NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
4.120 |
4.133 |
0.013 |
0.3% |
3.916 |
| High |
4.182 |
4.240 |
0.058 |
1.4% |
4.182 |
| Low |
4.097 |
4.133 |
0.036 |
0.9% |
3.902 |
| Close |
4.110 |
4.225 |
0.115 |
2.8% |
4.110 |
| Range |
0.085 |
0.107 |
0.022 |
25.9% |
0.280 |
| ATR |
0.092 |
0.095 |
0.003 |
2.9% |
0.000 |
| Volume |
83,446 |
84,781 |
1,335 |
1.6% |
244,979 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.520 |
4.480 |
4.284 |
|
| R3 |
4.413 |
4.373 |
4.254 |
|
| R2 |
4.306 |
4.306 |
4.245 |
|
| R1 |
4.266 |
4.266 |
4.235 |
4.286 |
| PP |
4.199 |
4.199 |
4.199 |
4.210 |
| S1 |
4.159 |
4.159 |
4.215 |
4.179 |
| S2 |
4.092 |
4.092 |
4.205 |
|
| S3 |
3.985 |
4.052 |
4.196 |
|
| S4 |
3.878 |
3.945 |
4.166 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.905 |
4.787 |
4.264 |
|
| R3 |
4.625 |
4.507 |
4.187 |
|
| R2 |
4.345 |
4.345 |
4.161 |
|
| R1 |
4.227 |
4.227 |
4.136 |
4.286 |
| PP |
4.065 |
4.065 |
4.065 |
4.094 |
| S1 |
3.947 |
3.947 |
4.084 |
4.006 |
| S2 |
3.785 |
3.785 |
4.059 |
|
| S3 |
3.505 |
3.667 |
4.033 |
|
| S4 |
3.225 |
3.387 |
3.956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.240 |
3.944 |
0.296 |
7.0% |
0.100 |
2.4% |
95% |
True |
False |
60,572 |
| 10 |
4.240 |
3.792 |
0.448 |
10.6% |
0.094 |
2.2% |
97% |
True |
False |
45,257 |
| 20 |
4.240 |
3.547 |
0.693 |
16.4% |
0.094 |
2.2% |
98% |
True |
False |
33,329 |
| 40 |
4.240 |
3.476 |
0.764 |
18.1% |
0.091 |
2.2% |
98% |
True |
False |
24,955 |
| 60 |
4.240 |
3.476 |
0.764 |
18.1% |
0.086 |
2.0% |
98% |
True |
False |
20,395 |
| 80 |
4.240 |
3.476 |
0.764 |
18.1% |
0.082 |
1.9% |
98% |
True |
False |
16,593 |
| 100 |
4.240 |
3.476 |
0.764 |
18.1% |
0.079 |
1.9% |
98% |
True |
False |
14,069 |
| 120 |
4.240 |
3.476 |
0.764 |
18.1% |
0.080 |
1.9% |
98% |
True |
False |
12,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.695 |
|
2.618 |
4.520 |
|
1.618 |
4.413 |
|
1.000 |
4.347 |
|
0.618 |
4.306 |
|
HIGH |
4.240 |
|
0.618 |
4.199 |
|
0.500 |
4.187 |
|
0.382 |
4.174 |
|
LOW |
4.133 |
|
0.618 |
4.067 |
|
1.000 |
4.026 |
|
1.618 |
3.960 |
|
2.618 |
3.853 |
|
4.250 |
3.678 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.212 |
4.181 |
| PP |
4.199 |
4.137 |
| S1 |
4.187 |
4.094 |
|