NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.840 |
3.846 |
0.006 |
0.2% |
3.716 |
High |
3.885 |
3.881 |
-0.004 |
-0.1% |
3.818 |
Low |
3.799 |
3.788 |
-0.011 |
-0.3% |
3.601 |
Close |
3.840 |
3.865 |
0.025 |
0.7% |
3.801 |
Range |
0.086 |
0.093 |
0.007 |
8.1% |
0.217 |
ATR |
0.087 |
0.088 |
0.000 |
0.5% |
0.000 |
Volume |
24,675 |
39,284 |
14,609 |
59.2% |
109,909 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.124 |
4.087 |
3.916 |
|
R3 |
4.031 |
3.994 |
3.891 |
|
R2 |
3.938 |
3.938 |
3.882 |
|
R1 |
3.901 |
3.901 |
3.874 |
3.920 |
PP |
3.845 |
3.845 |
3.845 |
3.854 |
S1 |
3.808 |
3.808 |
3.856 |
3.827 |
S2 |
3.752 |
3.752 |
3.848 |
|
S3 |
3.659 |
3.715 |
3.839 |
|
S4 |
3.566 |
3.622 |
3.814 |
|
|
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 |
3.885 |
3.604 |
0.281 |
7.3% |
0.090 |
2.3% |
93% |
False |
False |
28,330 |
10 |
3.885 |
3.540 |
0.345 |
8.9% |
0.093 |
2.4% |
94% |
False |
False |
24,789 |
20 |
3.885 |
3.469 |
0.416 |
10.8% |
0.086 |
2.2% |
95% |
False |
False |
24,465 |
40 |
4.068 |
3.469 |
0.599 |
15.5% |
0.082 |
2.1% |
66% |
False |
False |
20,855 |
60 |
4.070 |
3.469 |
0.601 |
15.5% |
0.081 |
2.1% |
66% |
False |
False |
18,225 |
80 |
4.070 |
3.469 |
0.601 |
15.5% |
0.079 |
2.0% |
66% |
False |
False |
15,889 |
100 |
4.085 |
3.469 |
0.616 |
15.9% |
0.078 |
2.0% |
64% |
False |
False |
14,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.276 |
2.618 |
4.124 |
1.618 |
4.031 |
1.000 |
3.974 |
0.618 |
3.938 |
HIGH |
3.881 |
0.618 |
3.845 |
0.500 |
3.835 |
0.382 |
3.824 |
LOW |
3.788 |
0.618 |
3.731 |
1.000 |
3.695 |
1.618 |
3.638 |
2.618 |
3.545 |
4.250 |
3.393 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.855 |
3.844 |
PP |
3.845 |
3.824 |
S1 |
3.835 |
3.803 |
|