NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.668 |
3.613 |
-0.055 |
-1.5% |
3.653 |
| High |
3.699 |
3.723 |
0.024 |
0.6% |
3.716 |
| Low |
3.606 |
3.609 |
0.003 |
0.1% |
3.547 |
| Close |
3.612 |
3.716 |
0.104 |
2.9% |
3.713 |
| Range |
0.093 |
0.114 |
0.021 |
22.6% |
0.169 |
| ATR |
0.090 |
0.092 |
0.002 |
1.9% |
0.000 |
| Volume |
17,844 |
20,369 |
2,525 |
14.2% |
112,605 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.025 |
3.984 |
3.779 |
|
| R3 |
3.911 |
3.870 |
3.747 |
|
| R2 |
3.797 |
3.797 |
3.737 |
|
| R1 |
3.756 |
3.756 |
3.726 |
3.777 |
| PP |
3.683 |
3.683 |
3.683 |
3.693 |
| S1 |
3.642 |
3.642 |
3.706 |
3.663 |
| S2 |
3.569 |
3.569 |
3.695 |
|
| S3 |
3.455 |
3.528 |
3.685 |
|
| S4 |
3.341 |
3.414 |
3.653 |
|
|
| 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 |
5.5% |
0.102 |
2.7% |
82% |
False |
False |
19,674 |
| 10 |
3.752 |
3.547 |
0.205 |
5.5% |
0.094 |
2.5% |
82% |
False |
False |
20,862 |
| 20 |
3.914 |
3.476 |
0.438 |
11.8% |
0.091 |
2.5% |
55% |
False |
False |
19,055 |
| 40 |
4.096 |
3.476 |
0.620 |
16.7% |
0.086 |
2.3% |
39% |
False |
False |
16,169 |
| 60 |
4.120 |
3.476 |
0.644 |
17.3% |
0.084 |
2.3% |
37% |
False |
False |
13,270 |
| 80 |
4.120 |
3.476 |
0.644 |
17.3% |
0.079 |
2.1% |
37% |
False |
False |
10,913 |
| 100 |
4.130 |
3.476 |
0.654 |
17.6% |
0.078 |
2.1% |
37% |
False |
False |
9,418 |
| 120 |
4.326 |
3.476 |
0.850 |
22.9% |
0.076 |
2.1% |
28% |
False |
False |
8,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.208 |
|
2.618 |
4.021 |
|
1.618 |
3.907 |
|
1.000 |
3.837 |
|
0.618 |
3.793 |
|
HIGH |
3.723 |
|
0.618 |
3.679 |
|
0.500 |
3.666 |
|
0.382 |
3.653 |
|
LOW |
3.609 |
|
0.618 |
3.539 |
|
1.000 |
3.495 |
|
1.618 |
3.425 |
|
2.618 |
3.311 |
|
4.250 |
3.125 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.704 |
| PP |
3.683 |
3.691 |
| S1 |
3.666 |
3.679 |
|