NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.490 |
4.469 |
-0.021 |
-0.5% |
4.275 |
High |
4.532 |
4.486 |
-0.046 |
-1.0% |
4.492 |
Low |
4.456 |
4.384 |
-0.072 |
-1.6% |
4.194 |
Close |
4.463 |
4.416 |
-0.047 |
-1.1% |
4.418 |
Range |
0.076 |
0.102 |
0.026 |
34.2% |
0.298 |
ATR |
0.115 |
0.114 |
-0.001 |
-0.8% |
0.000 |
Volume |
83,221 |
35,575 |
-47,646 |
-57.3% |
754,849 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.735 |
4.677 |
4.472 |
|
R3 |
4.633 |
4.575 |
4.444 |
|
R2 |
4.531 |
4.531 |
4.435 |
|
R1 |
4.473 |
4.473 |
4.425 |
4.451 |
PP |
4.429 |
4.429 |
4.429 |
4.418 |
S1 |
4.371 |
4.371 |
4.407 |
4.349 |
S2 |
4.327 |
4.327 |
4.397 |
|
S3 |
4.225 |
4.269 |
4.388 |
|
S4 |
4.123 |
4.167 |
4.360 |
|
|
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 |
4.244 |
0.288 |
6.5% |
0.112 |
2.5% |
60% |
False |
False |
113,693 |
10 |
4.532 |
4.172 |
0.360 |
8.2% |
0.121 |
2.7% |
68% |
False |
False |
152,792 |
20 |
4.532 |
3.786 |
0.746 |
16.9% |
0.110 |
2.5% |
84% |
False |
False |
153,881 |
40 |
4.532 |
3.465 |
1.067 |
24.2% |
0.101 |
2.3% |
89% |
False |
False |
113,663 |
60 |
4.532 |
3.465 |
1.067 |
24.2% |
0.098 |
2.2% |
89% |
False |
False |
94,065 |
80 |
4.532 |
3.465 |
1.067 |
24.2% |
0.094 |
2.1% |
89% |
False |
False |
78,756 |
100 |
4.532 |
3.465 |
1.067 |
24.2% |
0.091 |
2.1% |
89% |
False |
False |
68,033 |
120 |
4.532 |
3.465 |
1.067 |
24.2% |
0.091 |
2.1% |
89% |
False |
False |
59,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.920 |
2.618 |
4.753 |
1.618 |
4.651 |
1.000 |
4.588 |
0.618 |
4.549 |
HIGH |
4.486 |
0.618 |
4.447 |
0.500 |
4.435 |
0.382 |
4.423 |
LOW |
4.384 |
0.618 |
4.321 |
1.000 |
4.282 |
1.618 |
4.219 |
2.618 |
4.117 |
4.250 |
3.951 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.435 |
4.458 |
PP |
4.429 |
4.444 |
S1 |
4.422 |
4.430 |
|