NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.469 |
4.439 |
-0.030 |
-0.7% |
4.275 |
High |
4.486 |
4.465 |
-0.021 |
-0.5% |
4.492 |
Low |
4.384 |
4.377 |
-0.007 |
-0.2% |
4.194 |
Close |
4.416 |
4.433 |
0.017 |
0.4% |
4.418 |
Range |
0.102 |
0.088 |
-0.014 |
-13.7% |
0.298 |
ATR |
0.114 |
0.113 |
-0.002 |
-1.6% |
0.000 |
Volume |
35,575 |
40,689 |
5,114 |
14.4% |
754,849 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.689 |
4.649 |
4.481 |
|
R3 |
4.601 |
4.561 |
4.457 |
|
R2 |
4.513 |
4.513 |
4.449 |
|
R1 |
4.473 |
4.473 |
4.441 |
4.449 |
PP |
4.425 |
4.425 |
4.425 |
4.413 |
S1 |
4.385 |
4.385 |
4.425 |
4.361 |
S2 |
4.337 |
4.337 |
4.417 |
|
S3 |
4.249 |
4.297 |
4.409 |
|
S4 |
4.161 |
4.209 |
4.385 |
|
|
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 |
4.268 |
0.264 |
6.0% |
0.112 |
2.5% |
63% |
False |
False |
95,046 |
10 |
4.532 |
4.194 |
0.338 |
7.6% |
0.113 |
2.5% |
71% |
False |
False |
132,606 |
20 |
4.532 |
3.834 |
0.698 |
15.7% |
0.110 |
2.5% |
86% |
False |
False |
149,280 |
40 |
4.532 |
3.465 |
1.067 |
24.1% |
0.102 |
2.3% |
91% |
False |
False |
113,450 |
60 |
4.532 |
3.465 |
1.067 |
24.1% |
0.098 |
2.2% |
91% |
False |
False |
94,206 |
80 |
4.532 |
3.465 |
1.067 |
24.1% |
0.094 |
2.1% |
91% |
False |
False |
78,806 |
100 |
4.532 |
3.465 |
1.067 |
24.1% |
0.092 |
2.1% |
91% |
False |
False |
68,240 |
120 |
4.532 |
3.465 |
1.067 |
24.1% |
0.091 |
2.1% |
91% |
False |
False |
60,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.839 |
2.618 |
4.695 |
1.618 |
4.607 |
1.000 |
4.553 |
0.618 |
4.519 |
HIGH |
4.465 |
0.618 |
4.431 |
0.500 |
4.421 |
0.382 |
4.411 |
LOW |
4.377 |
0.618 |
4.323 |
1.000 |
4.289 |
1.618 |
4.235 |
2.618 |
4.147 |
4.250 |
4.003 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.429 |
4.455 |
PP |
4.425 |
4.447 |
S1 |
4.421 |
4.440 |
|