NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
3.955 |
4.092 |
0.137 |
3.5% |
3.904 |
High |
4.102 |
4.153 |
0.051 |
1.2% |
4.153 |
Low |
3.935 |
4.077 |
0.142 |
3.6% |
3.889 |
Close |
4.086 |
4.096 |
0.010 |
0.2% |
4.096 |
Range |
0.167 |
0.076 |
-0.091 |
-54.5% |
0.264 |
ATR |
0.088 |
0.087 |
-0.001 |
-1.0% |
0.000 |
Volume |
42,808 |
81,940 |
39,132 |
91.4% |
216,470 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.337 |
4.292 |
4.138 |
|
R3 |
4.261 |
4.216 |
4.117 |
|
R2 |
4.185 |
4.185 |
4.110 |
|
R1 |
4.140 |
4.140 |
4.103 |
4.163 |
PP |
4.109 |
4.109 |
4.109 |
4.120 |
S1 |
4.064 |
4.064 |
4.089 |
4.087 |
S2 |
4.033 |
4.033 |
4.082 |
|
S3 |
3.957 |
3.988 |
4.075 |
|
S4 |
3.881 |
3.912 |
4.054 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.838 |
4.731 |
4.241 |
|
R3 |
4.574 |
4.467 |
4.169 |
|
R2 |
4.310 |
4.310 |
4.144 |
|
R1 |
4.203 |
4.203 |
4.120 |
4.257 |
PP |
4.046 |
4.046 |
4.046 |
4.073 |
S1 |
3.939 |
3.939 |
4.072 |
3.993 |
S2 |
3.782 |
3.782 |
4.048 |
|
S3 |
3.518 |
3.675 |
4.023 |
|
S4 |
3.254 |
3.411 |
3.951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.153 |
3.889 |
0.264 |
6.4% |
0.087 |
2.1% |
78% |
True |
False |
43,294 |
10 |
4.153 |
3.721 |
0.432 |
10.5% |
0.086 |
2.1% |
87% |
True |
False |
36,682 |
20 |
4.153 |
3.540 |
0.613 |
15.0% |
0.086 |
2.1% |
91% |
True |
False |
30,160 |
40 |
4.153 |
3.469 |
0.684 |
16.7% |
0.085 |
2.1% |
92% |
True |
False |
25,220 |
60 |
4.153 |
3.469 |
0.684 |
16.7% |
0.081 |
2.0% |
92% |
True |
False |
21,709 |
80 |
4.153 |
3.469 |
0.684 |
16.7% |
0.079 |
1.9% |
92% |
True |
False |
18,501 |
100 |
4.153 |
3.469 |
0.684 |
16.7% |
0.078 |
1.9% |
92% |
True |
False |
16,567 |
120 |
4.232 |
3.469 |
0.763 |
18.6% |
0.078 |
1.9% |
82% |
False |
False |
14,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.476 |
2.618 |
4.352 |
1.618 |
4.276 |
1.000 |
4.229 |
0.618 |
4.200 |
HIGH |
4.153 |
0.618 |
4.124 |
0.500 |
4.115 |
0.382 |
4.106 |
LOW |
4.077 |
0.618 |
4.030 |
1.000 |
4.001 |
1.618 |
3.954 |
2.618 |
3.878 |
4.250 |
3.754 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.115 |
4.079 |
PP |
4.109 |
4.061 |
S1 |
4.102 |
4.044 |
|