NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.240 |
4.251 |
0.011 |
0.3% |
3.911 |
High |
4.287 |
4.348 |
0.061 |
1.4% |
4.199 |
Low |
4.199 |
4.172 |
-0.027 |
-0.6% |
3.897 |
Close |
4.237 |
4.337 |
0.100 |
2.4% |
4.114 |
Range |
0.088 |
0.176 |
0.088 |
100.0% |
0.302 |
ATR |
0.100 |
0.105 |
0.005 |
5.4% |
0.000 |
Volume |
209,524 |
242,545 |
33,021 |
15.8% |
830,812 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.814 |
4.751 |
4.434 |
|
R3 |
4.638 |
4.575 |
4.385 |
|
R2 |
4.462 |
4.462 |
4.369 |
|
R1 |
4.399 |
4.399 |
4.353 |
4.431 |
PP |
4.286 |
4.286 |
4.286 |
4.301 |
S1 |
4.223 |
4.223 |
4.321 |
4.255 |
S2 |
4.110 |
4.110 |
4.305 |
|
S3 |
3.934 |
4.047 |
4.289 |
|
S4 |
3.758 |
3.871 |
4.240 |
|
|
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 |
4.348 |
3.951 |
0.397 |
9.2% |
0.134 |
3.1% |
97% |
True |
False |
219,260 |
10 |
4.348 |
3.834 |
0.514 |
11.9% |
0.107 |
2.5% |
98% |
True |
False |
165,954 |
20 |
4.348 |
3.543 |
0.805 |
18.6% |
0.104 |
2.4% |
99% |
True |
False |
128,156 |
40 |
4.348 |
3.465 |
0.883 |
20.4% |
0.099 |
2.3% |
99% |
True |
False |
91,301 |
60 |
4.348 |
3.465 |
0.883 |
20.4% |
0.093 |
2.1% |
99% |
True |
False |
78,066 |
80 |
4.348 |
3.465 |
0.883 |
20.4% |
0.090 |
2.1% |
99% |
True |
False |
65,180 |
100 |
4.348 |
3.465 |
0.883 |
20.4% |
0.088 |
2.0% |
99% |
True |
False |
56,954 |
120 |
4.348 |
3.465 |
0.883 |
20.4% |
0.090 |
2.1% |
99% |
True |
False |
50,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.096 |
2.618 |
4.809 |
1.618 |
4.633 |
1.000 |
4.524 |
0.618 |
4.457 |
HIGH |
4.348 |
0.618 |
4.281 |
0.500 |
4.260 |
0.382 |
4.239 |
LOW |
4.172 |
0.618 |
4.063 |
1.000 |
3.996 |
1.618 |
3.887 |
2.618 |
3.711 |
4.250 |
3.424 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.311 |
4.306 |
PP |
4.286 |
4.275 |
S1 |
4.260 |
4.244 |
|