NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.695 |
3.621 |
-0.074 |
-2.0% |
3.596 |
| High |
3.706 |
3.679 |
-0.027 |
-0.7% |
3.680 |
| Low |
3.596 |
3.547 |
-0.049 |
-1.4% |
3.476 |
| Close |
3.621 |
3.660 |
0.039 |
1.1% |
3.624 |
| Range |
0.110 |
0.132 |
0.022 |
20.0% |
0.204 |
| ATR |
0.088 |
0.091 |
0.003 |
3.6% |
0.000 |
| Volume |
24,066 |
24,874 |
808 |
3.4% |
118,554 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.025 |
3.974 |
3.733 |
|
| R3 |
3.893 |
3.842 |
3.696 |
|
| R2 |
3.761 |
3.761 |
3.684 |
|
| R1 |
3.710 |
3.710 |
3.672 |
3.736 |
| PP |
3.629 |
3.629 |
3.629 |
3.641 |
| S1 |
3.578 |
3.578 |
3.648 |
3.604 |
| S2 |
3.497 |
3.497 |
3.636 |
|
| S3 |
3.365 |
3.446 |
3.624 |
|
| S4 |
3.233 |
3.314 |
3.587 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.119 |
3.736 |
|
| R3 |
4.001 |
3.915 |
3.680 |
|
| R2 |
3.797 |
3.797 |
3.661 |
|
| R1 |
3.711 |
3.711 |
3.643 |
3.754 |
| PP |
3.593 |
3.593 |
3.593 |
3.615 |
| S1 |
3.507 |
3.507 |
3.605 |
3.550 |
| S2 |
3.389 |
3.389 |
3.587 |
|
| S3 |
3.185 |
3.303 |
3.568 |
|
| S4 |
2.981 |
3.099 |
3.512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.706 |
3.547 |
0.159 |
4.3% |
0.090 |
2.5% |
71% |
False |
True |
23,895 |
| 10 |
3.706 |
3.476 |
0.230 |
6.3% |
0.092 |
2.5% |
80% |
False |
False |
22,745 |
| 20 |
4.050 |
3.476 |
0.574 |
15.7% |
0.092 |
2.5% |
32% |
False |
False |
18,277 |
| 40 |
4.096 |
3.476 |
0.620 |
16.9% |
0.084 |
2.3% |
30% |
False |
False |
15,219 |
| 60 |
4.120 |
3.476 |
0.644 |
17.6% |
0.082 |
2.2% |
29% |
False |
False |
12,269 |
| 80 |
4.120 |
3.476 |
0.644 |
17.6% |
0.078 |
2.1% |
29% |
False |
False |
10,176 |
| 100 |
4.130 |
3.476 |
0.654 |
17.9% |
0.078 |
2.1% |
28% |
False |
False |
8,848 |
| 120 |
4.515 |
3.476 |
1.039 |
28.4% |
0.076 |
2.1% |
18% |
False |
False |
7,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.240 |
|
2.618 |
4.025 |
|
1.618 |
3.893 |
|
1.000 |
3.811 |
|
0.618 |
3.761 |
|
HIGH |
3.679 |
|
0.618 |
3.629 |
|
0.500 |
3.613 |
|
0.382 |
3.597 |
|
LOW |
3.547 |
|
0.618 |
3.465 |
|
1.000 |
3.415 |
|
1.618 |
3.333 |
|
2.618 |
3.201 |
|
4.250 |
2.986 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.644 |
3.649 |
| PP |
3.629 |
3.638 |
| S1 |
3.613 |
3.627 |
|