NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.711 |
3.746 |
0.035 |
0.9% |
3.733 |
| High |
3.778 |
3.830 |
0.052 |
1.4% |
3.830 |
| Low |
3.710 |
3.727 |
0.017 |
0.5% |
3.606 |
| Close |
3.742 |
3.811 |
0.069 |
1.8% |
3.811 |
| Range |
0.068 |
0.103 |
0.035 |
51.5% |
0.224 |
| ATR |
0.090 |
0.091 |
0.001 |
1.0% |
0.000 |
| Volume |
24,962 |
25,614 |
652 |
2.6% |
101,421 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.098 |
4.058 |
3.868 |
|
| R3 |
3.995 |
3.955 |
3.839 |
|
| R2 |
3.892 |
3.892 |
3.830 |
|
| R1 |
3.852 |
3.852 |
3.820 |
3.872 |
| PP |
3.789 |
3.789 |
3.789 |
3.800 |
| S1 |
3.749 |
3.749 |
3.802 |
3.769 |
| S2 |
3.686 |
3.686 |
3.792 |
|
| S3 |
3.583 |
3.646 |
3.783 |
|
| S4 |
3.480 |
3.543 |
3.754 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.340 |
3.934 |
|
| R3 |
4.197 |
4.116 |
3.873 |
|
| R2 |
3.973 |
3.973 |
3.852 |
|
| R1 |
3.892 |
3.892 |
3.832 |
3.933 |
| PP |
3.749 |
3.749 |
3.749 |
3.769 |
| S1 |
3.668 |
3.668 |
3.790 |
3.709 |
| S2 |
3.525 |
3.525 |
3.770 |
|
| S3 |
3.301 |
3.444 |
3.749 |
|
| S4 |
3.077 |
3.220 |
3.688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.830 |
3.606 |
0.224 |
5.9% |
0.093 |
2.4% |
92% |
True |
False |
20,284 |
| 10 |
3.830 |
3.547 |
0.283 |
7.4% |
0.093 |
2.4% |
93% |
True |
False |
21,402 |
| 20 |
3.863 |
3.476 |
0.387 |
10.2% |
0.090 |
2.4% |
87% |
False |
False |
19,947 |
| 40 |
4.096 |
3.476 |
0.620 |
16.3% |
0.085 |
2.2% |
54% |
False |
False |
16,791 |
| 60 |
4.120 |
3.476 |
0.644 |
16.9% |
0.083 |
2.2% |
52% |
False |
False |
13,969 |
| 80 |
4.120 |
3.476 |
0.644 |
16.9% |
0.080 |
2.1% |
52% |
False |
False |
11,486 |
| 100 |
4.130 |
3.476 |
0.654 |
17.2% |
0.078 |
2.1% |
51% |
False |
False |
9,843 |
| 120 |
4.287 |
3.476 |
0.811 |
21.3% |
0.077 |
2.0% |
41% |
False |
False |
8,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.268 |
|
2.618 |
4.100 |
|
1.618 |
3.997 |
|
1.000 |
3.933 |
|
0.618 |
3.894 |
|
HIGH |
3.830 |
|
0.618 |
3.791 |
|
0.500 |
3.779 |
|
0.382 |
3.766 |
|
LOW |
3.727 |
|
0.618 |
3.663 |
|
1.000 |
3.624 |
|
1.618 |
3.560 |
|
2.618 |
3.457 |
|
4.250 |
3.289 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.800 |
3.781 |
| PP |
3.789 |
3.750 |
| S1 |
3.779 |
3.720 |
|