NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.367 |
4.385 |
0.018 |
0.4% |
4.514 |
High |
4.427 |
4.400 |
-0.027 |
-0.6% |
4.550 |
Low |
4.365 |
4.188 |
-0.177 |
-4.1% |
4.299 |
Close |
4.382 |
4.193 |
-0.189 |
-4.3% |
4.336 |
Range |
0.062 |
0.212 |
0.150 |
241.9% |
0.251 |
ATR |
0.107 |
0.115 |
0.007 |
7.0% |
0.000 |
Volume |
46,727 |
38,561 |
-8,166 |
-17.5% |
144,243 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.896 |
4.757 |
4.310 |
|
R3 |
4.684 |
4.545 |
4.251 |
|
R2 |
4.472 |
4.472 |
4.232 |
|
R1 |
4.333 |
4.333 |
4.212 |
4.297 |
PP |
4.260 |
4.260 |
4.260 |
4.242 |
S1 |
4.121 |
4.121 |
4.174 |
4.085 |
S2 |
4.048 |
4.048 |
4.154 |
|
S3 |
3.836 |
3.909 |
4.135 |
|
S4 |
3.624 |
3.697 |
4.076 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.148 |
4.993 |
4.474 |
|
R3 |
4.897 |
4.742 |
4.405 |
|
R2 |
4.646 |
4.646 |
4.382 |
|
R1 |
4.491 |
4.491 |
4.359 |
4.443 |
PP |
4.395 |
4.395 |
4.395 |
4.371 |
S1 |
4.240 |
4.240 |
4.313 |
4.192 |
S2 |
4.144 |
4.144 |
4.290 |
|
S3 |
3.893 |
3.989 |
4.267 |
|
S4 |
3.642 |
3.738 |
4.198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.524 |
4.188 |
0.336 |
8.0% |
0.126 |
3.0% |
1% |
False |
True |
33,251 |
10 |
4.550 |
4.188 |
0.362 |
8.6% |
0.119 |
2.8% |
1% |
False |
True |
48,573 |
20 |
4.550 |
3.925 |
0.625 |
14.9% |
0.111 |
2.6% |
43% |
False |
False |
65,871 |
40 |
4.550 |
3.469 |
1.081 |
25.8% |
0.099 |
2.4% |
67% |
False |
False |
45,765 |
60 |
4.550 |
3.469 |
1.081 |
25.8% |
0.092 |
2.2% |
67% |
False |
False |
36,673 |
80 |
4.550 |
3.469 |
1.081 |
25.8% |
0.088 |
2.1% |
67% |
False |
False |
30,750 |
100 |
4.550 |
3.469 |
1.081 |
25.8% |
0.085 |
2.0% |
67% |
False |
False |
26,483 |
120 |
4.550 |
3.469 |
1.081 |
25.8% |
0.083 |
2.0% |
67% |
False |
False |
23,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.301 |
2.618 |
4.955 |
1.618 |
4.743 |
1.000 |
4.612 |
0.618 |
4.531 |
HIGH |
4.400 |
0.618 |
4.319 |
0.500 |
4.294 |
0.382 |
4.269 |
LOW |
4.188 |
0.618 |
4.057 |
1.000 |
3.976 |
1.618 |
3.845 |
2.618 |
3.633 |
4.250 |
3.287 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.294 |
4.314 |
PP |
4.260 |
4.274 |
S1 |
4.227 |
4.233 |
|