NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.819 |
3.864 |
0.045 |
1.2% |
3.740 |
High |
3.864 |
3.865 |
0.001 |
0.0% |
3.814 |
Low |
3.792 |
3.785 |
-0.007 |
-0.2% |
3.619 |
Close |
3.833 |
3.853 |
0.020 |
0.5% |
3.795 |
Range |
0.072 |
0.080 |
0.008 |
11.1% |
0.195 |
ATR |
0.071 |
0.072 |
0.001 |
0.9% |
0.000 |
Volume |
10,449 |
6,897 |
-3,552 |
-34.0% |
22,740 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.074 |
4.044 |
3.897 |
|
R3 |
3.994 |
3.964 |
3.875 |
|
R2 |
3.914 |
3.914 |
3.868 |
|
R1 |
3.884 |
3.884 |
3.860 |
3.859 |
PP |
3.834 |
3.834 |
3.834 |
3.822 |
S1 |
3.804 |
3.804 |
3.846 |
3.779 |
S2 |
3.754 |
3.754 |
3.838 |
|
S3 |
3.674 |
3.724 |
3.831 |
|
S4 |
3.594 |
3.644 |
3.809 |
|
|
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 |
3.865 |
3.650 |
0.215 |
5.6% |
0.070 |
1.8% |
94% |
True |
False |
6,331 |
10 |
3.865 |
3.570 |
0.295 |
7.7% |
0.072 |
1.9% |
96% |
True |
False |
6,205 |
20 |
3.865 |
3.495 |
0.370 |
9.6% |
0.067 |
1.7% |
97% |
True |
False |
5,965 |
40 |
4.012 |
3.495 |
0.517 |
13.4% |
0.063 |
1.6% |
69% |
False |
False |
4,306 |
60 |
4.012 |
3.495 |
0.517 |
13.4% |
0.061 |
1.6% |
69% |
False |
False |
3,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.205 |
2.618 |
4.074 |
1.618 |
3.994 |
1.000 |
3.945 |
0.618 |
3.914 |
HIGH |
3.865 |
0.618 |
3.834 |
0.500 |
3.825 |
0.382 |
3.816 |
LOW |
3.785 |
0.618 |
3.736 |
1.000 |
3.705 |
1.618 |
3.656 |
2.618 |
3.576 |
4.250 |
3.445 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.844 |
3.836 |
PP |
3.834 |
3.819 |
S1 |
3.825 |
3.802 |
|