NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.644 |
3.644 |
0.000 |
0.0% |
3.564 |
High |
3.648 |
3.698 |
0.050 |
1.4% |
3.666 |
Low |
3.607 |
3.644 |
0.037 |
1.0% |
3.495 |
Close |
3.638 |
3.678 |
0.040 |
1.1% |
3.626 |
Range |
0.041 |
0.054 |
0.013 |
31.7% |
0.171 |
ATR |
0.069 |
0.068 |
-0.001 |
-0.9% |
0.000 |
Volume |
6,719 |
7,391 |
672 |
10.0% |
32,413 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.835 |
3.811 |
3.708 |
|
R3 |
3.781 |
3.757 |
3.693 |
|
R2 |
3.727 |
3.727 |
3.688 |
|
R1 |
3.703 |
3.703 |
3.683 |
3.715 |
PP |
3.673 |
3.673 |
3.673 |
3.680 |
S1 |
3.649 |
3.649 |
3.673 |
3.661 |
S2 |
3.619 |
3.619 |
3.668 |
|
S3 |
3.565 |
3.595 |
3.663 |
|
S4 |
3.511 |
3.541 |
3.648 |
|
|
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 |
3.698 |
3.569 |
0.129 |
3.5% |
0.056 |
1.5% |
84% |
True |
False |
6,902 |
10 |
3.732 |
3.495 |
0.237 |
6.4% |
0.062 |
1.7% |
77% |
False |
False |
5,725 |
20 |
3.996 |
3.495 |
0.501 |
13.6% |
0.067 |
1.8% |
37% |
False |
False |
4,119 |
40 |
4.012 |
3.495 |
0.517 |
14.1% |
0.059 |
1.6% |
35% |
False |
False |
3,572 |
60 |
4.012 |
3.495 |
0.517 |
14.1% |
0.058 |
1.6% |
35% |
False |
False |
3,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.928 |
2.618 |
3.839 |
1.618 |
3.785 |
1.000 |
3.752 |
0.618 |
3.731 |
HIGH |
3.698 |
0.618 |
3.677 |
0.500 |
3.671 |
0.382 |
3.665 |
LOW |
3.644 |
0.618 |
3.611 |
1.000 |
3.590 |
1.618 |
3.557 |
2.618 |
3.503 |
4.250 |
3.415 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.676 |
3.668 |
PP |
3.673 |
3.657 |
S1 |
3.671 |
3.647 |
|