NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.981 |
3.965 |
-0.016 |
-0.4% |
3.842 |
| High |
4.006 |
4.133 |
0.127 |
3.2% |
3.963 |
| Low |
3.953 |
3.947 |
-0.006 |
-0.2% |
3.792 |
| Close |
3.958 |
4.114 |
0.156 |
3.9% |
3.957 |
| Range |
0.053 |
0.186 |
0.133 |
250.9% |
0.171 |
| ATR |
0.086 |
0.093 |
0.007 |
8.3% |
0.000 |
| Volume |
47,663 |
38,256 |
-9,407 |
-19.7% |
122,813 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.623 |
4.554 |
4.216 |
|
| R3 |
4.437 |
4.368 |
4.165 |
|
| R2 |
4.251 |
4.251 |
4.148 |
|
| R1 |
4.182 |
4.182 |
4.131 |
4.217 |
| PP |
4.065 |
4.065 |
4.065 |
4.082 |
| S1 |
3.996 |
3.996 |
4.097 |
4.031 |
| S2 |
3.879 |
3.879 |
4.080 |
|
| S3 |
3.693 |
3.810 |
4.063 |
|
| S4 |
3.507 |
3.624 |
4.012 |
|
|
| 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 |
4.133 |
3.880 |
0.253 |
6.1% |
0.096 |
2.3% |
92% |
True |
False |
37,447 |
| 10 |
4.133 |
3.710 |
0.423 |
10.3% |
0.092 |
2.2% |
96% |
True |
False |
33,492 |
| 20 |
4.133 |
3.547 |
0.586 |
14.2% |
0.093 |
2.3% |
97% |
True |
False |
27,177 |
| 40 |
4.133 |
3.476 |
0.657 |
16.0% |
0.089 |
2.2% |
97% |
True |
False |
21,569 |
| 60 |
4.133 |
3.476 |
0.657 |
16.0% |
0.086 |
2.1% |
97% |
True |
False |
17,845 |
| 80 |
4.133 |
3.476 |
0.657 |
16.0% |
0.082 |
2.0% |
97% |
True |
False |
14,624 |
| 100 |
4.133 |
3.476 |
0.657 |
16.0% |
0.080 |
1.9% |
97% |
True |
False |
12,468 |
| 120 |
4.282 |
3.476 |
0.806 |
19.6% |
0.079 |
1.9% |
79% |
False |
False |
10,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.924 |
|
2.618 |
4.620 |
|
1.618 |
4.434 |
|
1.000 |
4.319 |
|
0.618 |
4.248 |
|
HIGH |
4.133 |
|
0.618 |
4.062 |
|
0.500 |
4.040 |
|
0.382 |
4.018 |
|
LOW |
3.947 |
|
0.618 |
3.832 |
|
1.000 |
3.761 |
|
1.618 |
3.646 |
|
2.618 |
3.460 |
|
4.250 |
3.157 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.089 |
4.089 |
| PP |
4.065 |
4.064 |
| S1 |
4.040 |
4.039 |
|