NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.716 |
3.664 |
-0.052 |
-1.4% |
3.633 |
High |
3.742 |
3.689 |
-0.053 |
-1.4% |
3.705 |
Low |
3.659 |
3.601 |
-0.058 |
-1.6% |
3.540 |
Close |
3.664 |
3.607 |
-0.057 |
-1.6% |
3.703 |
Range |
0.083 |
0.088 |
0.005 |
6.0% |
0.165 |
ATR |
0.087 |
0.087 |
0.000 |
0.1% |
0.000 |
Volume |
15,190 |
17,027 |
1,837 |
12.1% |
117,598 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.896 |
3.840 |
3.655 |
|
R3 |
3.808 |
3.752 |
3.631 |
|
R2 |
3.720 |
3.720 |
3.623 |
|
R1 |
3.664 |
3.664 |
3.615 |
3.648 |
PP |
3.632 |
3.632 |
3.632 |
3.625 |
S1 |
3.576 |
3.576 |
3.599 |
3.560 |
S2 |
3.544 |
3.544 |
3.591 |
|
S3 |
3.456 |
3.488 |
3.583 |
|
S4 |
3.368 |
3.400 |
3.559 |
|
|
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 |
5.6% |
0.096 |
2.7% |
33% |
False |
False |
21,247 |
10 |
3.742 |
3.540 |
0.202 |
5.6% |
0.087 |
2.4% |
33% |
False |
False |
23,532 |
20 |
3.885 |
3.469 |
0.416 |
11.5% |
0.083 |
2.3% |
33% |
False |
False |
21,993 |
40 |
4.068 |
3.469 |
0.599 |
16.6% |
0.080 |
2.2% |
23% |
False |
False |
18,973 |
60 |
4.070 |
3.469 |
0.601 |
16.7% |
0.080 |
2.2% |
23% |
False |
False |
16,692 |
80 |
4.070 |
3.469 |
0.601 |
16.7% |
0.077 |
2.1% |
23% |
False |
False |
14,563 |
100 |
4.085 |
3.469 |
0.616 |
17.1% |
0.077 |
2.1% |
22% |
False |
False |
13,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.063 |
2.618 |
3.919 |
1.618 |
3.831 |
1.000 |
3.777 |
0.618 |
3.743 |
HIGH |
3.689 |
0.618 |
3.655 |
0.500 |
3.645 |
0.382 |
3.635 |
LOW |
3.601 |
0.618 |
3.547 |
1.000 |
3.513 |
1.618 |
3.459 |
2.618 |
3.371 |
4.250 |
3.227 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.645 |
3.672 |
PP |
3.632 |
3.650 |
S1 |
3.620 |
3.629 |
|