NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.471 |
4.490 |
0.019 |
0.4% |
4.275 |
High |
4.492 |
4.532 |
0.040 |
0.9% |
4.492 |
Low |
4.402 |
4.456 |
0.054 |
1.2% |
4.194 |
Close |
4.418 |
4.463 |
0.045 |
1.0% |
4.418 |
Range |
0.090 |
0.076 |
-0.014 |
-15.6% |
0.298 |
ATR |
0.115 |
0.115 |
0.000 |
-0.1% |
0.000 |
Volume |
115,405 |
83,221 |
-32,184 |
-27.9% |
754,849 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.712 |
4.663 |
4.505 |
|
R3 |
4.636 |
4.587 |
4.484 |
|
R2 |
4.560 |
4.560 |
4.477 |
|
R1 |
4.511 |
4.511 |
4.470 |
4.498 |
PP |
4.484 |
4.484 |
4.484 |
4.477 |
S1 |
4.435 |
4.435 |
4.456 |
4.422 |
S2 |
4.408 |
4.408 |
4.449 |
|
S3 |
4.332 |
4.359 |
4.442 |
|
S4 |
4.256 |
4.283 |
4.421 |
|
|
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 |
4.532 |
4.194 |
0.338 |
7.6% |
0.118 |
2.6% |
80% |
True |
False |
134,933 |
10 |
4.532 |
4.172 |
0.360 |
8.1% |
0.120 |
2.7% |
81% |
True |
False |
170,187 |
20 |
4.532 |
3.786 |
0.746 |
16.7% |
0.110 |
2.5% |
91% |
True |
False |
158,732 |
40 |
4.532 |
3.465 |
1.067 |
23.9% |
0.102 |
2.3% |
94% |
True |
False |
113,532 |
60 |
4.532 |
3.465 |
1.067 |
23.9% |
0.097 |
2.2% |
94% |
True |
False |
93,894 |
80 |
4.532 |
3.465 |
1.067 |
23.9% |
0.094 |
2.1% |
94% |
True |
False |
78,770 |
100 |
4.532 |
3.465 |
1.067 |
23.9% |
0.091 |
2.0% |
94% |
True |
False |
67,954 |
120 |
4.532 |
3.465 |
1.067 |
23.9% |
0.091 |
2.0% |
94% |
True |
False |
59,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.855 |
2.618 |
4.731 |
1.618 |
4.655 |
1.000 |
4.608 |
0.618 |
4.579 |
HIGH |
4.532 |
0.618 |
4.503 |
0.500 |
4.494 |
0.382 |
4.485 |
LOW |
4.456 |
0.618 |
4.409 |
1.000 |
4.380 |
1.618 |
4.333 |
2.618 |
4.257 |
4.250 |
4.133 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.494 |
4.442 |
PP |
4.484 |
4.421 |
S1 |
4.473 |
4.400 |
|