NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 18-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.670 |
3.740 |
0.070 |
1.9% |
3.644 |
High |
3.711 |
3.743 |
0.032 |
0.9% |
3.711 |
Low |
3.662 |
3.673 |
0.011 |
0.3% |
3.570 |
Close |
3.708 |
3.676 |
-0.032 |
-0.9% |
3.708 |
Range |
0.049 |
0.070 |
0.021 |
42.9% |
0.141 |
ATR |
0.069 |
0.069 |
0.000 |
0.1% |
0.000 |
Volume |
6,042 |
4,753 |
-1,289 |
-21.3% |
36,075 |
|
Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.907 |
3.862 |
3.715 |
|
R3 |
3.837 |
3.792 |
3.695 |
|
R2 |
3.767 |
3.767 |
3.689 |
|
R1 |
3.722 |
3.722 |
3.682 |
3.710 |
PP |
3.697 |
3.697 |
3.697 |
3.691 |
S1 |
3.652 |
3.652 |
3.670 |
3.640 |
S2 |
3.627 |
3.627 |
3.663 |
|
S3 |
3.557 |
3.582 |
3.657 |
|
S4 |
3.487 |
3.512 |
3.638 |
|
|
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 |
3.743 |
3.570 |
0.173 |
4.7% |
0.068 |
1.9% |
61% |
True |
False |
6,821 |
10 |
3.743 |
3.495 |
0.248 |
6.7% |
0.067 |
1.8% |
73% |
True |
False |
6,750 |
20 |
3.860 |
3.495 |
0.365 |
9.9% |
0.063 |
1.7% |
50% |
False |
False |
4,974 |
40 |
4.012 |
3.495 |
0.517 |
14.1% |
0.061 |
1.7% |
35% |
False |
False |
3,730 |
60 |
4.012 |
3.495 |
0.517 |
14.1% |
0.060 |
1.6% |
35% |
False |
False |
3,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.041 |
2.618 |
3.926 |
1.618 |
3.856 |
1.000 |
3.813 |
0.618 |
3.786 |
HIGH |
3.743 |
0.618 |
3.716 |
0.500 |
3.708 |
0.382 |
3.700 |
LOW |
3.673 |
0.618 |
3.630 |
1.000 |
3.603 |
1.618 |
3.560 |
2.618 |
3.490 |
4.250 |
3.376 |
|
|
Fisher Pivots for day following 18-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.708 |
3.670 |
PP |
3.697 |
3.663 |
S1 |
3.687 |
3.657 |
|