NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
3.965 |
-0.015 |
-0.4% |
3.846 |
| High |
4.013 |
4.152 |
0.139 |
3.5% |
3.962 |
| Low |
3.953 |
3.951 |
-0.002 |
-0.1% |
3.786 |
| Close |
3.960 |
4.132 |
0.172 |
4.3% |
3.954 |
| Range |
0.060 |
0.201 |
0.141 |
235.0% |
0.176 |
| ATR |
0.090 |
0.098 |
0.008 |
8.7% |
0.000 |
| Volume |
104,509 |
247,404 |
142,895 |
136.7% |
464,130 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.681 |
4.608 |
4.243 |
|
| R3 |
4.480 |
4.407 |
4.187 |
|
| R2 |
4.279 |
4.279 |
4.169 |
|
| R1 |
4.206 |
4.206 |
4.150 |
4.243 |
| PP |
4.078 |
4.078 |
4.078 |
4.097 |
| S1 |
4.005 |
4.005 |
4.114 |
4.042 |
| S2 |
3.877 |
3.877 |
4.095 |
|
| S3 |
3.676 |
3.804 |
4.077 |
|
| S4 |
3.475 |
3.603 |
4.021 |
|
|
| 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 |
4.152 |
3.873 |
0.279 |
6.8% |
0.104 |
2.5% |
93% |
True |
False |
140,235 |
| 10 |
4.152 |
3.703 |
0.449 |
10.9% |
0.098 |
2.4% |
96% |
True |
False |
126,463 |
| 20 |
4.152 |
3.543 |
0.609 |
14.7% |
0.098 |
2.4% |
97% |
True |
False |
100,427 |
| 40 |
4.152 |
3.465 |
0.687 |
16.6% |
0.095 |
2.3% |
97% |
True |
False |
77,819 |
| 60 |
4.152 |
3.465 |
0.687 |
16.6% |
0.091 |
2.2% |
97% |
True |
False |
66,083 |
| 80 |
4.152 |
3.465 |
0.687 |
16.6% |
0.088 |
2.1% |
97% |
True |
False |
55,847 |
| 100 |
4.152 |
3.465 |
0.687 |
16.6% |
0.087 |
2.1% |
97% |
True |
False |
49,308 |
| 120 |
4.295 |
3.465 |
0.830 |
20.1% |
0.088 |
2.1% |
80% |
False |
False |
44,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.006 |
|
2.618 |
4.678 |
|
1.618 |
4.477 |
|
1.000 |
4.353 |
|
0.618 |
4.276 |
|
HIGH |
4.152 |
|
0.618 |
4.075 |
|
0.500 |
4.052 |
|
0.382 |
4.028 |
|
LOW |
3.951 |
|
0.618 |
3.827 |
|
1.000 |
3.750 |
|
1.618 |
3.626 |
|
2.618 |
3.425 |
|
4.250 |
3.097 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.105 |
4.104 |
| PP |
4.078 |
4.076 |
| S1 |
4.052 |
4.049 |
|