NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.718 |
3.739 |
0.021 |
0.6% |
3.740 |
High |
3.770 |
3.814 |
0.044 |
1.2% |
3.814 |
Low |
3.717 |
3.739 |
0.022 |
0.6% |
3.619 |
Close |
3.744 |
3.795 |
0.051 |
1.4% |
3.795 |
Range |
0.053 |
0.075 |
0.022 |
41.5% |
0.195 |
ATR |
0.070 |
0.071 |
0.000 |
0.5% |
0.000 |
Volume |
4,495 |
6,568 |
2,073 |
46.1% |
22,740 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.008 |
3.976 |
3.836 |
|
R3 |
3.933 |
3.901 |
3.816 |
|
R2 |
3.858 |
3.858 |
3.809 |
|
R1 |
3.826 |
3.826 |
3.802 |
3.842 |
PP |
3.783 |
3.783 |
3.783 |
3.791 |
S1 |
3.751 |
3.751 |
3.788 |
3.767 |
S2 |
3.708 |
3.708 |
3.781 |
|
S3 |
3.633 |
3.676 |
3.774 |
|
S4 |
3.558 |
3.601 |
3.754 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.328 |
4.256 |
3.902 |
|
R3 |
4.133 |
4.061 |
3.849 |
|
R2 |
3.938 |
3.938 |
3.831 |
|
R1 |
3.866 |
3.866 |
3.813 |
3.902 |
PP |
3.743 |
3.743 |
3.743 |
3.761 |
S1 |
3.671 |
3.671 |
3.777 |
3.707 |
S2 |
3.548 |
3.548 |
3.759 |
|
S3 |
3.353 |
3.476 |
3.741 |
|
S4 |
3.158 |
3.281 |
3.688 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.814 |
3.619 |
0.195 |
5.1% |
0.069 |
1.8% |
90% |
True |
False |
4,548 |
10 |
3.814 |
3.570 |
0.244 |
6.4% |
0.066 |
1.7% |
92% |
True |
False |
5,881 |
20 |
3.814 |
3.495 |
0.319 |
8.4% |
0.065 |
1.7% |
94% |
True |
False |
5,375 |
40 |
4.012 |
3.495 |
0.517 |
13.6% |
0.061 |
1.6% |
58% |
False |
False |
3,944 |
60 |
4.012 |
3.495 |
0.517 |
13.6% |
0.060 |
1.6% |
58% |
False |
False |
3,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.133 |
2.618 |
4.010 |
1.618 |
3.935 |
1.000 |
3.889 |
0.618 |
3.860 |
HIGH |
3.814 |
0.618 |
3.785 |
0.500 |
3.777 |
0.382 |
3.768 |
LOW |
3.739 |
0.618 |
3.693 |
1.000 |
3.664 |
1.618 |
3.618 |
2.618 |
3.543 |
4.250 |
3.420 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.789 |
3.774 |
PP |
3.783 |
3.753 |
S1 |
3.777 |
3.732 |
|