NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.864 |
3.845 |
-0.019 |
-0.5% |
3.740 |
High |
3.865 |
3.889 |
0.024 |
0.6% |
3.814 |
Low |
3.785 |
3.827 |
0.042 |
1.1% |
3.619 |
Close |
3.853 |
3.870 |
0.017 |
0.4% |
3.795 |
Range |
0.080 |
0.062 |
-0.018 |
-22.5% |
0.195 |
ATR |
0.072 |
0.071 |
-0.001 |
-1.0% |
0.000 |
Volume |
6,897 |
9,126 |
2,229 |
32.3% |
22,740 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.048 |
4.021 |
3.904 |
|
R3 |
3.986 |
3.959 |
3.887 |
|
R2 |
3.924 |
3.924 |
3.881 |
|
R1 |
3.897 |
3.897 |
3.876 |
3.911 |
PP |
3.862 |
3.862 |
3.862 |
3.869 |
S1 |
3.835 |
3.835 |
3.864 |
3.849 |
S2 |
3.800 |
3.800 |
3.859 |
|
S3 |
3.738 |
3.773 |
3.853 |
|
S4 |
3.676 |
3.711 |
3.836 |
|
|
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 |
3.889 |
3.717 |
0.172 |
4.4% |
0.068 |
1.8% |
89% |
True |
False |
7,507 |
10 |
3.889 |
3.570 |
0.319 |
8.2% |
0.072 |
1.9% |
94% |
True |
False |
6,225 |
20 |
3.889 |
3.495 |
0.394 |
10.2% |
0.068 |
1.8% |
95% |
True |
False |
6,239 |
40 |
4.012 |
3.495 |
0.517 |
13.4% |
0.063 |
1.6% |
73% |
False |
False |
4,500 |
60 |
4.012 |
3.495 |
0.517 |
13.4% |
0.061 |
1.6% |
73% |
False |
False |
3,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.153 |
2.618 |
4.051 |
1.618 |
3.989 |
1.000 |
3.951 |
0.618 |
3.927 |
HIGH |
3.889 |
0.618 |
3.865 |
0.500 |
3.858 |
0.382 |
3.851 |
LOW |
3.827 |
0.618 |
3.789 |
1.000 |
3.765 |
1.618 |
3.727 |
2.618 |
3.665 |
4.250 |
3.564 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.866 |
3.859 |
PP |
3.862 |
3.848 |
S1 |
3.858 |
3.837 |
|