NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.662 |
3.733 |
0.071 |
1.9% |
3.653 |
| High |
3.716 |
3.752 |
0.036 |
1.0% |
3.716 |
| Low |
3.634 |
3.664 |
0.030 |
0.8% |
3.547 |
| Close |
3.713 |
3.671 |
-0.042 |
-1.1% |
3.713 |
| Range |
0.082 |
0.088 |
0.006 |
7.3% |
0.169 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.2% |
0.000 |
| Volume |
22,654 |
12,632 |
-10,022 |
-44.2% |
112,605 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.960 |
3.903 |
3.719 |
|
| R3 |
3.872 |
3.815 |
3.695 |
|
| R2 |
3.784 |
3.784 |
3.687 |
|
| R1 |
3.727 |
3.727 |
3.679 |
3.712 |
| PP |
3.696 |
3.696 |
3.696 |
3.688 |
| S1 |
3.639 |
3.639 |
3.663 |
3.624 |
| S2 |
3.608 |
3.608 |
3.655 |
|
| S3 |
3.520 |
3.551 |
3.647 |
|
| S4 |
3.432 |
3.463 |
3.623 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.166 |
4.108 |
3.806 |
|
| R3 |
3.997 |
3.939 |
3.759 |
|
| R2 |
3.828 |
3.828 |
3.744 |
|
| R1 |
3.770 |
3.770 |
3.728 |
3.799 |
| PP |
3.659 |
3.659 |
3.659 |
3.673 |
| S1 |
3.601 |
3.601 |
3.698 |
3.630 |
| S2 |
3.490 |
3.490 |
3.682 |
|
| S3 |
3.321 |
3.432 |
3.667 |
|
| S4 |
3.152 |
3.263 |
3.620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.752 |
3.547 |
0.205 |
5.6% |
0.100 |
2.7% |
60% |
True |
False |
20,197 |
| 10 |
3.752 |
3.476 |
0.276 |
7.5% |
0.092 |
2.5% |
71% |
True |
False |
22,436 |
| 20 |
3.914 |
3.476 |
0.438 |
11.9% |
0.088 |
2.4% |
45% |
False |
False |
18,687 |
| 40 |
4.096 |
3.476 |
0.620 |
16.9% |
0.085 |
2.3% |
31% |
False |
False |
15,658 |
| 60 |
4.120 |
3.476 |
0.644 |
17.5% |
0.082 |
2.2% |
30% |
False |
False |
12,728 |
| 80 |
4.120 |
3.476 |
0.644 |
17.5% |
0.079 |
2.1% |
30% |
False |
False |
10,559 |
| 100 |
4.130 |
3.476 |
0.654 |
17.8% |
0.077 |
2.1% |
30% |
False |
False |
9,132 |
| 120 |
4.360 |
3.476 |
0.884 |
24.1% |
0.076 |
2.1% |
22% |
False |
False |
8,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.126 |
|
2.618 |
3.982 |
|
1.618 |
3.894 |
|
1.000 |
3.840 |
|
0.618 |
3.806 |
|
HIGH |
3.752 |
|
0.618 |
3.718 |
|
0.500 |
3.708 |
|
0.382 |
3.698 |
|
LOW |
3.664 |
|
0.618 |
3.610 |
|
1.000 |
3.576 |
|
1.618 |
3.522 |
|
2.618 |
3.434 |
|
4.250 |
3.290 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.708 |
3.664 |
| PP |
3.696 |
3.657 |
| S1 |
3.683 |
3.650 |
|