NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.964 |
3.955 |
-0.009 |
-0.2% |
3.840 |
| High |
3.985 |
4.102 |
0.117 |
2.9% |
3.948 |
| Low |
3.937 |
3.935 |
-0.002 |
-0.1% |
3.788 |
| Close |
3.944 |
4.086 |
0.142 |
3.6% |
3.944 |
| Range |
0.048 |
0.167 |
0.119 |
247.9% |
0.160 |
| ATR |
0.082 |
0.088 |
0.006 |
7.5% |
0.000 |
| Volume |
31,436 |
42,808 |
11,372 |
36.2% |
126,551 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.542 |
4.481 |
4.178 |
|
| R3 |
4.375 |
4.314 |
4.132 |
|
| R2 |
4.208 |
4.208 |
4.117 |
|
| R1 |
4.147 |
4.147 |
4.101 |
4.178 |
| PP |
4.041 |
4.041 |
4.041 |
4.056 |
| S1 |
3.980 |
3.980 |
4.071 |
4.011 |
| S2 |
3.874 |
3.874 |
4.055 |
|
| S3 |
3.707 |
3.813 |
4.040 |
|
| S4 |
3.540 |
3.646 |
3.994 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.373 |
4.319 |
4.032 |
|
| R3 |
4.213 |
4.159 |
3.988 |
|
| R2 |
4.053 |
4.053 |
3.973 |
|
| R1 |
3.999 |
3.999 |
3.959 |
4.026 |
| PP |
3.893 |
3.893 |
3.893 |
3.907 |
| S1 |
3.839 |
3.839 |
3.929 |
3.866 |
| S2 |
3.733 |
3.733 |
3.915 |
|
| S3 |
3.573 |
3.679 |
3.900 |
|
| S4 |
3.413 |
3.519 |
3.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.102 |
3.869 |
0.233 |
5.7% |
0.088 |
2.1% |
93% |
True |
False |
32,756 |
| 10 |
4.102 |
3.707 |
0.395 |
9.7% |
0.085 |
2.1% |
96% |
True |
False |
31,452 |
| 20 |
4.102 |
3.540 |
0.562 |
13.8% |
0.088 |
2.2% |
97% |
True |
False |
27,152 |
| 40 |
4.102 |
3.469 |
0.633 |
15.5% |
0.084 |
2.1% |
97% |
True |
False |
23,575 |
| 60 |
4.102 |
3.469 |
0.633 |
15.5% |
0.081 |
2.0% |
97% |
True |
False |
20,548 |
| 80 |
4.102 |
3.469 |
0.633 |
15.5% |
0.079 |
1.9% |
97% |
True |
False |
17,623 |
| 100 |
4.102 |
3.469 |
0.633 |
15.5% |
0.078 |
1.9% |
97% |
True |
False |
15,796 |
| 120 |
4.232 |
3.469 |
0.763 |
18.7% |
0.078 |
1.9% |
81% |
False |
False |
14,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.812 |
|
2.618 |
4.539 |
|
1.618 |
4.372 |
|
1.000 |
4.269 |
|
0.618 |
4.205 |
|
HIGH |
4.102 |
|
0.618 |
4.038 |
|
0.500 |
4.019 |
|
0.382 |
3.999 |
|
LOW |
3.935 |
|
0.618 |
3.832 |
|
1.000 |
3.768 |
|
1.618 |
3.665 |
|
2.618 |
3.498 |
|
4.250 |
3.225 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.064 |
4.062 |
| PP |
4.041 |
4.038 |
| S1 |
4.019 |
4.014 |
|