NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.681 |
3.596 |
-0.085 |
-2.3% |
3.571 |
| High |
3.693 |
3.668 |
-0.025 |
-0.7% |
3.669 |
| Low |
3.586 |
3.540 |
-0.046 |
-1.3% |
3.469 |
| Close |
3.614 |
3.650 |
0.036 |
1.0% |
3.615 |
| Range |
0.107 |
0.128 |
0.021 |
19.6% |
0.200 |
| ATR |
0.085 |
0.088 |
0.003 |
3.6% |
0.000 |
| Volume |
24,823 |
22,789 |
-2,034 |
-8.2% |
137,321 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.003 |
3.955 |
3.720 |
|
| R3 |
3.875 |
3.827 |
3.685 |
|
| R2 |
3.747 |
3.747 |
3.673 |
|
| R1 |
3.699 |
3.699 |
3.662 |
3.723 |
| PP |
3.619 |
3.619 |
3.619 |
3.632 |
| S1 |
3.571 |
3.571 |
3.638 |
3.595 |
| S2 |
3.491 |
3.491 |
3.627 |
|
| S3 |
3.363 |
3.443 |
3.615 |
|
| S4 |
3.235 |
3.315 |
3.580 |
|
|
| 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 |
3.693 |
3.540 |
0.153 |
4.2% |
0.089 |
2.4% |
72% |
False |
True |
24,775 |
| 10 |
3.693 |
3.469 |
0.224 |
6.1% |
0.089 |
2.4% |
81% |
False |
False |
24,718 |
| 20 |
4.015 |
3.469 |
0.546 |
15.0% |
0.087 |
2.4% |
33% |
False |
False |
21,499 |
| 40 |
4.068 |
3.469 |
0.599 |
16.4% |
0.080 |
2.2% |
30% |
False |
False |
18,559 |
| 60 |
4.070 |
3.469 |
0.601 |
16.5% |
0.078 |
2.1% |
30% |
False |
False |
16,071 |
| 80 |
4.070 |
3.469 |
0.601 |
16.5% |
0.077 |
2.1% |
30% |
False |
False |
14,049 |
| 100 |
4.085 |
3.469 |
0.616 |
16.9% |
0.077 |
2.1% |
29% |
False |
False |
12,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.212 |
|
2.618 |
4.003 |
|
1.618 |
3.875 |
|
1.000 |
3.796 |
|
0.618 |
3.747 |
|
HIGH |
3.668 |
|
0.618 |
3.619 |
|
0.500 |
3.604 |
|
0.382 |
3.589 |
|
LOW |
3.540 |
|
0.618 |
3.461 |
|
1.000 |
3.412 |
|
1.618 |
3.333 |
|
2.618 |
3.205 |
|
4.250 |
2.996 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.635 |
3.639 |
| PP |
3.619 |
3.628 |
| S1 |
3.604 |
3.617 |
|