NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.516 |
4.485 |
-0.031 |
-0.7% |
4.265 |
High |
4.524 |
4.485 |
-0.039 |
-0.9% |
4.509 |
Low |
4.410 |
4.383 |
-0.027 |
-0.6% |
4.184 |
Close |
4.442 |
4.441 |
-0.001 |
0.0% |
4.453 |
Range |
0.114 |
0.102 |
-0.012 |
-10.5% |
0.325 |
ATR |
0.106 |
0.106 |
0.000 |
-0.3% |
0.000 |
Volume |
40,904 |
17,196 |
-23,708 |
-58.0% |
319,090 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.742 |
4.694 |
4.497 |
|
R3 |
4.640 |
4.592 |
4.469 |
|
R2 |
4.538 |
4.538 |
4.460 |
|
R1 |
4.490 |
4.490 |
4.450 |
4.463 |
PP |
4.436 |
4.436 |
4.436 |
4.423 |
S1 |
4.388 |
4.388 |
4.432 |
4.361 |
S2 |
4.334 |
4.334 |
4.422 |
|
S3 |
4.232 |
4.286 |
4.413 |
|
S4 |
4.130 |
4.184 |
4.385 |
|
|
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 |
4.276 |
0.274 |
6.2% |
0.113 |
2.5% |
60% |
False |
False |
50,229 |
10 |
4.550 |
4.184 |
0.366 |
8.2% |
0.110 |
2.5% |
70% |
False |
False |
71,349 |
20 |
4.550 |
3.836 |
0.714 |
16.1% |
0.102 |
2.3% |
85% |
False |
False |
64,683 |
40 |
4.550 |
3.469 |
1.081 |
24.3% |
0.094 |
2.1% |
90% |
False |
False |
44,574 |
60 |
4.550 |
3.469 |
1.081 |
24.3% |
0.088 |
2.0% |
90% |
False |
False |
35,464 |
80 |
4.550 |
3.469 |
1.081 |
24.3% |
0.086 |
1.9% |
90% |
False |
False |
29,839 |
100 |
4.550 |
3.469 |
1.081 |
24.3% |
0.084 |
1.9% |
90% |
False |
False |
25,648 |
120 |
4.550 |
3.469 |
1.081 |
24.3% |
0.082 |
1.8% |
90% |
False |
False |
22,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.919 |
2.618 |
4.752 |
1.618 |
4.650 |
1.000 |
4.587 |
0.618 |
4.548 |
HIGH |
4.485 |
0.618 |
4.446 |
0.500 |
4.434 |
0.382 |
4.422 |
LOW |
4.383 |
0.618 |
4.320 |
1.000 |
4.281 |
1.618 |
4.218 |
2.618 |
4.116 |
4.250 |
3.950 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.439 |
4.467 |
PP |
4.436 |
4.458 |
S1 |
4.434 |
4.450 |
|