NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.648 |
3.571 |
-0.077 |
-2.1% |
3.825 |
| High |
3.648 |
3.571 |
-0.077 |
-2.1% |
3.825 |
| Low |
3.581 |
3.485 |
-0.096 |
-2.7% |
3.581 |
| Close |
3.587 |
3.523 |
-0.064 |
-1.8% |
3.587 |
| Range |
0.067 |
0.086 |
0.019 |
28.4% |
0.244 |
| ATR |
0.082 |
0.084 |
0.001 |
1.7% |
0.000 |
| Volume |
18,680 |
25,256 |
6,576 |
35.2% |
91,103 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.784 |
3.740 |
3.570 |
|
| R3 |
3.698 |
3.654 |
3.547 |
|
| R2 |
3.612 |
3.612 |
3.539 |
|
| R1 |
3.568 |
3.568 |
3.531 |
3.547 |
| PP |
3.526 |
3.526 |
3.526 |
3.516 |
| S1 |
3.482 |
3.482 |
3.515 |
3.461 |
| S2 |
3.440 |
3.440 |
3.507 |
|
| S3 |
3.354 |
3.396 |
3.499 |
|
| S4 |
3.268 |
3.310 |
3.476 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.236 |
3.721 |
|
| R3 |
4.152 |
3.992 |
3.654 |
|
| R2 |
3.908 |
3.908 |
3.632 |
|
| R1 |
3.748 |
3.748 |
3.609 |
3.706 |
| PP |
3.664 |
3.664 |
3.664 |
3.644 |
| S1 |
3.504 |
3.504 |
3.565 |
3.462 |
| S2 |
3.420 |
3.420 |
3.542 |
|
| S3 |
3.176 |
3.260 |
3.520 |
|
| S4 |
2.932 |
3.016 |
3.453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.748 |
3.485 |
0.263 |
7.5% |
0.070 |
2.0% |
14% |
False |
True |
20,501 |
| 10 |
3.885 |
3.485 |
0.400 |
11.4% |
0.076 |
2.1% |
10% |
False |
True |
19,411 |
| 20 |
4.068 |
3.485 |
0.583 |
16.5% |
0.077 |
2.2% |
7% |
False |
True |
19,295 |
| 40 |
4.070 |
3.485 |
0.585 |
16.6% |
0.077 |
2.2% |
6% |
False |
True |
16,200 |
| 60 |
4.070 |
3.485 |
0.585 |
16.6% |
0.075 |
2.1% |
6% |
False |
True |
13,839 |
| 80 |
4.085 |
3.485 |
0.600 |
17.0% |
0.076 |
2.1% |
6% |
False |
True |
12,381 |
| 100 |
4.232 |
3.485 |
0.747 |
21.2% |
0.076 |
2.2% |
5% |
False |
True |
11,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.937 |
|
2.618 |
3.796 |
|
1.618 |
3.710 |
|
1.000 |
3.657 |
|
0.618 |
3.624 |
|
HIGH |
3.571 |
|
0.618 |
3.538 |
|
0.500 |
3.528 |
|
0.382 |
3.518 |
|
LOW |
3.485 |
|
0.618 |
3.432 |
|
1.000 |
3.399 |
|
1.618 |
3.346 |
|
2.618 |
3.260 |
|
4.250 |
3.120 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.528 |
3.613 |
| PP |
3.526 |
3.583 |
| S1 |
3.525 |
3.553 |
|