NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.740 |
3.680 |
-0.060 |
-1.6% |
3.644 |
High |
3.743 |
3.697 |
-0.046 |
-1.2% |
3.711 |
Low |
3.673 |
3.619 |
-0.054 |
-1.5% |
3.570 |
Close |
3.676 |
3.623 |
-0.053 |
-1.4% |
3.708 |
Range |
0.070 |
0.078 |
0.008 |
11.4% |
0.141 |
ATR |
0.069 |
0.070 |
0.001 |
0.9% |
0.000 |
Volume |
4,753 |
3,675 |
-1,078 |
-22.7% |
36,075 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.880 |
3.830 |
3.666 |
|
R3 |
3.802 |
3.752 |
3.644 |
|
R2 |
3.724 |
3.724 |
3.637 |
|
R1 |
3.674 |
3.674 |
3.630 |
3.660 |
PP |
3.646 |
3.646 |
3.646 |
3.640 |
S1 |
3.596 |
3.596 |
3.616 |
3.582 |
S2 |
3.568 |
3.568 |
3.609 |
|
S3 |
3.490 |
3.518 |
3.602 |
|
S4 |
3.412 |
3.440 |
3.580 |
|
|
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 |
4.8% |
0.073 |
2.0% |
31% |
False |
False |
6,078 |
10 |
3.743 |
3.569 |
0.174 |
4.8% |
0.065 |
1.8% |
31% |
False |
False |
6,490 |
20 |
3.860 |
3.495 |
0.365 |
10.1% |
0.063 |
1.7% |
35% |
False |
False |
5,010 |
40 |
4.012 |
3.495 |
0.517 |
14.3% |
0.062 |
1.7% |
25% |
False |
False |
3,770 |
60 |
4.012 |
3.495 |
0.517 |
14.3% |
0.061 |
1.7% |
25% |
False |
False |
3,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.029 |
2.618 |
3.901 |
1.618 |
3.823 |
1.000 |
3.775 |
0.618 |
3.745 |
HIGH |
3.697 |
0.618 |
3.667 |
0.500 |
3.658 |
0.382 |
3.649 |
LOW |
3.619 |
0.618 |
3.571 |
1.000 |
3.541 |
1.618 |
3.493 |
2.618 |
3.415 |
4.250 |
3.288 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.658 |
3.681 |
PP |
3.646 |
3.662 |
S1 |
3.635 |
3.642 |
|