NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.270 |
4.471 |
0.201 |
4.7% |
4.275 |
High |
4.471 |
4.492 |
0.021 |
0.5% |
4.492 |
Low |
4.268 |
4.402 |
0.134 |
3.1% |
4.194 |
Close |
4.460 |
4.418 |
-0.042 |
-0.9% |
4.418 |
Range |
0.203 |
0.090 |
-0.113 |
-55.7% |
0.298 |
ATR |
0.117 |
0.115 |
-0.002 |
-1.7% |
0.000 |
Volume |
200,344 |
115,405 |
-84,939 |
-42.4% |
754,849 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.707 |
4.653 |
4.468 |
|
R3 |
4.617 |
4.563 |
4.443 |
|
R2 |
4.527 |
4.527 |
4.435 |
|
R1 |
4.473 |
4.473 |
4.426 |
4.455 |
PP |
4.437 |
4.437 |
4.437 |
4.429 |
S1 |
4.383 |
4.383 |
4.410 |
4.365 |
S2 |
4.347 |
4.347 |
4.402 |
|
S3 |
4.257 |
4.293 |
4.393 |
|
S4 |
4.167 |
4.203 |
4.369 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.262 |
5.138 |
4.582 |
|
R3 |
4.964 |
4.840 |
4.500 |
|
R2 |
4.666 |
4.666 |
4.473 |
|
R1 |
4.542 |
4.542 |
4.445 |
4.604 |
PP |
4.368 |
4.368 |
4.368 |
4.399 |
S1 |
4.244 |
4.244 |
4.391 |
4.306 |
S2 |
4.070 |
4.070 |
4.363 |
|
S3 |
3.772 |
3.946 |
4.336 |
|
S4 |
3.474 |
3.648 |
4.254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.492 |
4.194 |
0.298 |
6.7% |
0.126 |
2.9% |
75% |
True |
False |
150,969 |
10 |
4.492 |
4.139 |
0.353 |
8.0% |
0.123 |
2.8% |
79% |
True |
False |
179,649 |
20 |
4.492 |
3.722 |
0.770 |
17.4% |
0.111 |
2.5% |
90% |
True |
False |
159,226 |
40 |
4.492 |
3.465 |
1.027 |
23.2% |
0.103 |
2.3% |
93% |
True |
False |
112,530 |
60 |
4.492 |
3.465 |
1.027 |
23.2% |
0.097 |
2.2% |
93% |
True |
False |
93,450 |
80 |
4.492 |
3.465 |
1.027 |
23.2% |
0.094 |
2.1% |
93% |
True |
False |
77,972 |
100 |
4.492 |
3.465 |
1.027 |
23.2% |
0.091 |
2.1% |
93% |
True |
False |
67,265 |
120 |
4.492 |
3.465 |
1.027 |
23.2% |
0.091 |
2.1% |
93% |
True |
False |
59,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.875 |
2.618 |
4.728 |
1.618 |
4.638 |
1.000 |
4.582 |
0.618 |
4.548 |
HIGH |
4.492 |
0.618 |
4.458 |
0.500 |
4.447 |
0.382 |
4.436 |
LOW |
4.402 |
0.618 |
4.346 |
1.000 |
4.312 |
1.618 |
4.256 |
2.618 |
4.166 |
4.250 |
4.020 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.447 |
4.401 |
PP |
4.437 |
4.385 |
S1 |
4.428 |
4.368 |
|