NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.903 |
3.916 |
0.013 |
0.3% |
3.842 |
| High |
3.963 |
3.989 |
0.026 |
0.7% |
3.963 |
| Low |
3.880 |
3.902 |
0.022 |
0.6% |
3.792 |
| Close |
3.957 |
3.984 |
0.027 |
0.7% |
3.957 |
| Range |
0.083 |
0.087 |
0.004 |
4.8% |
0.171 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.3% |
0.000 |
| Volume |
25,704 |
26,898 |
1,194 |
4.6% |
122,813 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.219 |
4.189 |
4.032 |
|
| R3 |
4.132 |
4.102 |
4.008 |
|
| R2 |
4.045 |
4.045 |
4.000 |
|
| R1 |
4.015 |
4.015 |
3.992 |
4.030 |
| PP |
3.958 |
3.958 |
3.958 |
3.966 |
| S1 |
3.928 |
3.928 |
3.976 |
3.943 |
| S2 |
3.871 |
3.871 |
3.968 |
|
| S3 |
3.784 |
3.841 |
3.960 |
|
| S4 |
3.697 |
3.754 |
3.936 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.417 |
4.358 |
4.051 |
|
| R3 |
4.246 |
4.187 |
4.004 |
|
| R2 |
4.075 |
4.075 |
3.988 |
|
| R1 |
4.016 |
4.016 |
3.973 |
4.046 |
| PP |
3.904 |
3.904 |
3.904 |
3.919 |
| S1 |
3.845 |
3.845 |
3.941 |
3.875 |
| S2 |
3.733 |
3.733 |
3.926 |
|
| S3 |
3.562 |
3.674 |
3.910 |
|
| S4 |
3.391 |
3.503 |
3.863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.989 |
3.792 |
0.197 |
4.9% |
0.087 |
2.2% |
97% |
True |
False |
29,942 |
| 10 |
3.989 |
3.606 |
0.383 |
9.6% |
0.090 |
2.3% |
99% |
True |
False |
25,113 |
| 20 |
3.989 |
3.476 |
0.513 |
12.9% |
0.092 |
2.3% |
99% |
True |
False |
24,114 |
| 40 |
4.096 |
3.476 |
0.620 |
15.6% |
0.088 |
2.2% |
82% |
False |
False |
19,231 |
| 60 |
4.120 |
3.476 |
0.644 |
16.2% |
0.084 |
2.1% |
79% |
False |
False |
15,848 |
| 80 |
4.120 |
3.476 |
0.644 |
16.2% |
0.081 |
2.0% |
79% |
False |
False |
13,138 |
| 100 |
4.130 |
3.476 |
0.654 |
16.4% |
0.079 |
2.0% |
78% |
False |
False |
11,203 |
| 120 |
4.282 |
3.476 |
0.806 |
20.2% |
0.078 |
2.0% |
63% |
False |
False |
9,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.359 |
|
2.618 |
4.217 |
|
1.618 |
4.130 |
|
1.000 |
4.076 |
|
0.618 |
4.043 |
|
HIGH |
3.989 |
|
0.618 |
3.956 |
|
0.500 |
3.946 |
|
0.382 |
3.935 |
|
LOW |
3.902 |
|
0.618 |
3.848 |
|
1.000 |
3.815 |
|
1.618 |
3.761 |
|
2.618 |
3.674 |
|
4.250 |
3.532 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.971 |
3.961 |
| PP |
3.958 |
3.937 |
| S1 |
3.946 |
3.914 |
|