NYMEX Natural Gas Future April 2014
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.824 |
3.829 |
0.005 |
0.1% |
3.698 |
High |
3.851 |
3.873 |
0.022 |
0.6% |
3.795 |
Low |
3.763 |
3.808 |
0.045 |
1.2% |
3.593 |
Close |
3.836 |
3.855 |
0.019 |
0.5% |
3.777 |
Range |
0.088 |
0.065 |
-0.023 |
-26.1% |
0.202 |
ATR |
0.081 |
0.079 |
-0.001 |
-1.4% |
0.000 |
Volume |
24,604 |
28,415 |
3,811 |
15.5% |
94,879 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.040 |
4.013 |
3.891 |
|
R3 |
3.975 |
3.948 |
3.873 |
|
R2 |
3.910 |
3.910 |
3.867 |
|
R1 |
3.883 |
3.883 |
3.861 |
3.897 |
PP |
3.845 |
3.845 |
3.845 |
3.852 |
S1 |
3.818 |
3.818 |
3.849 |
3.832 |
S2 |
3.780 |
3.780 |
3.843 |
|
S3 |
3.715 |
3.753 |
3.837 |
|
S4 |
3.650 |
3.688 |
3.819 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.328 |
4.254 |
3.888 |
|
R3 |
4.126 |
4.052 |
3.833 |
|
R2 |
3.924 |
3.924 |
3.814 |
|
R1 |
3.850 |
3.850 |
3.796 |
3.887 |
PP |
3.722 |
3.722 |
3.722 |
3.740 |
S1 |
3.648 |
3.648 |
3.758 |
3.685 |
S2 |
3.520 |
3.520 |
3.740 |
|
S3 |
3.318 |
3.446 |
3.721 |
|
S4 |
3.116 |
3.244 |
3.666 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.873 |
3.689 |
0.184 |
4.8% |
0.076 |
2.0% |
90% |
True |
False |
24,602 |
10 |
3.873 |
3.535 |
0.338 |
8.8% |
0.083 |
2.1% |
95% |
True |
False |
22,037 |
20 |
3.873 |
3.462 |
0.411 |
10.7% |
0.078 |
2.0% |
96% |
True |
False |
22,567 |
40 |
4.000 |
3.462 |
0.538 |
14.0% |
0.075 |
1.9% |
73% |
False |
False |
19,399 |
60 |
4.000 |
3.462 |
0.538 |
14.0% |
0.074 |
1.9% |
73% |
False |
False |
17,758 |
80 |
4.000 |
3.462 |
0.538 |
14.0% |
0.072 |
1.9% |
73% |
False |
False |
15,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.149 |
2.618 |
4.043 |
1.618 |
3.978 |
1.000 |
3.938 |
0.618 |
3.913 |
HIGH |
3.873 |
0.618 |
3.848 |
0.500 |
3.841 |
0.382 |
3.833 |
LOW |
3.808 |
0.618 |
3.768 |
1.000 |
3.743 |
1.618 |
3.703 |
2.618 |
3.638 |
4.250 |
3.532 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.850 |
3.843 |
PP |
3.845 |
3.830 |
S1 |
3.841 |
3.818 |
|