NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.528 |
3.588 |
0.060 |
1.7% |
3.780 |
High |
3.596 |
3.623 |
0.027 |
0.8% |
3.782 |
Low |
3.495 |
3.578 |
0.083 |
2.4% |
3.592 |
Close |
3.578 |
3.587 |
0.009 |
0.3% |
3.598 |
Range |
0.101 |
0.045 |
-0.056 |
-55.4% |
0.190 |
ATR |
0.072 |
0.071 |
-0.002 |
-2.7% |
0.000 |
Volume |
6,279 |
6,747 |
468 |
7.5% |
16,273 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.731 |
3.704 |
3.612 |
|
R3 |
3.686 |
3.659 |
3.599 |
|
R2 |
3.641 |
3.641 |
3.595 |
|
R1 |
3.614 |
3.614 |
3.591 |
3.605 |
PP |
3.596 |
3.596 |
3.596 |
3.592 |
S1 |
3.569 |
3.569 |
3.583 |
3.560 |
S2 |
3.551 |
3.551 |
3.579 |
|
S3 |
3.506 |
3.524 |
3.575 |
|
S4 |
3.461 |
3.479 |
3.562 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.227 |
4.103 |
3.703 |
|
R3 |
4.037 |
3.913 |
3.650 |
|
R2 |
3.847 |
3.847 |
3.633 |
|
R1 |
3.723 |
3.723 |
3.615 |
3.690 |
PP |
3.657 |
3.657 |
3.657 |
3.641 |
S1 |
3.533 |
3.533 |
3.581 |
3.500 |
S2 |
3.467 |
3.467 |
3.563 |
|
S3 |
3.277 |
3.343 |
3.546 |
|
S4 |
3.087 |
3.153 |
3.494 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.723 |
3.495 |
0.228 |
6.4% |
0.070 |
1.9% |
40% |
False |
False |
5,168 |
10 |
3.860 |
3.495 |
0.365 |
10.2% |
0.063 |
1.8% |
25% |
False |
False |
3,934 |
20 |
4.012 |
3.495 |
0.517 |
14.4% |
0.065 |
1.8% |
18% |
False |
False |
3,553 |
40 |
4.012 |
3.495 |
0.517 |
14.4% |
0.060 |
1.7% |
18% |
False |
False |
3,146 |
60 |
4.012 |
3.495 |
0.517 |
14.4% |
0.058 |
1.6% |
18% |
False |
False |
2,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.814 |
2.618 |
3.741 |
1.618 |
3.696 |
1.000 |
3.668 |
0.618 |
3.651 |
HIGH |
3.623 |
0.618 |
3.606 |
0.500 |
3.601 |
0.382 |
3.595 |
LOW |
3.578 |
0.618 |
3.550 |
1.000 |
3.533 |
1.618 |
3.505 |
2.618 |
3.460 |
4.250 |
3.387 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.601 |
3.578 |
PP |
3.596 |
3.568 |
S1 |
3.592 |
3.559 |
|