NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.618 |
3.610 |
-0.008 |
-0.2% |
3.515 |
| High |
3.630 |
3.673 |
0.043 |
1.2% |
3.644 |
| Low |
3.581 |
3.588 |
0.007 |
0.2% |
3.462 |
| Close |
3.610 |
3.651 |
0.041 |
1.1% |
3.600 |
| Range |
0.049 |
0.085 |
0.036 |
73.5% |
0.182 |
| ATR |
0.076 |
0.077 |
0.001 |
0.9% |
0.000 |
| Volume |
18,442 |
18,480 |
38 |
0.2% |
132,006 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.857 |
3.698 |
|
| R3 |
3.807 |
3.772 |
3.674 |
|
| R2 |
3.722 |
3.722 |
3.667 |
|
| R1 |
3.687 |
3.687 |
3.659 |
3.705 |
| PP |
3.637 |
3.637 |
3.637 |
3.646 |
| S1 |
3.602 |
3.602 |
3.643 |
3.620 |
| S2 |
3.552 |
3.552 |
3.635 |
|
| S3 |
3.467 |
3.517 |
3.628 |
|
| S4 |
3.382 |
3.432 |
3.604 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.115 |
4.039 |
3.700 |
|
| R3 |
3.933 |
3.857 |
3.650 |
|
| R2 |
3.751 |
3.751 |
3.633 |
|
| R1 |
3.675 |
3.675 |
3.617 |
3.713 |
| PP |
3.569 |
3.569 |
3.569 |
3.588 |
| S1 |
3.493 |
3.493 |
3.583 |
3.531 |
| S2 |
3.387 |
3.387 |
3.567 |
|
| S3 |
3.205 |
3.311 |
3.550 |
|
| S4 |
3.023 |
3.129 |
3.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.673 |
3.543 |
0.130 |
3.6% |
0.069 |
1.9% |
83% |
True |
False |
24,532 |
| 10 |
3.711 |
3.462 |
0.249 |
6.8% |
0.069 |
1.9% |
76% |
False |
False |
22,543 |
| 20 |
3.983 |
3.462 |
0.521 |
14.3% |
0.076 |
2.1% |
36% |
False |
False |
19,512 |
| 40 |
4.000 |
3.462 |
0.538 |
14.7% |
0.072 |
2.0% |
35% |
False |
False |
17,654 |
| 60 |
4.000 |
3.462 |
0.538 |
14.7% |
0.069 |
1.9% |
35% |
False |
False |
15,693 |
| 80 |
4.000 |
3.462 |
0.538 |
14.7% |
0.068 |
1.9% |
35% |
False |
False |
14,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.034 |
|
2.618 |
3.896 |
|
1.618 |
3.811 |
|
1.000 |
3.758 |
|
0.618 |
3.726 |
|
HIGH |
3.673 |
|
0.618 |
3.641 |
|
0.500 |
3.631 |
|
0.382 |
3.620 |
|
LOW |
3.588 |
|
0.618 |
3.535 |
|
1.000 |
3.503 |
|
1.618 |
3.450 |
|
2.618 |
3.365 |
|
4.250 |
3.227 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.644 |
3.640 |
| PP |
3.637 |
3.630 |
| S1 |
3.631 |
3.619 |
|