NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.210 |
4.212 |
0.002 |
0.0% |
3.904 |
High |
4.249 |
4.306 |
0.057 |
1.3% |
4.153 |
Low |
4.169 |
4.149 |
-0.020 |
-0.5% |
3.889 |
Close |
4.204 |
4.296 |
0.092 |
2.2% |
4.096 |
Range |
0.080 |
0.157 |
0.077 |
96.3% |
0.264 |
ATR |
0.089 |
0.094 |
0.005 |
5.5% |
0.000 |
Volume |
89,886 |
107,321 |
17,435 |
19.4% |
216,470 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.721 |
4.666 |
4.382 |
|
R3 |
4.564 |
4.509 |
4.339 |
|
R2 |
4.407 |
4.407 |
4.325 |
|
R1 |
4.352 |
4.352 |
4.310 |
4.380 |
PP |
4.250 |
4.250 |
4.250 |
4.264 |
S1 |
4.195 |
4.195 |
4.282 |
4.223 |
S2 |
4.093 |
4.093 |
4.267 |
|
S3 |
3.936 |
4.038 |
4.253 |
|
S4 |
3.779 |
3.881 |
4.210 |
|
|
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 |
4.306 |
3.935 |
0.371 |
8.6% |
0.117 |
2.7% |
97% |
True |
False |
85,173 |
10 |
4.306 |
3.836 |
0.470 |
10.9% |
0.093 |
2.2% |
98% |
True |
False |
58,017 |
20 |
4.306 |
3.540 |
0.766 |
17.8% |
0.093 |
2.2% |
99% |
True |
False |
41,403 |
40 |
4.306 |
3.469 |
0.837 |
19.5% |
0.088 |
2.1% |
99% |
True |
False |
31,275 |
60 |
4.306 |
3.469 |
0.837 |
19.5% |
0.083 |
1.9% |
99% |
True |
False |
25,960 |
80 |
4.306 |
3.469 |
0.837 |
19.5% |
0.081 |
1.9% |
99% |
True |
False |
21,996 |
100 |
4.306 |
3.469 |
0.837 |
19.5% |
0.079 |
1.8% |
99% |
True |
False |
19,159 |
120 |
4.306 |
3.469 |
0.837 |
19.5% |
0.079 |
1.8% |
99% |
True |
False |
17,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.973 |
2.618 |
4.717 |
1.618 |
4.560 |
1.000 |
4.463 |
0.618 |
4.403 |
HIGH |
4.306 |
0.618 |
4.246 |
0.500 |
4.228 |
0.382 |
4.209 |
LOW |
4.149 |
0.618 |
4.052 |
1.000 |
3.992 |
1.618 |
3.895 |
2.618 |
3.738 |
4.250 |
3.482 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.273 |
4.268 |
PP |
4.250 |
4.239 |
S1 |
4.228 |
4.211 |
|