NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.288 |
4.270 |
-0.018 |
-0.4% |
4.148 |
High |
4.334 |
4.471 |
0.137 |
3.2% |
4.443 |
Low |
4.244 |
4.268 |
0.024 |
0.6% |
4.139 |
Close |
4.251 |
4.460 |
0.209 |
4.9% |
4.351 |
Range |
0.090 |
0.203 |
0.113 |
125.6% |
0.304 |
ATR |
0.110 |
0.117 |
0.008 |
7.2% |
0.000 |
Volume |
133,922 |
200,344 |
66,422 |
49.6% |
1,041,643 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.009 |
4.937 |
4.572 |
|
R3 |
4.806 |
4.734 |
4.516 |
|
R2 |
4.603 |
4.603 |
4.497 |
|
R1 |
4.531 |
4.531 |
4.479 |
4.567 |
PP |
4.400 |
4.400 |
4.400 |
4.418 |
S1 |
4.328 |
4.328 |
4.441 |
4.364 |
S2 |
4.197 |
4.197 |
4.423 |
|
S3 |
3.994 |
4.125 |
4.404 |
|
S4 |
3.791 |
3.922 |
4.348 |
|
|
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 |
4.471 |
4.194 |
0.277 |
6.2% |
0.128 |
2.9% |
96% |
True |
False |
159,674 |
10 |
4.471 |
4.103 |
0.368 |
8.3% |
0.124 |
2.8% |
97% |
True |
False |
190,007 |
20 |
4.471 |
3.703 |
0.768 |
17.2% |
0.111 |
2.5% |
99% |
True |
False |
158,235 |
40 |
4.471 |
3.465 |
1.006 |
22.6% |
0.103 |
2.3% |
99% |
True |
False |
110,639 |
60 |
4.471 |
3.465 |
1.006 |
22.6% |
0.098 |
2.2% |
99% |
True |
False |
91,985 |
80 |
4.471 |
3.465 |
1.006 |
22.6% |
0.095 |
2.1% |
99% |
True |
False |
76,740 |
100 |
4.471 |
3.465 |
1.006 |
22.6% |
0.091 |
2.0% |
99% |
True |
False |
66,320 |
120 |
4.471 |
3.465 |
1.006 |
22.6% |
0.091 |
2.0% |
99% |
True |
False |
58,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.334 |
2.618 |
5.002 |
1.618 |
4.799 |
1.000 |
4.674 |
0.618 |
4.596 |
HIGH |
4.471 |
0.618 |
4.393 |
0.500 |
4.370 |
0.382 |
4.346 |
LOW |
4.268 |
0.618 |
4.143 |
1.000 |
4.065 |
1.618 |
3.940 |
2.618 |
3.737 |
4.250 |
3.405 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.430 |
4.418 |
PP |
4.400 |
4.375 |
S1 |
4.370 |
4.333 |
|