NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.633 |
3.644 |
0.011 |
0.3% |
3.564 |
High |
3.640 |
3.648 |
0.008 |
0.2% |
3.666 |
Low |
3.595 |
3.607 |
0.012 |
0.3% |
3.495 |
Close |
3.626 |
3.638 |
0.012 |
0.3% |
3.626 |
Range |
0.045 |
0.041 |
-0.004 |
-8.9% |
0.171 |
ATR |
0.071 |
0.069 |
-0.002 |
-3.0% |
0.000 |
Volume |
8,322 |
6,719 |
-1,603 |
-19.3% |
32,413 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.754 |
3.737 |
3.661 |
|
R3 |
3.713 |
3.696 |
3.649 |
|
R2 |
3.672 |
3.672 |
3.646 |
|
R1 |
3.655 |
3.655 |
3.642 |
3.643 |
PP |
3.631 |
3.631 |
3.631 |
3.625 |
S1 |
3.614 |
3.614 |
3.634 |
3.602 |
S2 |
3.590 |
3.590 |
3.630 |
|
S3 |
3.549 |
3.573 |
3.627 |
|
S4 |
3.508 |
3.532 |
3.615 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.109 |
4.038 |
3.720 |
|
R3 |
3.938 |
3.867 |
3.673 |
|
R2 |
3.767 |
3.767 |
3.657 |
|
R1 |
3.696 |
3.696 |
3.642 |
3.732 |
PP |
3.596 |
3.596 |
3.596 |
3.613 |
S1 |
3.525 |
3.525 |
3.610 |
3.561 |
S2 |
3.425 |
3.425 |
3.595 |
|
S3 |
3.254 |
3.354 |
3.579 |
|
S4 |
3.083 |
3.183 |
3.532 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.666 |
3.495 |
0.171 |
4.7% |
0.066 |
1.8% |
84% |
False |
False |
6,679 |
10 |
3.750 |
3.495 |
0.255 |
7.0% |
0.062 |
1.7% |
56% |
False |
False |
5,358 |
20 |
4.010 |
3.495 |
0.515 |
14.2% |
0.067 |
1.8% |
28% |
False |
False |
3,927 |
40 |
4.012 |
3.495 |
0.517 |
14.2% |
0.058 |
1.6% |
28% |
False |
False |
3,523 |
60 |
4.012 |
3.495 |
0.517 |
14.2% |
0.058 |
1.6% |
28% |
False |
False |
2,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.822 |
2.618 |
3.755 |
1.618 |
3.714 |
1.000 |
3.689 |
0.618 |
3.673 |
HIGH |
3.648 |
0.618 |
3.632 |
0.500 |
3.628 |
0.382 |
3.623 |
LOW |
3.607 |
0.618 |
3.582 |
1.000 |
3.566 |
1.618 |
3.541 |
2.618 |
3.500 |
4.250 |
3.433 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.635 |
3.631 |
PP |
3.631 |
3.624 |
S1 |
3.628 |
3.618 |
|