NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.652 |
3.718 |
0.066 |
1.8% |
3.644 |
High |
3.720 |
3.770 |
0.050 |
1.3% |
3.711 |
Low |
3.650 |
3.717 |
0.067 |
1.8% |
3.570 |
Close |
3.716 |
3.744 |
0.028 |
0.8% |
3.708 |
Range |
0.070 |
0.053 |
-0.017 |
-24.3% |
0.141 |
ATR |
0.072 |
0.070 |
-0.001 |
-1.8% |
0.000 |
Volume |
3,249 |
4,495 |
1,246 |
38.4% |
36,075 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.903 |
3.876 |
3.773 |
|
R3 |
3.850 |
3.823 |
3.759 |
|
R2 |
3.797 |
3.797 |
3.754 |
|
R1 |
3.770 |
3.770 |
3.749 |
3.784 |
PP |
3.744 |
3.744 |
3.744 |
3.750 |
S1 |
3.717 |
3.717 |
3.739 |
3.731 |
S2 |
3.691 |
3.691 |
3.734 |
|
S3 |
3.638 |
3.664 |
3.729 |
|
S4 |
3.585 |
3.611 |
3.715 |
|
|
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 |
3.770 |
3.619 |
0.151 |
4.0% |
0.064 |
1.7% |
83% |
True |
False |
4,442 |
10 |
3.770 |
3.570 |
0.200 |
5.3% |
0.063 |
1.7% |
87% |
True |
False |
6,056 |
20 |
3.860 |
3.495 |
0.365 |
9.7% |
0.064 |
1.7% |
68% |
False |
False |
5,139 |
40 |
4.012 |
3.495 |
0.517 |
13.8% |
0.061 |
1.6% |
48% |
False |
False |
3,849 |
60 |
4.012 |
3.495 |
0.517 |
13.8% |
0.060 |
1.6% |
48% |
False |
False |
3,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.995 |
2.618 |
3.909 |
1.618 |
3.856 |
1.000 |
3.823 |
0.618 |
3.803 |
HIGH |
3.770 |
0.618 |
3.750 |
0.500 |
3.744 |
0.382 |
3.737 |
LOW |
3.717 |
0.618 |
3.684 |
1.000 |
3.664 |
1.618 |
3.631 |
2.618 |
3.578 |
4.250 |
3.492 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.744 |
3.728 |
PP |
3.744 |
3.711 |
S1 |
3.744 |
3.695 |
|