NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.439 |
4.433 |
-0.006 |
-0.1% |
4.490 |
High |
4.465 |
4.438 |
-0.027 |
-0.6% |
4.532 |
Low |
4.377 |
4.340 |
-0.037 |
-0.8% |
4.340 |
Close |
4.433 |
4.407 |
-0.026 |
-0.6% |
4.407 |
Range |
0.088 |
0.098 |
0.010 |
11.4% |
0.192 |
ATR |
0.113 |
0.112 |
-0.001 |
-0.9% |
0.000 |
Volume |
40,689 |
12,752 |
-27,937 |
-68.7% |
172,237 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.689 |
4.646 |
4.461 |
|
R3 |
4.591 |
4.548 |
4.434 |
|
R2 |
4.493 |
4.493 |
4.425 |
|
R1 |
4.450 |
4.450 |
4.416 |
4.423 |
PP |
4.395 |
4.395 |
4.395 |
4.381 |
S1 |
4.352 |
4.352 |
4.398 |
4.325 |
S2 |
4.297 |
4.297 |
4.389 |
|
S3 |
4.199 |
4.254 |
4.380 |
|
S4 |
4.101 |
4.156 |
4.353 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.002 |
4.897 |
4.513 |
|
R3 |
4.810 |
4.705 |
4.460 |
|
R2 |
4.618 |
4.618 |
4.442 |
|
R1 |
4.513 |
4.513 |
4.425 |
4.470 |
PP |
4.426 |
4.426 |
4.426 |
4.405 |
S1 |
4.321 |
4.321 |
4.389 |
4.278 |
S2 |
4.234 |
4.234 |
4.372 |
|
S3 |
4.042 |
4.129 |
4.354 |
|
S4 |
3.850 |
3.937 |
4.301 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.532 |
4.340 |
0.192 |
4.4% |
0.091 |
2.1% |
35% |
False |
True |
57,528 |
10 |
4.532 |
4.194 |
0.338 |
7.7% |
0.110 |
2.5% |
63% |
False |
False |
108,601 |
20 |
4.532 |
3.873 |
0.659 |
15.0% |
0.111 |
2.5% |
81% |
False |
False |
144,444 |
40 |
4.532 |
3.465 |
1.067 |
24.2% |
0.103 |
2.3% |
88% |
False |
False |
112,340 |
60 |
4.532 |
3.465 |
1.067 |
24.2% |
0.098 |
2.2% |
88% |
False |
False |
93,721 |
80 |
4.532 |
3.465 |
1.067 |
24.2% |
0.095 |
2.2% |
88% |
False |
False |
78,540 |
100 |
4.532 |
3.465 |
1.067 |
24.2% |
0.092 |
2.1% |
88% |
False |
False |
68,147 |
120 |
4.532 |
3.465 |
1.067 |
24.2% |
0.091 |
2.1% |
88% |
False |
False |
60,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.855 |
2.618 |
4.695 |
1.618 |
4.597 |
1.000 |
4.536 |
0.618 |
4.499 |
HIGH |
4.438 |
0.618 |
4.401 |
0.500 |
4.389 |
0.382 |
4.377 |
LOW |
4.340 |
0.618 |
4.279 |
1.000 |
4.242 |
1.618 |
4.181 |
2.618 |
4.083 |
4.250 |
3.924 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.401 |
4.413 |
PP |
4.395 |
4.411 |
S1 |
4.389 |
4.409 |
|