NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.249 |
4.337 |
0.088 |
2.1% |
3.916 |
High |
4.342 |
4.430 |
0.088 |
2.0% |
4.182 |
Low |
4.169 |
4.299 |
0.130 |
3.1% |
3.902 |
Close |
4.331 |
4.401 |
0.070 |
1.6% |
4.110 |
Range |
0.173 |
0.131 |
-0.042 |
-24.3% |
0.280 |
ATR |
0.100 |
0.102 |
0.002 |
2.2% |
0.000 |
Volume |
101,595 |
121,602 |
20,007 |
19.7% |
244,979 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.770 |
4.716 |
4.473 |
|
R3 |
4.639 |
4.585 |
4.437 |
|
R2 |
4.508 |
4.508 |
4.425 |
|
R1 |
4.454 |
4.454 |
4.413 |
4.481 |
PP |
4.377 |
4.377 |
4.377 |
4.390 |
S1 |
4.323 |
4.323 |
4.389 |
4.350 |
S2 |
4.246 |
4.246 |
4.377 |
|
S3 |
4.115 |
4.192 |
4.365 |
|
S4 |
3.984 |
4.061 |
4.329 |
|
|
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 |
4.430 |
4.097 |
0.333 |
7.6% |
0.116 |
2.6% |
91% |
True |
False |
90,996 |
10 |
4.430 |
3.880 |
0.550 |
12.5% |
0.106 |
2.4% |
95% |
True |
False |
64,221 |
20 |
4.430 |
3.547 |
0.883 |
20.1% |
0.100 |
2.3% |
97% |
True |
False |
44,413 |
40 |
4.430 |
3.476 |
0.954 |
21.7% |
0.095 |
2.1% |
97% |
True |
False |
31,063 |
60 |
4.430 |
3.476 |
0.954 |
21.7% |
0.089 |
2.0% |
97% |
True |
False |
24,675 |
80 |
4.430 |
3.476 |
0.954 |
21.7% |
0.085 |
1.9% |
97% |
True |
False |
20,034 |
100 |
4.430 |
3.476 |
0.954 |
21.7% |
0.082 |
1.9% |
97% |
True |
False |
16,796 |
120 |
4.430 |
3.476 |
0.954 |
21.7% |
0.081 |
1.8% |
97% |
True |
False |
14,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.987 |
2.618 |
4.773 |
1.618 |
4.642 |
1.000 |
4.561 |
0.618 |
4.511 |
HIGH |
4.430 |
0.618 |
4.380 |
0.500 |
4.365 |
0.382 |
4.349 |
LOW |
4.299 |
0.618 |
4.218 |
1.000 |
4.168 |
1.618 |
4.087 |
2.618 |
3.956 |
4.250 |
3.742 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.389 |
4.367 |
PP |
4.377 |
4.333 |
S1 |
4.365 |
4.300 |
|