NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3.663 |
3.600 |
-0.063 |
-1.7% |
3.618 |
| High |
3.671 |
3.701 |
0.030 |
0.8% |
3.687 |
| Low |
3.593 |
3.600 |
0.007 |
0.2% |
3.535 |
| Close |
3.598 |
3.694 |
0.096 |
2.7% |
3.685 |
| Range |
0.078 |
0.101 |
0.023 |
29.5% |
0.152 |
| ATR |
0.079 |
0.081 |
0.002 |
2.1% |
0.000 |
| Volume |
14,768 |
20,049 |
5,281 |
35.8% |
105,887 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.968 |
3.932 |
3.750 |
|
| R3 |
3.867 |
3.831 |
3.722 |
|
| R2 |
3.766 |
3.766 |
3.713 |
|
| R1 |
3.730 |
3.730 |
3.703 |
3.748 |
| PP |
3.665 |
3.665 |
3.665 |
3.674 |
| S1 |
3.629 |
3.629 |
3.685 |
3.647 |
| S2 |
3.564 |
3.564 |
3.675 |
|
| S3 |
3.463 |
3.528 |
3.666 |
|
| S4 |
3.362 |
3.427 |
3.638 |
|
|
| 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 |
5.1% |
0.090 |
2.4% |
84% |
False |
False |
19,472 |
| 10 |
3.724 |
3.535 |
0.189 |
5.1% |
0.082 |
2.2% |
84% |
False |
False |
21,837 |
| 20 |
3.838 |
3.462 |
0.376 |
10.2% |
0.078 |
2.1% |
62% |
False |
False |
20,207 |
| 40 |
4.000 |
3.462 |
0.538 |
14.6% |
0.074 |
2.0% |
43% |
False |
False |
17,943 |
| 60 |
4.000 |
3.462 |
0.538 |
14.6% |
0.073 |
2.0% |
43% |
False |
False |
16,865 |
| 80 |
4.000 |
3.462 |
0.538 |
14.6% |
0.070 |
1.9% |
43% |
False |
False |
14,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.130 |
|
2.618 |
3.965 |
|
1.618 |
3.864 |
|
1.000 |
3.802 |
|
0.618 |
3.763 |
|
HIGH |
3.701 |
|
0.618 |
3.662 |
|
0.500 |
3.651 |
|
0.382 |
3.639 |
|
LOW |
3.600 |
|
0.618 |
3.538 |
|
1.000 |
3.499 |
|
1.618 |
3.437 |
|
2.618 |
3.336 |
|
4.250 |
3.171 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.680 |
3.682 |
| PP |
3.665 |
3.670 |
| S1 |
3.651 |
3.659 |
|