NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.403 |
4.435 |
0.032 |
0.7% |
4.537 |
High |
4.472 |
4.448 |
-0.024 |
-0.5% |
4.578 |
Low |
4.403 |
4.224 |
-0.179 |
-4.1% |
4.332 |
Close |
4.427 |
4.230 |
-0.197 |
-4.4% |
4.368 |
Range |
0.069 |
0.224 |
0.155 |
224.6% |
0.246 |
ATR |
0.114 |
0.121 |
0.008 |
7.0% |
0.000 |
Volume |
81,547 |
105,298 |
23,751 |
29.1% |
268,883 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.973 |
4.825 |
4.353 |
|
R3 |
4.749 |
4.601 |
4.292 |
|
R2 |
4.525 |
4.525 |
4.271 |
|
R1 |
4.377 |
4.377 |
4.251 |
4.339 |
PP |
4.301 |
4.301 |
4.301 |
4.282 |
S1 |
4.153 |
4.153 |
4.209 |
4.115 |
S2 |
4.077 |
4.077 |
4.189 |
|
S3 |
3.853 |
3.929 |
4.168 |
|
S4 |
3.629 |
3.705 |
4.107 |
|
|
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 |
4.544 |
4.224 |
0.320 |
7.6% |
0.133 |
3.1% |
2% |
False |
True |
79,164 |
10 |
4.578 |
4.210 |
0.368 |
8.7% |
0.124 |
2.9% |
5% |
False |
False |
80,444 |
20 |
4.578 |
3.944 |
0.634 |
15.0% |
0.117 |
2.8% |
45% |
False |
False |
77,773 |
40 |
4.578 |
3.476 |
1.102 |
26.1% |
0.105 |
2.5% |
68% |
False |
False |
50,943 |
60 |
4.578 |
3.476 |
1.102 |
26.1% |
0.098 |
2.3% |
68% |
False |
False |
38,745 |
80 |
4.578 |
3.476 |
1.102 |
26.1% |
0.092 |
2.2% |
68% |
False |
False |
31,329 |
100 |
4.578 |
3.476 |
1.102 |
26.1% |
0.088 |
2.1% |
68% |
False |
False |
26,065 |
120 |
4.578 |
3.476 |
1.102 |
26.1% |
0.085 |
2.0% |
68% |
False |
False |
22,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.400 |
2.618 |
5.034 |
1.618 |
4.810 |
1.000 |
4.672 |
0.618 |
4.586 |
HIGH |
4.448 |
0.618 |
4.362 |
0.500 |
4.336 |
0.382 |
4.310 |
LOW |
4.224 |
0.618 |
4.086 |
1.000 |
4.000 |
1.618 |
3.862 |
2.618 |
3.638 |
4.250 |
3.272 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.336 |
4.359 |
PP |
4.301 |
4.316 |
S1 |
4.265 |
4.273 |
|