NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.707 |
3.738 |
0.031 |
0.8% |
3.716 |
| High |
3.770 |
3.818 |
0.048 |
1.3% |
3.818 |
| Low |
3.707 |
3.721 |
0.014 |
0.4% |
3.601 |
| Close |
3.735 |
3.801 |
0.066 |
1.8% |
3.801 |
| Range |
0.063 |
0.097 |
0.034 |
54.0% |
0.217 |
| ATR |
0.087 |
0.087 |
0.001 |
0.8% |
0.000 |
| Volume |
29,641 |
23,807 |
-5,834 |
-19.7% |
109,909 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.071 |
4.033 |
3.854 |
|
| R3 |
3.974 |
3.936 |
3.828 |
|
| R2 |
3.877 |
3.877 |
3.819 |
|
| R1 |
3.839 |
3.839 |
3.810 |
3.858 |
| PP |
3.780 |
3.780 |
3.780 |
3.790 |
| S1 |
3.742 |
3.742 |
3.792 |
3.761 |
| S2 |
3.683 |
3.683 |
3.783 |
|
| S3 |
3.586 |
3.645 |
3.774 |
|
| S4 |
3.489 |
3.548 |
3.748 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.391 |
4.313 |
3.920 |
|
| R3 |
4.174 |
4.096 |
3.861 |
|
| R2 |
3.957 |
3.957 |
3.841 |
|
| R1 |
3.879 |
3.879 |
3.821 |
3.918 |
| PP |
3.740 |
3.740 |
3.740 |
3.760 |
| S1 |
3.662 |
3.662 |
3.781 |
3.701 |
| S2 |
3.523 |
3.523 |
3.761 |
|
| S3 |
3.306 |
3.445 |
3.741 |
|
| S4 |
3.089 |
3.228 |
3.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.818 |
3.601 |
0.217 |
5.7% |
0.088 |
2.3% |
92% |
True |
False |
21,981 |
| 10 |
3.818 |
3.540 |
0.278 |
7.3% |
0.089 |
2.3% |
94% |
True |
False |
22,750 |
| 20 |
3.825 |
3.469 |
0.356 |
9.4% |
0.085 |
2.2% |
93% |
False |
False |
22,796 |
| 40 |
4.068 |
3.469 |
0.599 |
15.8% |
0.081 |
2.1% |
55% |
False |
False |
19,820 |
| 60 |
4.070 |
3.469 |
0.601 |
15.8% |
0.080 |
2.1% |
55% |
False |
False |
17,610 |
| 80 |
4.070 |
3.469 |
0.601 |
15.8% |
0.078 |
2.1% |
55% |
False |
False |
15,298 |
| 100 |
4.085 |
3.469 |
0.616 |
16.2% |
0.078 |
2.0% |
54% |
False |
False |
13,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.230 |
|
2.618 |
4.072 |
|
1.618 |
3.975 |
|
1.000 |
3.915 |
|
0.618 |
3.878 |
|
HIGH |
3.818 |
|
0.618 |
3.781 |
|
0.500 |
3.770 |
|
0.382 |
3.758 |
|
LOW |
3.721 |
|
0.618 |
3.661 |
|
1.000 |
3.624 |
|
1.618 |
3.564 |
|
2.618 |
3.467 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.791 |
3.771 |
| PP |
3.780 |
3.741 |
| S1 |
3.770 |
3.711 |
|