NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
3.845 |
3.888 |
0.043 |
1.1% |
3.819 |
High |
3.889 |
3.917 |
0.028 |
0.7% |
3.917 |
Low |
3.827 |
3.858 |
0.031 |
0.8% |
3.785 |
Close |
3.870 |
3.915 |
0.045 |
1.2% |
3.915 |
Range |
0.062 |
0.059 |
-0.003 |
-4.8% |
0.132 |
ATR |
0.071 |
0.070 |
-0.001 |
-1.2% |
0.000 |
Volume |
9,126 |
10,615 |
1,489 |
16.3% |
37,087 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.074 |
4.053 |
3.947 |
|
R3 |
4.015 |
3.994 |
3.931 |
|
R2 |
3.956 |
3.956 |
3.926 |
|
R1 |
3.935 |
3.935 |
3.920 |
3.946 |
PP |
3.897 |
3.897 |
3.897 |
3.902 |
S1 |
3.876 |
3.876 |
3.910 |
3.887 |
S2 |
3.838 |
3.838 |
3.904 |
|
S3 |
3.779 |
3.817 |
3.899 |
|
S4 |
3.720 |
3.758 |
3.883 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.268 |
4.224 |
3.988 |
|
R3 |
4.136 |
4.092 |
3.951 |
|
R2 |
4.004 |
4.004 |
3.939 |
|
R1 |
3.960 |
3.960 |
3.927 |
3.982 |
PP |
3.872 |
3.872 |
3.872 |
3.884 |
S1 |
3.828 |
3.828 |
3.903 |
3.850 |
S2 |
3.740 |
3.740 |
3.891 |
|
S3 |
3.608 |
3.696 |
3.879 |
|
S4 |
3.476 |
3.564 |
3.842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.917 |
3.739 |
0.178 |
4.5% |
0.070 |
1.8% |
99% |
True |
False |
8,731 |
10 |
3.917 |
3.619 |
0.298 |
7.6% |
0.067 |
1.7% |
99% |
True |
False |
6,586 |
20 |
3.917 |
3.495 |
0.422 |
10.8% |
0.067 |
1.7% |
100% |
True |
False |
6,625 |
40 |
4.012 |
3.495 |
0.517 |
13.2% |
0.063 |
1.6% |
81% |
False |
False |
4,741 |
60 |
4.012 |
3.495 |
0.517 |
13.2% |
0.061 |
1.6% |
81% |
False |
False |
4,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.168 |
2.618 |
4.071 |
1.618 |
4.012 |
1.000 |
3.976 |
0.618 |
3.953 |
HIGH |
3.917 |
0.618 |
3.894 |
0.500 |
3.888 |
0.382 |
3.881 |
LOW |
3.858 |
0.618 |
3.822 |
1.000 |
3.799 |
1.618 |
3.763 |
2.618 |
3.704 |
4.250 |
3.607 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
3.906 |
3.894 |
PP |
3.897 |
3.872 |
S1 |
3.888 |
3.851 |
|