NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.345 |
4.389 |
0.044 |
1.0% |
4.148 |
High |
4.434 |
4.443 |
0.009 |
0.2% |
4.443 |
Low |
4.307 |
4.341 |
0.034 |
0.8% |
4.139 |
Close |
4.409 |
4.351 |
-0.058 |
-1.3% |
4.351 |
Range |
0.127 |
0.102 |
-0.025 |
-19.7% |
0.304 |
ATR |
0.107 |
0.106 |
0.000 |
-0.3% |
0.000 |
Volume |
252,804 |
158,929 |
-93,875 |
-37.1% |
1,041,643 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.684 |
4.620 |
4.407 |
|
R3 |
4.582 |
4.518 |
4.379 |
|
R2 |
4.480 |
4.480 |
4.370 |
|
R1 |
4.416 |
4.416 |
4.360 |
4.397 |
PP |
4.378 |
4.378 |
4.378 |
4.369 |
S1 |
4.314 |
4.314 |
4.342 |
4.295 |
S2 |
4.276 |
4.276 |
4.332 |
|
S3 |
4.174 |
4.212 |
4.323 |
|
S4 |
4.072 |
4.110 |
4.295 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.223 |
5.091 |
4.518 |
|
R3 |
4.919 |
4.787 |
4.435 |
|
R2 |
4.615 |
4.615 |
4.407 |
|
R1 |
4.483 |
4.483 |
4.379 |
4.549 |
PP |
4.311 |
4.311 |
4.311 |
4.344 |
S1 |
4.179 |
4.179 |
4.323 |
4.245 |
S2 |
4.007 |
4.007 |
4.295 |
|
S3 |
3.703 |
3.875 |
4.267 |
|
S4 |
3.399 |
3.571 |
4.184 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.443 |
4.139 |
0.304 |
7.0% |
0.120 |
2.8% |
70% |
True |
False |
208,328 |
10 |
4.443 |
3.897 |
0.546 |
12.5% |
0.113 |
2.6% |
83% |
True |
False |
187,245 |
20 |
4.443 |
3.596 |
0.847 |
19.5% |
0.104 |
2.4% |
89% |
True |
False |
141,008 |
40 |
4.443 |
3.465 |
0.978 |
22.5% |
0.100 |
2.3% |
91% |
True |
False |
99,007 |
60 |
4.443 |
3.465 |
0.978 |
22.5% |
0.094 |
2.2% |
91% |
True |
False |
83,603 |
80 |
4.443 |
3.465 |
0.978 |
22.5% |
0.091 |
2.1% |
91% |
True |
False |
69,744 |
100 |
4.443 |
3.465 |
0.978 |
22.5% |
0.088 |
2.0% |
91% |
True |
False |
60,780 |
120 |
4.443 |
3.465 |
0.978 |
22.5% |
0.090 |
2.1% |
91% |
True |
False |
53,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.877 |
2.618 |
4.710 |
1.618 |
4.608 |
1.000 |
4.545 |
0.618 |
4.506 |
HIGH |
4.443 |
0.618 |
4.404 |
0.500 |
4.392 |
0.382 |
4.380 |
LOW |
4.341 |
0.618 |
4.278 |
1.000 |
4.239 |
1.618 |
4.176 |
2.618 |
4.074 |
4.250 |
3.908 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.392 |
4.337 |
PP |
4.378 |
4.322 |
S1 |
4.365 |
4.308 |
|