NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.277 |
4.493 |
0.216 |
5.1% |
4.265 |
High |
4.489 |
4.509 |
0.020 |
0.4% |
4.509 |
Low |
4.276 |
4.435 |
0.159 |
3.7% |
4.184 |
Close |
4.473 |
4.453 |
-0.020 |
-0.4% |
4.453 |
Range |
0.213 |
0.074 |
-0.139 |
-65.3% |
0.325 |
ATR |
0.109 |
0.107 |
-0.003 |
-2.3% |
0.000 |
Volume |
45,862 |
83,911 |
38,049 |
83.0% |
319,090 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.688 |
4.644 |
4.494 |
|
R3 |
4.614 |
4.570 |
4.473 |
|
R2 |
4.540 |
4.540 |
4.467 |
|
R1 |
4.496 |
4.496 |
4.460 |
4.481 |
PP |
4.466 |
4.466 |
4.466 |
4.458 |
S1 |
4.422 |
4.422 |
4.446 |
4.407 |
S2 |
4.392 |
4.392 |
4.439 |
|
S3 |
4.318 |
4.348 |
4.433 |
|
S4 |
4.244 |
4.274 |
4.412 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.357 |
5.230 |
4.632 |
|
R3 |
5.032 |
4.905 |
4.542 |
|
R2 |
4.707 |
4.707 |
4.513 |
|
R1 |
4.580 |
4.580 |
4.483 |
4.644 |
PP |
4.382 |
4.382 |
4.382 |
4.414 |
S1 |
4.255 |
4.255 |
4.423 |
4.319 |
S2 |
4.057 |
4.057 |
4.393 |
|
S3 |
3.732 |
3.930 |
4.364 |
|
S4 |
3.407 |
3.605 |
4.274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.509 |
4.184 |
0.325 |
7.3% |
0.121 |
2.7% |
83% |
True |
False |
63,818 |
10 |
4.509 |
4.116 |
0.393 |
8.8% |
0.117 |
2.6% |
86% |
True |
False |
89,323 |
20 |
4.509 |
3.721 |
0.788 |
17.7% |
0.102 |
2.3% |
93% |
True |
False |
63,003 |
40 |
4.509 |
3.469 |
1.040 |
23.4% |
0.093 |
2.1% |
95% |
True |
False |
42,755 |
60 |
4.509 |
3.469 |
1.040 |
23.4% |
0.087 |
2.0% |
95% |
True |
False |
34,160 |
80 |
4.509 |
3.469 |
1.040 |
23.4% |
0.085 |
1.9% |
95% |
True |
False |
28,764 |
100 |
4.509 |
3.469 |
1.040 |
23.4% |
0.083 |
1.9% |
95% |
True |
False |
24,645 |
120 |
4.509 |
3.469 |
1.040 |
23.4% |
0.082 |
1.8% |
95% |
True |
False |
21,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.824 |
2.618 |
4.703 |
1.618 |
4.629 |
1.000 |
4.583 |
0.618 |
4.555 |
HIGH |
4.509 |
0.618 |
4.481 |
0.500 |
4.472 |
0.382 |
4.463 |
LOW |
4.435 |
0.618 |
4.389 |
1.000 |
4.361 |
1.618 |
4.315 |
2.618 |
4.241 |
4.250 |
4.121 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.472 |
4.429 |
PP |
4.466 |
4.405 |
S1 |
4.459 |
4.381 |
|