NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.531 |
4.503 |
-0.028 |
-0.6% |
4.299 |
High |
4.544 |
4.518 |
-0.026 |
-0.6% |
4.522 |
Low |
4.434 |
4.417 |
-0.017 |
-0.4% |
4.208 |
Close |
4.469 |
4.476 |
0.007 |
0.2% |
4.467 |
Range |
0.110 |
0.101 |
-0.009 |
-8.2% |
0.314 |
ATR |
0.111 |
0.111 |
-0.001 |
-0.7% |
0.000 |
Volume |
37,019 |
55,033 |
18,014 |
48.7% |
426,631 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.773 |
4.726 |
4.532 |
|
R3 |
4.672 |
4.625 |
4.504 |
|
R2 |
4.571 |
4.571 |
4.495 |
|
R1 |
4.524 |
4.524 |
4.485 |
4.497 |
PP |
4.470 |
4.470 |
4.470 |
4.457 |
S1 |
4.423 |
4.423 |
4.467 |
4.396 |
S2 |
4.369 |
4.369 |
4.457 |
|
S3 |
4.268 |
4.322 |
4.448 |
|
S4 |
4.167 |
4.221 |
4.420 |
|
|
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 |
4.290 |
0.288 |
6.4% |
0.113 |
2.5% |
65% |
False |
False |
71,705 |
10 |
4.578 |
4.208 |
0.370 |
8.3% |
0.113 |
2.5% |
72% |
False |
False |
78,368 |
20 |
4.578 |
3.839 |
0.739 |
16.5% |
0.107 |
2.4% |
86% |
False |
False |
66,706 |
40 |
4.578 |
3.476 |
1.102 |
24.6% |
0.098 |
2.2% |
91% |
False |
False |
44,486 |
60 |
4.578 |
3.476 |
1.102 |
24.6% |
0.093 |
2.1% |
91% |
False |
False |
34,196 |
80 |
4.578 |
3.476 |
1.102 |
24.6% |
0.090 |
2.0% |
91% |
False |
False |
27,771 |
100 |
4.578 |
3.476 |
1.102 |
24.6% |
0.086 |
1.9% |
91% |
False |
False |
23,122 |
120 |
4.578 |
3.476 |
1.102 |
24.6% |
0.083 |
1.9% |
91% |
False |
False |
19,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.947 |
2.618 |
4.782 |
1.618 |
4.681 |
1.000 |
4.619 |
0.618 |
4.580 |
HIGH |
4.518 |
0.618 |
4.479 |
0.500 |
4.468 |
0.382 |
4.456 |
LOW |
4.417 |
0.618 |
4.355 |
1.000 |
4.316 |
1.618 |
4.254 |
2.618 |
4.153 |
4.250 |
3.988 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.473 |
4.498 |
PP |
4.470 |
4.490 |
S1 |
4.468 |
4.483 |
|