NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.503 |
4.477 |
-0.026 |
-0.6% |
4.537 |
High |
4.518 |
4.494 |
-0.024 |
-0.5% |
4.578 |
Low |
4.417 |
4.332 |
-0.085 |
-1.9% |
4.332 |
Close |
4.476 |
4.368 |
-0.108 |
-2.4% |
4.368 |
Range |
0.101 |
0.162 |
0.061 |
60.4% |
0.246 |
ATR |
0.111 |
0.114 |
0.004 |
3.3% |
0.000 |
Volume |
55,033 |
116,927 |
61,894 |
112.5% |
268,883 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.884 |
4.788 |
4.457 |
|
R3 |
4.722 |
4.626 |
4.413 |
|
R2 |
4.560 |
4.560 |
4.398 |
|
R1 |
4.464 |
4.464 |
4.383 |
4.431 |
PP |
4.398 |
4.398 |
4.398 |
4.382 |
S1 |
4.302 |
4.302 |
4.353 |
4.269 |
S2 |
4.236 |
4.236 |
4.338 |
|
S3 |
4.074 |
4.140 |
4.323 |
|
S4 |
3.912 |
3.978 |
4.279 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.164 |
5.012 |
4.503 |
|
R3 |
4.918 |
4.766 |
4.436 |
|
R2 |
4.672 |
4.672 |
4.413 |
|
R1 |
4.520 |
4.520 |
4.391 |
4.473 |
PP |
4.426 |
4.426 |
4.426 |
4.403 |
S1 |
4.274 |
4.274 |
4.345 |
4.227 |
S2 |
4.180 |
4.180 |
4.323 |
|
S3 |
3.934 |
4.028 |
4.300 |
|
S4 |
3.688 |
3.782 |
4.233 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.578 |
4.332 |
0.246 |
5.6% |
0.103 |
2.4% |
15% |
False |
True |
70,250 |
10 |
4.578 |
4.208 |
0.370 |
8.5% |
0.116 |
2.7% |
43% |
False |
False |
77,900 |
20 |
4.578 |
3.880 |
0.698 |
16.0% |
0.111 |
2.5% |
70% |
False |
False |
71,061 |
40 |
4.578 |
3.476 |
1.102 |
25.2% |
0.101 |
2.3% |
81% |
False |
False |
47,040 |
60 |
4.578 |
3.476 |
1.102 |
25.2% |
0.094 |
2.2% |
81% |
False |
False |
35,952 |
80 |
4.578 |
3.476 |
1.102 |
25.2% |
0.091 |
2.1% |
81% |
False |
False |
29,152 |
100 |
4.578 |
3.476 |
1.102 |
25.2% |
0.087 |
2.0% |
81% |
False |
False |
24,260 |
120 |
4.578 |
3.476 |
1.102 |
25.2% |
0.084 |
1.9% |
81% |
False |
False |
20,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.183 |
2.618 |
4.918 |
1.618 |
4.756 |
1.000 |
4.656 |
0.618 |
4.594 |
HIGH |
4.494 |
0.618 |
4.432 |
0.500 |
4.413 |
0.382 |
4.394 |
LOW |
4.332 |
0.618 |
4.232 |
1.000 |
4.170 |
1.618 |
4.070 |
2.618 |
3.908 |
4.250 |
3.644 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.413 |
4.438 |
PP |
4.398 |
4.415 |
S1 |
4.383 |
4.391 |
|