NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.306 |
4.296 |
-0.010 |
-0.2% |
4.133 |
High |
4.355 |
4.500 |
0.145 |
3.3% |
4.440 |
Low |
4.266 |
4.290 |
0.024 |
0.6% |
4.133 |
Close |
4.274 |
4.489 |
0.215 |
5.0% |
4.350 |
Range |
0.089 |
0.210 |
0.121 |
136.0% |
0.307 |
ATR |
0.106 |
0.114 |
0.009 |
8.1% |
0.000 |
Volume |
74,138 |
124,202 |
50,064 |
67.5% |
455,026 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.056 |
4.983 |
4.605 |
|
R3 |
4.846 |
4.773 |
4.547 |
|
R2 |
4.636 |
4.636 |
4.528 |
|
R1 |
4.563 |
4.563 |
4.508 |
4.600 |
PP |
4.426 |
4.426 |
4.426 |
4.445 |
S1 |
4.353 |
4.353 |
4.470 |
4.390 |
S2 |
4.216 |
4.216 |
4.451 |
|
S3 |
4.006 |
4.143 |
4.431 |
|
S4 |
3.796 |
3.933 |
4.374 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.229 |
5.096 |
4.519 |
|
R3 |
4.922 |
4.789 |
4.434 |
|
R2 |
4.615 |
4.615 |
4.406 |
|
R1 |
4.482 |
4.482 |
4.378 |
4.549 |
PP |
4.308 |
4.308 |
4.308 |
4.341 |
S1 |
4.175 |
4.175 |
4.322 |
4.242 |
S2 |
4.001 |
4.001 |
4.294 |
|
S3 |
3.694 |
3.868 |
4.266 |
|
S4 |
3.387 |
3.561 |
4.181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.500 |
4.208 |
0.292 |
6.5% |
0.129 |
2.9% |
96% |
True |
False |
85,550 |
10 |
4.500 |
4.097 |
0.403 |
9.0% |
0.123 |
2.7% |
97% |
True |
False |
88,273 |
20 |
4.500 |
3.710 |
0.790 |
17.6% |
0.107 |
2.4% |
99% |
True |
False |
60,882 |
40 |
4.500 |
3.476 |
1.024 |
22.8% |
0.099 |
2.2% |
99% |
True |
False |
39,968 |
60 |
4.500 |
3.476 |
1.024 |
22.8% |
0.093 |
2.1% |
99% |
True |
False |
31,073 |
80 |
4.500 |
3.476 |
1.024 |
22.8% |
0.090 |
2.0% |
99% |
True |
False |
25,173 |
100 |
4.500 |
3.476 |
1.024 |
22.8% |
0.085 |
1.9% |
99% |
True |
False |
20,907 |
120 |
4.500 |
3.476 |
1.024 |
22.8% |
0.083 |
1.8% |
99% |
True |
False |
17,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.393 |
2.618 |
5.050 |
1.618 |
4.840 |
1.000 |
4.710 |
0.618 |
4.630 |
HIGH |
4.500 |
0.618 |
4.420 |
0.500 |
4.395 |
0.382 |
4.370 |
LOW |
4.290 |
0.618 |
4.160 |
1.000 |
4.080 |
1.618 |
3.950 |
2.618 |
3.740 |
4.250 |
3.398 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.458 |
4.444 |
PP |
4.426 |
4.400 |
S1 |
4.395 |
4.355 |
|