NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.537 |
4.531 |
-0.006 |
-0.1% |
4.299 |
High |
4.578 |
4.544 |
-0.034 |
-0.7% |
4.522 |
Low |
4.509 |
4.434 |
-0.075 |
-1.7% |
4.208 |
Close |
4.519 |
4.469 |
-0.050 |
-1.1% |
4.467 |
Range |
0.069 |
0.110 |
0.041 |
59.4% |
0.314 |
ATR |
0.111 |
0.111 |
0.000 |
-0.1% |
0.000 |
Volume |
59,904 |
37,019 |
-22,885 |
-38.2% |
426,631 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.812 |
4.751 |
4.530 |
|
R3 |
4.702 |
4.641 |
4.499 |
|
R2 |
4.592 |
4.592 |
4.489 |
|
R1 |
4.531 |
4.531 |
4.479 |
4.507 |
PP |
4.482 |
4.482 |
4.482 |
4.470 |
S1 |
4.421 |
4.421 |
4.459 |
4.397 |
S2 |
4.372 |
4.372 |
4.449 |
|
S3 |
4.262 |
4.311 |
4.439 |
|
S4 |
4.152 |
4.201 |
4.409 |
|
|
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 |
4.578 |
4.266 |
0.312 |
7.0% |
0.111 |
2.5% |
65% |
False |
False |
75,526 |
10 |
4.578 |
4.169 |
0.409 |
9.2% |
0.121 |
2.7% |
73% |
False |
False |
83,024 |
20 |
4.578 |
3.792 |
0.786 |
17.6% |
0.107 |
2.4% |
86% |
False |
False |
65,929 |
40 |
4.578 |
3.476 |
1.102 |
24.7% |
0.098 |
2.2% |
90% |
False |
False |
43,402 |
60 |
4.578 |
3.476 |
1.102 |
24.7% |
0.093 |
2.1% |
90% |
False |
False |
33,454 |
80 |
4.578 |
3.476 |
1.102 |
24.7% |
0.089 |
2.0% |
90% |
False |
False |
27,195 |
100 |
4.578 |
3.476 |
1.102 |
24.7% |
0.086 |
1.9% |
90% |
False |
False |
22,602 |
120 |
4.578 |
3.476 |
1.102 |
24.7% |
0.083 |
1.9% |
90% |
False |
False |
19,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.012 |
2.618 |
4.832 |
1.618 |
4.722 |
1.000 |
4.654 |
0.618 |
4.612 |
HIGH |
4.544 |
0.618 |
4.502 |
0.500 |
4.489 |
0.382 |
4.476 |
LOW |
4.434 |
0.618 |
4.366 |
1.000 |
4.324 |
1.618 |
4.256 |
2.618 |
4.146 |
4.250 |
3.967 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.489 |
4.506 |
PP |
4.482 |
4.494 |
S1 |
4.476 |
4.481 |
|