NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.849 |
3.873 |
0.024 |
0.6% |
3.733 |
| High |
3.888 |
3.920 |
0.032 |
0.8% |
3.830 |
| Low |
3.792 |
3.839 |
0.047 |
1.2% |
3.606 |
| Close |
3.870 |
3.899 |
0.029 |
0.7% |
3.811 |
| Range |
0.096 |
0.081 |
-0.015 |
-15.6% |
0.224 |
| ATR |
0.091 |
0.091 |
-0.001 |
-0.8% |
0.000 |
| Volume |
39,509 |
29,827 |
-9,682 |
-24.5% |
101,421 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.129 |
4.095 |
3.944 |
|
| R3 |
4.048 |
4.014 |
3.921 |
|
| R2 |
3.967 |
3.967 |
3.914 |
|
| R1 |
3.933 |
3.933 |
3.906 |
3.950 |
| PP |
3.886 |
3.886 |
3.886 |
3.895 |
| S1 |
3.852 |
3.852 |
3.892 |
3.869 |
| S2 |
3.805 |
3.805 |
3.884 |
|
| S3 |
3.724 |
3.771 |
3.877 |
|
| S4 |
3.643 |
3.690 |
3.854 |
|
|
| 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 |
3.920 |
3.710 |
0.210 |
5.4% |
0.088 |
2.2% |
90% |
True |
False |
29,537 |
| 10 |
3.920 |
3.547 |
0.373 |
9.6% |
0.095 |
2.4% |
94% |
True |
False |
24,605 |
| 20 |
3.920 |
3.476 |
0.444 |
11.4% |
0.092 |
2.4% |
95% |
True |
False |
23,018 |
| 40 |
4.096 |
3.476 |
0.620 |
15.9% |
0.086 |
2.2% |
68% |
False |
False |
18,398 |
| 60 |
4.120 |
3.476 |
0.644 |
16.5% |
0.084 |
2.2% |
66% |
False |
False |
15,183 |
| 80 |
4.120 |
3.476 |
0.644 |
16.5% |
0.082 |
2.1% |
66% |
False |
False |
12,560 |
| 100 |
4.130 |
3.476 |
0.654 |
16.8% |
0.079 |
2.0% |
65% |
False |
False |
10,724 |
| 120 |
4.282 |
3.476 |
0.806 |
20.7% |
0.078 |
2.0% |
52% |
False |
False |
9,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.264 |
|
2.618 |
4.132 |
|
1.618 |
4.051 |
|
1.000 |
4.001 |
|
0.618 |
3.970 |
|
HIGH |
3.920 |
|
0.618 |
3.889 |
|
0.500 |
3.880 |
|
0.382 |
3.870 |
|
LOW |
3.839 |
|
0.618 |
3.789 |
|
1.000 |
3.758 |
|
1.618 |
3.708 |
|
2.618 |
3.627 |
|
4.250 |
3.495 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.893 |
3.885 |
| PP |
3.886 |
3.870 |
| S1 |
3.880 |
3.856 |
|