NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.523 |
3.577 |
0.054 |
1.5% |
3.862 |
| High |
3.589 |
3.633 |
0.044 |
1.2% |
3.863 |
| Low |
3.476 |
3.557 |
0.081 |
2.3% |
3.592 |
| Close |
3.567 |
3.580 |
0.013 |
0.4% |
3.598 |
| Range |
0.113 |
0.076 |
-0.037 |
-32.7% |
0.271 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.1% |
0.000 |
| Volume |
18,580 |
35,373 |
16,793 |
90.4% |
66,374 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.818 |
3.775 |
3.622 |
|
| R3 |
3.742 |
3.699 |
3.601 |
|
| R2 |
3.666 |
3.666 |
3.594 |
|
| R1 |
3.623 |
3.623 |
3.587 |
3.645 |
| PP |
3.590 |
3.590 |
3.590 |
3.601 |
| S1 |
3.547 |
3.547 |
3.573 |
3.569 |
| S2 |
3.514 |
3.514 |
3.566 |
|
| S3 |
3.438 |
3.471 |
3.559 |
|
| S4 |
3.362 |
3.395 |
3.538 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.497 |
4.319 |
3.747 |
|
| R3 |
4.226 |
4.048 |
3.673 |
|
| R2 |
3.955 |
3.955 |
3.648 |
|
| R1 |
3.777 |
3.777 |
3.623 |
3.731 |
| PP |
3.684 |
3.684 |
3.684 |
3.661 |
| S1 |
3.506 |
3.506 |
3.573 |
3.460 |
| S2 |
3.413 |
3.413 |
3.548 |
|
| S3 |
3.142 |
3.235 |
3.523 |
|
| S4 |
2.871 |
2.964 |
3.449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.757 |
3.476 |
0.281 |
7.8% |
0.091 |
2.6% |
37% |
False |
False |
20,812 |
| 10 |
3.914 |
3.476 |
0.438 |
12.2% |
0.088 |
2.5% |
24% |
False |
False |
17,247 |
| 20 |
4.096 |
3.476 |
0.620 |
17.3% |
0.086 |
2.4% |
17% |
False |
False |
15,961 |
| 40 |
4.120 |
3.476 |
0.644 |
18.0% |
0.082 |
2.3% |
16% |
False |
False |
13,178 |
| 60 |
4.120 |
3.476 |
0.644 |
18.0% |
0.078 |
2.2% |
16% |
False |
False |
10,440 |
| 80 |
4.130 |
3.476 |
0.654 |
18.3% |
0.076 |
2.1% |
16% |
False |
False |
8,790 |
| 100 |
4.282 |
3.476 |
0.806 |
22.5% |
0.076 |
2.1% |
13% |
False |
False |
7,598 |
| 120 |
4.593 |
3.476 |
1.117 |
31.2% |
0.073 |
2.0% |
9% |
False |
False |
6,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.956 |
|
2.618 |
3.832 |
|
1.618 |
3.756 |
|
1.000 |
3.709 |
|
0.618 |
3.680 |
|
HIGH |
3.633 |
|
0.618 |
3.604 |
|
0.500 |
3.595 |
|
0.382 |
3.586 |
|
LOW |
3.557 |
|
0.618 |
3.510 |
|
1.000 |
3.481 |
|
1.618 |
3.434 |
|
2.618 |
3.358 |
|
4.250 |
3.234 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.595 |
3.572 |
| PP |
3.590 |
3.563 |
| S1 |
3.585 |
3.555 |
|