NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.680 |
3.652 |
-0.028 |
-0.8% |
3.644 |
High |
3.697 |
3.720 |
0.023 |
0.6% |
3.711 |
Low |
3.619 |
3.650 |
0.031 |
0.9% |
3.570 |
Close |
3.623 |
3.716 |
0.093 |
2.6% |
3.708 |
Range |
0.078 |
0.070 |
-0.008 |
-10.3% |
0.141 |
ATR |
0.070 |
0.072 |
0.002 |
2.8% |
0.000 |
Volume |
3,675 |
3,249 |
-426 |
-11.6% |
36,075 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.905 |
3.881 |
3.755 |
|
R3 |
3.835 |
3.811 |
3.735 |
|
R2 |
3.765 |
3.765 |
3.729 |
|
R1 |
3.741 |
3.741 |
3.722 |
3.753 |
PP |
3.695 |
3.695 |
3.695 |
3.702 |
S1 |
3.671 |
3.671 |
3.710 |
3.683 |
S2 |
3.625 |
3.625 |
3.703 |
|
S3 |
3.555 |
3.601 |
3.697 |
|
S4 |
3.485 |
3.531 |
3.678 |
|
|
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% |
0.075 |
2.0% |
84% |
False |
False |
4,944 |
10 |
3.743 |
3.569 |
0.174 |
4.7% |
0.067 |
1.8% |
84% |
False |
False |
6,140 |
20 |
3.860 |
3.495 |
0.365 |
9.8% |
0.065 |
1.8% |
61% |
False |
False |
5,037 |
40 |
4.012 |
3.495 |
0.517 |
13.9% |
0.062 |
1.7% |
43% |
False |
False |
3,783 |
60 |
4.012 |
3.495 |
0.517 |
13.9% |
0.061 |
1.6% |
43% |
False |
False |
3,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.018 |
2.618 |
3.903 |
1.618 |
3.833 |
1.000 |
3.790 |
0.618 |
3.763 |
HIGH |
3.720 |
0.618 |
3.693 |
0.500 |
3.685 |
0.382 |
3.677 |
LOW |
3.650 |
0.618 |
3.607 |
1.000 |
3.580 |
1.618 |
3.537 |
2.618 |
3.467 |
4.250 |
3.353 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.706 |
3.704 |
PP |
3.695 |
3.693 |
S1 |
3.685 |
3.681 |
|