NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.296 |
4.504 |
0.208 |
4.8% |
4.299 |
High |
4.500 |
4.522 |
0.022 |
0.5% |
4.522 |
Low |
4.290 |
4.447 |
0.157 |
3.7% |
4.208 |
Close |
4.489 |
4.467 |
-0.022 |
-0.5% |
4.467 |
Range |
0.210 |
0.075 |
-0.135 |
-64.3% |
0.314 |
ATR |
0.114 |
0.111 |
-0.003 |
-2.5% |
0.000 |
Volume |
124,202 |
82,369 |
-41,833 |
-33.7% |
426,631 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.704 |
4.660 |
4.508 |
|
R3 |
4.629 |
4.585 |
4.488 |
|
R2 |
4.554 |
4.554 |
4.481 |
|
R1 |
4.510 |
4.510 |
4.474 |
4.495 |
PP |
4.479 |
4.479 |
4.479 |
4.471 |
S1 |
4.435 |
4.435 |
4.460 |
4.420 |
S2 |
4.404 |
4.404 |
4.453 |
|
S3 |
4.329 |
4.360 |
4.446 |
|
S4 |
4.254 |
4.285 |
4.426 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.341 |
5.218 |
4.640 |
|
R3 |
5.027 |
4.904 |
4.553 |
|
R2 |
4.713 |
4.713 |
4.525 |
|
R1 |
4.590 |
4.590 |
4.496 |
4.652 |
PP |
4.399 |
4.399 |
4.399 |
4.430 |
S1 |
4.276 |
4.276 |
4.438 |
4.338 |
S2 |
4.085 |
4.085 |
4.409 |
|
S3 |
3.771 |
3.962 |
4.381 |
|
S4 |
3.457 |
3.648 |
4.294 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.522 |
4.208 |
0.314 |
7.0% |
0.124 |
2.8% |
82% |
True |
False |
85,326 |
10 |
4.522 |
4.133 |
0.389 |
8.7% |
0.122 |
2.7% |
86% |
True |
False |
88,165 |
20 |
4.522 |
3.727 |
0.795 |
17.8% |
0.107 |
2.4% |
93% |
True |
False |
63,753 |
40 |
4.522 |
3.476 |
1.046 |
23.4% |
0.099 |
2.2% |
95% |
True |
False |
41,560 |
60 |
4.522 |
3.476 |
1.046 |
23.4% |
0.092 |
2.1% |
95% |
True |
False |
32,351 |
80 |
4.522 |
3.476 |
1.046 |
23.4% |
0.089 |
2.0% |
95% |
True |
False |
26,142 |
100 |
4.522 |
3.476 |
1.046 |
23.4% |
0.085 |
1.9% |
95% |
True |
False |
21,701 |
120 |
4.522 |
3.476 |
1.046 |
23.4% |
0.083 |
1.9% |
95% |
True |
False |
18,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.841 |
2.618 |
4.718 |
1.618 |
4.643 |
1.000 |
4.597 |
0.618 |
4.568 |
HIGH |
4.522 |
0.618 |
4.493 |
0.500 |
4.485 |
0.382 |
4.476 |
LOW |
4.447 |
0.618 |
4.401 |
1.000 |
4.372 |
1.618 |
4.326 |
2.618 |
4.251 |
4.250 |
4.128 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.485 |
4.443 |
PP |
4.479 |
4.418 |
S1 |
4.473 |
4.394 |
|