NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.975 |
3.980 |
0.005 |
0.1% |
3.846 |
| High |
4.017 |
4.013 |
-0.004 |
-0.1% |
3.962 |
| Low |
3.945 |
3.953 |
0.008 |
0.2% |
3.786 |
| Close |
3.976 |
3.960 |
-0.016 |
-0.4% |
3.954 |
| Range |
0.072 |
0.060 |
-0.012 |
-16.7% |
0.176 |
| ATR |
0.093 |
0.090 |
-0.002 |
-2.5% |
0.000 |
| Volume |
130,050 |
104,509 |
-25,541 |
-19.6% |
464,130 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.155 |
4.118 |
3.993 |
|
| R3 |
4.095 |
4.058 |
3.977 |
|
| R2 |
4.035 |
4.035 |
3.971 |
|
| R1 |
3.998 |
3.998 |
3.966 |
3.987 |
| PP |
3.975 |
3.975 |
3.975 |
3.970 |
| S1 |
3.938 |
3.938 |
3.955 |
3.927 |
| S2 |
3.915 |
3.915 |
3.949 |
|
| S3 |
3.855 |
3.878 |
3.944 |
|
| S4 |
3.795 |
3.818 |
3.927 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.429 |
4.367 |
4.051 |
|
| R3 |
4.253 |
4.191 |
4.002 |
|
| R2 |
4.077 |
4.077 |
3.986 |
|
| R1 |
4.015 |
4.015 |
3.970 |
4.046 |
| PP |
3.901 |
3.901 |
3.901 |
3.916 |
| S1 |
3.839 |
3.839 |
3.938 |
3.870 |
| S2 |
3.725 |
3.725 |
3.922 |
|
| S3 |
3.549 |
3.663 |
3.906 |
|
| S4 |
3.373 |
3.487 |
3.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.017 |
3.834 |
0.183 |
4.6% |
0.080 |
2.0% |
69% |
False |
False |
112,649 |
| 10 |
4.017 |
3.599 |
0.418 |
10.6% |
0.090 |
2.3% |
86% |
False |
False |
111,317 |
| 20 |
4.017 |
3.537 |
0.480 |
12.1% |
0.092 |
2.3% |
88% |
False |
False |
92,170 |
| 40 |
4.092 |
3.465 |
0.627 |
15.8% |
0.091 |
2.3% |
79% |
False |
False |
74,398 |
| 60 |
4.125 |
3.465 |
0.660 |
16.7% |
0.089 |
2.3% |
75% |
False |
False |
62,295 |
| 80 |
4.125 |
3.465 |
0.660 |
16.7% |
0.086 |
2.2% |
75% |
False |
False |
53,115 |
| 100 |
4.137 |
3.465 |
0.672 |
17.0% |
0.086 |
2.2% |
74% |
False |
False |
47,032 |
| 120 |
4.295 |
3.465 |
0.830 |
21.0% |
0.088 |
2.2% |
60% |
False |
False |
42,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.268 |
|
2.618 |
4.170 |
|
1.618 |
4.110 |
|
1.000 |
4.073 |
|
0.618 |
4.050 |
|
HIGH |
4.013 |
|
0.618 |
3.990 |
|
0.500 |
3.983 |
|
0.382 |
3.976 |
|
LOW |
3.953 |
|
0.618 |
3.916 |
|
1.000 |
3.893 |
|
1.618 |
3.856 |
|
2.618 |
3.796 |
|
4.250 |
3.698 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.983 |
3.959 |
| PP |
3.975 |
3.958 |
| S1 |
3.968 |
3.957 |
|