NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.633 |
3.621 |
-0.012 |
-0.3% |
3.571 |
| High |
3.646 |
3.690 |
0.044 |
1.2% |
3.669 |
| Low |
3.595 |
3.601 |
0.006 |
0.2% |
3.469 |
| Close |
3.621 |
3.662 |
0.041 |
1.1% |
3.615 |
| Range |
0.051 |
0.089 |
0.038 |
74.5% |
0.200 |
| ATR |
0.083 |
0.083 |
0.000 |
0.5% |
0.000 |
| Volume |
22,847 |
20,729 |
-2,118 |
-9.3% |
137,321 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.879 |
3.711 |
|
| R3 |
3.829 |
3.790 |
3.686 |
|
| R2 |
3.740 |
3.740 |
3.678 |
|
| R1 |
3.701 |
3.701 |
3.670 |
3.721 |
| PP |
3.651 |
3.651 |
3.651 |
3.661 |
| S1 |
3.612 |
3.612 |
3.654 |
3.632 |
| S2 |
3.562 |
3.562 |
3.646 |
|
| S3 |
3.473 |
3.523 |
3.638 |
|
| S4 |
3.384 |
3.434 |
3.613 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.100 |
3.725 |
|
| R3 |
3.984 |
3.900 |
3.670 |
|
| R2 |
3.784 |
3.784 |
3.652 |
|
| R1 |
3.700 |
3.700 |
3.633 |
3.742 |
| PP |
3.584 |
3.584 |
3.584 |
3.606 |
| S1 |
3.500 |
3.500 |
3.597 |
3.542 |
| S2 |
3.384 |
3.384 |
3.578 |
|
| S3 |
3.184 |
3.300 |
3.560 |
|
| S4 |
2.984 |
3.100 |
3.505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.690 |
3.550 |
0.140 |
3.8% |
0.078 |
2.1% |
80% |
True |
False |
25,817 |
| 10 |
3.741 |
3.469 |
0.272 |
7.4% |
0.079 |
2.2% |
71% |
False |
False |
24,141 |
| 20 |
4.055 |
3.469 |
0.586 |
16.0% |
0.084 |
2.3% |
33% |
False |
False |
21,147 |
| 40 |
4.070 |
3.469 |
0.601 |
16.4% |
0.078 |
2.1% |
32% |
False |
False |
18,239 |
| 60 |
4.070 |
3.469 |
0.601 |
16.4% |
0.077 |
2.1% |
32% |
False |
False |
15,527 |
| 80 |
4.070 |
3.469 |
0.601 |
16.4% |
0.076 |
2.1% |
32% |
False |
False |
13,598 |
| 100 |
4.101 |
3.469 |
0.632 |
17.3% |
0.076 |
2.1% |
31% |
False |
False |
12,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.068 |
|
2.618 |
3.923 |
|
1.618 |
3.834 |
|
1.000 |
3.779 |
|
0.618 |
3.745 |
|
HIGH |
3.690 |
|
0.618 |
3.656 |
|
0.500 |
3.646 |
|
0.382 |
3.635 |
|
LOW |
3.601 |
|
0.618 |
3.546 |
|
1.000 |
3.512 |
|
1.618 |
3.457 |
|
2.618 |
3.368 |
|
4.250 |
3.223 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.657 |
3.651 |
| PP |
3.651 |
3.640 |
| S1 |
3.646 |
3.630 |
|