
9.3% |
0.094 |
2.4% |
98% |
True |
False |
94,771 |
| 20 |
3.962 |
3.465 |
0.497 |
12.6% |
0.096 |
2.4% |
98% |
True |
False |
82,560 |
| 40 |
4.092 |
3.465 |
0.627 |
15.9% |
0.092 |
2.3% |
78% |
False |
False |
69,669 |
| 60 |
4.125 |
3.465 |
0.660 |
16.7% |
0.089 |
2.3% |
74% |
False |
False |
57,556 |
| 80 |
4.125 |
3.465 |
0.660 |
16.7% |
0.088 |
2.2% |
74% |
False |
False |
49,951 |
| 100 |
4.137 |
3.465 |
0.672 |
17.0% |
0.087 |
2.2% |
73% |
False |
False |
43,899 |
| 120 |
4.295 |
3.465 |
0.830 |
21.0% |
0.088 |
2.2% |
59% |
False |
False |
39,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.195 |
|
1.618 |
4.106 |
|
1.000 |
4.051 |
|
0.618 |
4.017 |
|
HIGH |
3.962 |
|
0.618 |
3.928 |
|
0.500 |
3.918 |
|
0.382 |
3.907 |
|
LOW |
3.873 |
|
0.618 |
3.818 |
|
1.000 |
3.784 |
|
1.618 |
3.729 |
|
2.618 |
3.640 |
|
4.250 |
3.495 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.942 |
3.927 |
| PP |
3.930 |
3.901 |
| S1 |
3.918 |
3.874 |
|