NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.617 |
3.670 |
0.053 |
1.5% |
3.644 |
High |
3.678 |
3.711 |
0.033 |
0.9% |
3.711 |
Low |
3.570 |
3.662 |
0.092 |
2.6% |
3.570 |
Close |
3.661 |
3.708 |
0.047 |
1.3% |
3.708 |
Range |
0.108 |
0.049 |
-0.059 |
-54.6% |
0.141 |
ATR |
0.071 |
0.069 |
-0.001 |
-2.1% |
0.000 |
Volume |
7,003 |
6,042 |
-961 |
-13.7% |
36,075 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.841 |
3.823 |
3.735 |
|
R3 |
3.792 |
3.774 |
3.721 |
|
R2 |
3.743 |
3.743 |
3.717 |
|
R1 |
3.725 |
3.725 |
3.712 |
3.734 |
PP |
3.694 |
3.694 |
3.694 |
3.698 |
S1 |
3.676 |
3.676 |
3.704 |
3.685 |
S2 |
3.645 |
3.645 |
3.699 |
|
S3 |
3.596 |
3.627 |
3.695 |
|
S4 |
3.547 |
3.578 |
3.681 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.086 |
4.038 |
3.786 |
|
R3 |
3.945 |
3.897 |
3.747 |
|
R2 |
3.804 |
3.804 |
3.734 |
|
R1 |
3.756 |
3.756 |
3.721 |
3.780 |
PP |
3.663 |
3.663 |
3.663 |
3.675 |
S1 |
3.615 |
3.615 |
3.695 |
3.639 |
S2 |
3.522 |
3.522 |
3.682 |
|
S3 |
3.381 |
3.474 |
3.669 |
|
S4 |
3.240 |
3.333 |
3.630 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.711 |
3.570 |
0.141 |
3.8% |
0.063 |
1.7% |
98% |
True |
False |
7,215 |
10 |
3.711 |
3.495 |
0.216 |
5.8% |
0.066 |
1.8% |
99% |
True |
False |
6,848 |
20 |
3.970 |
3.495 |
0.475 |
12.8% |
0.067 |
1.8% |
45% |
False |
False |
4,829 |
40 |
4.012 |
3.495 |
0.517 |
13.9% |
0.061 |
1.6% |
41% |
False |
False |
3,697 |
60 |
4.012 |
3.495 |
0.517 |
13.9% |
0.060 |
1.6% |
41% |
False |
False |
3,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.919 |
2.618 |
3.839 |
1.618 |
3.790 |
1.000 |
3.760 |
0.618 |
3.741 |
HIGH |
3.711 |
0.618 |
3.692 |
0.500 |
3.687 |
0.382 |
3.681 |
LOW |
3.662 |
0.618 |
3.632 |
1.000 |
3.613 |
1.618 |
3.583 |
2.618 |
3.534 |
4.250 |
3.454 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.701 |
3.686 |
PP |
3.694 |
3.663 |
S1 |
3.687 |
3.641 |
|