NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.144 |
4.148 |
0.004 |
0.1% |
3.911 |
High |
4.199 |
4.248 |
0.049 |
1.2% |
4.199 |
Low |
4.103 |
4.139 |
0.036 |
0.9% |
3.897 |
Close |
4.114 |
4.232 |
0.118 |
2.9% |
4.114 |
Range |
0.096 |
0.109 |
0.013 |
13.5% |
0.302 |
ATR |
0.098 |
0.101 |
0.003 |
2.6% |
0.000 |
Volume |
218,988 |
177,841 |
-41,147 |
-18.8% |
830,812 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.533 |
4.492 |
4.292 |
|
R3 |
4.424 |
4.383 |
4.262 |
|
R2 |
4.315 |
4.315 |
4.252 |
|
R1 |
4.274 |
4.274 |
4.242 |
4.295 |
PP |
4.206 |
4.206 |
4.206 |
4.217 |
S1 |
4.165 |
4.165 |
4.222 |
4.186 |
S2 |
4.097 |
4.097 |
4.212 |
|
S3 |
3.988 |
4.056 |
4.202 |
|
S4 |
3.879 |
3.947 |
4.172 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.976 |
4.847 |
4.280 |
|
R3 |
4.674 |
4.545 |
4.197 |
|
R2 |
4.372 |
4.372 |
4.169 |
|
R1 |
4.243 |
4.243 |
4.142 |
4.308 |
PP |
4.070 |
4.070 |
4.070 |
4.102 |
S1 |
3.941 |
3.941 |
4.086 |
4.006 |
S2 |
3.768 |
3.768 |
4.059 |
|
S3 |
3.466 |
3.639 |
4.031 |
|
S4 |
3.164 |
3.337 |
3.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.248 |
3.945 |
0.303 |
7.2% |
0.108 |
2.5% |
95% |
True |
False |
175,758 |
10 |
4.248 |
3.786 |
0.462 |
10.9% |
0.100 |
2.4% |
97% |
True |
False |
147,278 |
20 |
4.248 |
3.543 |
0.705 |
16.7% |
0.099 |
2.3% |
98% |
True |
False |
112,314 |
40 |
4.248 |
3.465 |
0.783 |
18.5% |
0.096 |
2.3% |
98% |
True |
False |
83,257 |
60 |
4.248 |
3.465 |
0.783 |
18.5% |
0.092 |
2.2% |
98% |
True |
False |
71,506 |
80 |
4.248 |
3.465 |
0.783 |
18.5% |
0.088 |
2.1% |
98% |
True |
False |
60,017 |
100 |
4.248 |
3.465 |
0.783 |
18.5% |
0.087 |
2.0% |
98% |
True |
False |
52,986 |
120 |
4.250 |
3.465 |
0.785 |
18.5% |
0.089 |
2.1% |
98% |
False |
False |
47,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.711 |
2.618 |
4.533 |
1.618 |
4.424 |
1.000 |
4.357 |
0.618 |
4.315 |
HIGH |
4.248 |
0.618 |
4.206 |
0.500 |
4.194 |
0.382 |
4.181 |
LOW |
4.139 |
0.618 |
4.072 |
1.000 |
4.030 |
1.618 |
3.963 |
2.618 |
3.854 |
4.250 |
3.676 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.219 |
4.188 |
PP |
4.206 |
4.144 |
S1 |
4.194 |
4.100 |
|