NYMEX Natural Gas Future April 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 |
3.639 |
3.698 |
0.059 |
1.6% |
3.618 |
| High |
3.687 |
3.724 |
0.037 |
1.0% |
3.687 |
| Low |
3.615 |
3.644 |
0.029 |
0.8% |
3.535 |
| Close |
3.685 |
3.651 |
-0.034 |
-0.9% |
3.685 |
| Range |
0.072 |
0.080 |
0.008 |
11.1% |
0.152 |
| ATR |
0.079 |
0.079 |
0.000 |
0.1% |
0.000 |
| Volume |
24,692 |
17,859 |
-6,833 |
-27.7% |
105,887 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.913 |
3.862 |
3.695 |
|
| R3 |
3.833 |
3.782 |
3.673 |
|
| R2 |
3.753 |
3.753 |
3.666 |
|
| R1 |
3.702 |
3.702 |
3.658 |
3.688 |
| PP |
3.673 |
3.673 |
3.673 |
3.666 |
| S1 |
3.622 |
3.622 |
3.644 |
3.608 |
| S2 |
3.593 |
3.593 |
3.636 |
|
| S3 |
3.513 |
3.542 |
3.629 |
|
| S4 |
3.433 |
3.462 |
3.607 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.092 |
4.040 |
3.769 |
|
| R3 |
3.940 |
3.888 |
3.727 |
|
| R2 |
3.788 |
3.788 |
3.713 |
|
| R1 |
3.736 |
3.736 |
3.699 |
3.762 |
| PP |
3.636 |
3.636 |
3.636 |
3.649 |
| S1 |
3.584 |
3.584 |
3.671 |
3.610 |
| S2 |
3.484 |
3.484 |
3.657 |
|
| S3 |
3.332 |
3.432 |
3.643 |
|
| S4 |
3.180 |
3.280 |
3.601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.724 |
3.535 |
0.189 |
5.2% |
0.087 |
2.4% |
61% |
True |
False |
21,060 |
| 10 |
3.724 |
3.462 |
0.262 |
7.2% |
0.081 |
2.2% |
72% |
True |
False |
23,136 |
| 20 |
3.838 |
3.462 |
0.376 |
10.3% |
0.074 |
2.0% |
50% |
False |
False |
20,263 |
| 40 |
4.000 |
3.462 |
0.538 |
14.7% |
0.074 |
2.0% |
35% |
False |
False |
17,781 |
| 60 |
4.000 |
3.462 |
0.538 |
14.7% |
0.073 |
2.0% |
35% |
False |
False |
16,457 |
| 80 |
4.000 |
3.462 |
0.538 |
14.7% |
0.069 |
1.9% |
35% |
False |
False |
14,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.933 |
|
1.618 |
3.853 |
|
1.000 |
3.804 |
|
0.618 |
3.773 |
|
HIGH |
3.724 |
|
0.618 |
3.693 |
|
0.500 |
3.684 |
|
0.382 |
3.675 |
|
LOW |
3.644 |
|
0.618 |
3.595 |
|
1.000 |
3.564 |
|
1.618 |
3.515 |
|
2.618 |
3.435 |
|
4.250 |
3.304 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.684 |
3.644 |
| PP |
3.673 |
3.637 |
| S1 |
3.662 |
3.630 |
|