NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.493 |
4.514 |
0.021 |
0.5% |
4.265 |
High |
4.509 |
4.550 |
0.041 |
0.9% |
4.509 |
Low |
4.435 |
4.489 |
0.054 |
1.2% |
4.184 |
Close |
4.453 |
4.500 |
0.047 |
1.1% |
4.453 |
Range |
0.074 |
0.061 |
-0.013 |
-17.6% |
0.325 |
ATR |
0.107 |
0.106 |
-0.001 |
-0.6% |
0.000 |
Volume |
83,911 |
63,274 |
-20,637 |
-24.6% |
319,090 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.696 |
4.659 |
4.534 |
|
R3 |
4.635 |
4.598 |
4.517 |
|
R2 |
4.574 |
4.574 |
4.511 |
|
R1 |
4.537 |
4.537 |
4.506 |
4.525 |
PP |
4.513 |
4.513 |
4.513 |
4.507 |
S1 |
4.476 |
4.476 |
4.494 |
4.464 |
S2 |
4.452 |
4.452 |
4.489 |
|
S3 |
4.391 |
4.415 |
4.483 |
|
S4 |
4.330 |
4.354 |
4.466 |
|
|
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 |
4.550 |
4.196 |
0.354 |
7.9% |
0.112 |
2.5% |
86% |
True |
False |
63,895 |
10 |
4.550 |
4.149 |
0.401 |
8.9% |
0.113 |
2.5% |
88% |
True |
False |
85,260 |
20 |
4.550 |
3.788 |
0.762 |
16.9% |
0.100 |
2.2% |
93% |
True |
False |
64,976 |
40 |
4.550 |
3.469 |
1.081 |
24.0% |
0.092 |
2.1% |
95% |
True |
False |
43,886 |
60 |
4.550 |
3.469 |
1.081 |
24.0% |
0.087 |
1.9% |
95% |
True |
False |
34,872 |
80 |
4.550 |
3.469 |
1.081 |
24.0% |
0.085 |
1.9% |
95% |
True |
False |
29,452 |
100 |
4.550 |
3.469 |
1.081 |
24.0% |
0.082 |
1.8% |
95% |
True |
False |
25,234 |
120 |
4.550 |
3.469 |
1.081 |
24.0% |
0.081 |
1.8% |
95% |
True |
False |
22,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.809 |
2.618 |
4.710 |
1.618 |
4.649 |
1.000 |
4.611 |
0.618 |
4.588 |
HIGH |
4.550 |
0.618 |
4.527 |
0.500 |
4.520 |
0.382 |
4.512 |
LOW |
4.489 |
0.618 |
4.451 |
1.000 |
4.428 |
1.618 |
4.390 |
2.618 |
4.329 |
4.250 |
4.230 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.520 |
4.471 |
PP |
4.513 |
4.442 |
S1 |
4.507 |
4.413 |
|