NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.653 |
3.716 |
0.063 |
1.7% |
3.633 |
| High |
3.705 |
3.742 |
0.037 |
1.0% |
3.705 |
| Low |
3.630 |
3.659 |
0.029 |
0.8% |
3.540 |
| Close |
3.703 |
3.664 |
-0.039 |
-1.1% |
3.703 |
| Range |
0.075 |
0.083 |
0.008 |
10.7% |
0.165 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.3% |
0.000 |
| Volume |
26,410 |
15,190 |
-11,220 |
-42.5% |
117,598 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.937 |
3.884 |
3.710 |
|
| R3 |
3.854 |
3.801 |
3.687 |
|
| R2 |
3.771 |
3.771 |
3.679 |
|
| R1 |
3.718 |
3.718 |
3.672 |
3.703 |
| PP |
3.688 |
3.688 |
3.688 |
3.681 |
| S1 |
3.635 |
3.635 |
3.656 |
3.620 |
| S2 |
3.605 |
3.605 |
3.649 |
|
| S3 |
3.522 |
3.552 |
3.641 |
|
| S4 |
3.439 |
3.469 |
3.618 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.144 |
4.089 |
3.794 |
|
| R3 |
3.979 |
3.924 |
3.748 |
|
| R2 |
3.814 |
3.814 |
3.733 |
|
| R1 |
3.759 |
3.759 |
3.718 |
3.787 |
| PP |
3.649 |
3.649 |
3.649 |
3.663 |
| S1 |
3.594 |
3.594 |
3.688 |
3.622 |
| S2 |
3.484 |
3.484 |
3.673 |
|
| S3 |
3.319 |
3.429 |
3.658 |
|
| S4 |
3.154 |
3.264 |
3.612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.742 |
3.540 |
0.202 |
5.5% |
0.096 |
2.6% |
61% |
True |
False |
21,988 |
| 10 |
3.742 |
3.469 |
0.273 |
7.5% |
0.089 |
2.4% |
71% |
True |
False |
24,485 |
| 20 |
3.885 |
3.469 |
0.416 |
11.4% |
0.082 |
2.3% |
47% |
False |
False |
21,948 |
| 40 |
4.068 |
3.469 |
0.599 |
16.3% |
0.081 |
2.2% |
33% |
False |
False |
18,821 |
| 60 |
4.070 |
3.469 |
0.601 |
16.4% |
0.079 |
2.2% |
32% |
False |
False |
16,495 |
| 80 |
4.070 |
3.469 |
0.601 |
16.4% |
0.077 |
2.1% |
32% |
False |
False |
14,415 |
| 100 |
4.085 |
3.469 |
0.616 |
16.8% |
0.077 |
2.1% |
32% |
False |
False |
13,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.095 |
|
2.618 |
3.959 |
|
1.618 |
3.876 |
|
1.000 |
3.825 |
|
0.618 |
3.793 |
|
HIGH |
3.742 |
|
0.618 |
3.710 |
|
0.500 |
3.701 |
|
0.382 |
3.691 |
|
LOW |
3.659 |
|
0.618 |
3.608 |
|
1.000 |
3.576 |
|
1.618 |
3.525 |
|
2.618 |
3.442 |
|
4.250 |
3.306 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.701 |
3.656 |
| PP |
3.688 |
3.649 |
| S1 |
3.676 |
3.641 |
|