NYMEX Natural Gas Future April 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 |
3.698 |
3.663 |
-0.035 |
-0.9% |
3.618 |
| High |
3.724 |
3.671 |
-0.053 |
-1.4% |
3.687 |
| Low |
3.644 |
3.593 |
-0.051 |
-1.4% |
3.535 |
| Close |
3.651 |
3.598 |
-0.053 |
-1.5% |
3.685 |
| Range |
0.080 |
0.078 |
-0.002 |
-2.5% |
0.152 |
| ATR |
0.079 |
0.079 |
0.000 |
-0.1% |
0.000 |
| Volume |
17,859 |
14,768 |
-3,091 |
-17.3% |
105,887 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.855 |
3.804 |
3.641 |
|
| R3 |
3.777 |
3.726 |
3.619 |
|
| R2 |
3.699 |
3.699 |
3.612 |
|
| R1 |
3.648 |
3.648 |
3.605 |
3.635 |
| PP |
3.621 |
3.621 |
3.621 |
3.614 |
| S1 |
3.570 |
3.570 |
3.591 |
3.557 |
| S2 |
3.543 |
3.543 |
3.584 |
|
| S3 |
3.465 |
3.492 |
3.577 |
|
| S4 |
3.387 |
3.414 |
3.555 |
|
|
| 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 |
5.3% |
0.086 |
2.4% |
33% |
False |
False |
20,318 |
| 10 |
3.724 |
3.535 |
0.189 |
5.3% |
0.078 |
2.2% |
33% |
False |
False |
22,425 |
| 20 |
3.838 |
3.462 |
0.376 |
10.5% |
0.075 |
2.1% |
36% |
False |
False |
20,201 |
| 40 |
4.000 |
3.462 |
0.538 |
15.0% |
0.073 |
2.0% |
25% |
False |
False |
17,827 |
| 60 |
4.000 |
3.462 |
0.538 |
15.0% |
0.073 |
2.0% |
25% |
False |
False |
16,614 |
| 80 |
4.000 |
3.462 |
0.538 |
15.0% |
0.069 |
1.9% |
25% |
False |
False |
14,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.003 |
|
2.618 |
3.875 |
|
1.618 |
3.797 |
|
1.000 |
3.749 |
|
0.618 |
3.719 |
|
HIGH |
3.671 |
|
0.618 |
3.641 |
|
0.500 |
3.632 |
|
0.382 |
3.623 |
|
LOW |
3.593 |
|
0.618 |
3.545 |
|
1.000 |
3.515 |
|
1.618 |
3.467 |
|
2.618 |
3.389 |
|
4.250 |
3.262 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.632 |
3.659 |
| PP |
3.621 |
3.638 |
| S1 |
3.609 |
3.618 |
|