NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.514 |
4.516 |
0.002 |
0.0% |
4.265 |
High |
4.550 |
4.524 |
-0.026 |
-0.6% |
4.509 |
Low |
4.489 |
4.410 |
-0.079 |
-1.8% |
4.184 |
Close |
4.500 |
4.442 |
-0.058 |
-1.3% |
4.453 |
Range |
0.061 |
0.114 |
0.053 |
86.9% |
0.325 |
ATR |
0.106 |
0.106 |
0.001 |
0.5% |
0.000 |
Volume |
63,274 |
40,904 |
-22,370 |
-35.4% |
319,090 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.801 |
4.735 |
4.505 |
|
R3 |
4.687 |
4.621 |
4.473 |
|
R2 |
4.573 |
4.573 |
4.463 |
|
R1 |
4.507 |
4.507 |
4.452 |
4.483 |
PP |
4.459 |
4.459 |
4.459 |
4.447 |
S1 |
4.393 |
4.393 |
4.432 |
4.369 |
S2 |
4.345 |
4.345 |
4.421 |
|
S3 |
4.231 |
4.279 |
4.411 |
|
S4 |
4.117 |
4.165 |
4.379 |
|
|
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 |
4.252 |
0.298 |
6.7% |
0.110 |
2.5% |
64% |
False |
False |
58,057 |
10 |
4.550 |
4.149 |
0.401 |
9.0% |
0.116 |
2.6% |
73% |
False |
False |
80,362 |
20 |
4.550 |
3.788 |
0.762 |
17.2% |
0.101 |
2.3% |
86% |
False |
False |
65,788 |
40 |
4.550 |
3.469 |
1.081 |
24.3% |
0.093 |
2.1% |
90% |
False |
False |
44,562 |
60 |
4.550 |
3.469 |
1.081 |
24.3% |
0.088 |
2.0% |
90% |
False |
False |
35,396 |
80 |
4.550 |
3.469 |
1.081 |
24.3% |
0.085 |
1.9% |
90% |
False |
False |
29,794 |
100 |
4.550 |
3.469 |
1.081 |
24.3% |
0.083 |
1.9% |
90% |
False |
False |
25,544 |
120 |
4.550 |
3.469 |
1.081 |
24.3% |
0.082 |
1.8% |
90% |
False |
False |
22,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.009 |
2.618 |
4.822 |
1.618 |
4.708 |
1.000 |
4.638 |
0.618 |
4.594 |
HIGH |
4.524 |
0.618 |
4.480 |
0.500 |
4.467 |
0.382 |
4.454 |
LOW |
4.410 |
0.618 |
4.340 |
1.000 |
4.296 |
1.618 |
4.226 |
2.618 |
4.112 |
4.250 |
3.926 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.467 |
4.480 |
PP |
4.459 |
4.467 |
S1 |
4.450 |
4.455 |
|