NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.571 |
3.515 |
-0.056 |
-1.6% |
3.825 |
| High |
3.571 |
3.579 |
0.008 |
0.2% |
3.825 |
| Low |
3.485 |
3.469 |
-0.016 |
-0.5% |
3.581 |
| Close |
3.523 |
3.558 |
0.035 |
1.0% |
3.587 |
| Range |
0.086 |
0.110 |
0.024 |
27.9% |
0.244 |
| ATR |
0.084 |
0.086 |
0.002 |
2.2% |
0.000 |
| Volume |
25,256 |
26,555 |
1,299 |
5.1% |
91,103 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.865 |
3.822 |
3.619 |
|
| R3 |
3.755 |
3.712 |
3.588 |
|
| R2 |
3.645 |
3.645 |
3.578 |
|
| R1 |
3.602 |
3.602 |
3.568 |
3.624 |
| PP |
3.535 |
3.535 |
3.535 |
3.546 |
| S1 |
3.492 |
3.492 |
3.548 |
3.514 |
| S2 |
3.425 |
3.425 |
3.538 |
|
| S3 |
3.315 |
3.382 |
3.528 |
|
| S4 |
3.205 |
3.272 |
3.498 |
|
|
| 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 |
3.741 |
3.469 |
0.272 |
7.6% |
0.081 |
2.3% |
33% |
False |
True |
22,465 |
| 10 |
3.885 |
3.469 |
0.416 |
11.7% |
0.078 |
2.2% |
21% |
False |
True |
20,455 |
| 20 |
4.068 |
3.469 |
0.599 |
16.8% |
0.079 |
2.2% |
15% |
False |
True |
19,533 |
| 40 |
4.070 |
3.469 |
0.601 |
16.9% |
0.078 |
2.2% |
15% |
False |
True |
16,690 |
| 60 |
4.070 |
3.469 |
0.601 |
16.9% |
0.076 |
2.1% |
15% |
False |
True |
14,132 |
| 80 |
4.085 |
3.469 |
0.616 |
17.3% |
0.076 |
2.1% |
14% |
False |
True |
12,663 |
| 100 |
4.232 |
3.469 |
0.763 |
21.4% |
0.077 |
2.2% |
12% |
False |
True |
11,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.047 |
|
2.618 |
3.867 |
|
1.618 |
3.757 |
|
1.000 |
3.689 |
|
0.618 |
3.647 |
|
HIGH |
3.579 |
|
0.618 |
3.537 |
|
0.500 |
3.524 |
|
0.382 |
3.511 |
|
LOW |
3.469 |
|
0.618 |
3.401 |
|
1.000 |
3.359 |
|
1.618 |
3.291 |
|
2.618 |
3.181 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.547 |
3.559 |
| PP |
3.535 |
3.558 |
| S1 |
3.524 |
3.558 |
|