NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.875 |
3.863 |
-0.012 |
-0.3% |
3.800 |
| High |
3.907 |
3.923 |
0.016 |
0.4% |
3.907 |
| Low |
3.840 |
3.849 |
0.009 |
0.2% |
3.763 |
| Close |
3.902 |
3.920 |
0.018 |
0.5% |
3.902 |
| Range |
0.067 |
0.074 |
0.007 |
10.4% |
0.144 |
| ATR |
0.079 |
0.078 |
0.000 |
-0.4% |
0.000 |
| Volume |
28,472 |
18,400 |
-10,072 |
-35.4% |
109,280 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.094 |
3.961 |
|
| R3 |
4.045 |
4.020 |
3.940 |
|
| R2 |
3.971 |
3.971 |
3.934 |
|
| R1 |
3.946 |
3.946 |
3.927 |
3.959 |
| PP |
3.897 |
3.897 |
3.897 |
3.904 |
| S1 |
3.872 |
3.872 |
3.913 |
3.885 |
| S2 |
3.823 |
3.823 |
3.906 |
|
| S3 |
3.749 |
3.798 |
3.900 |
|
| S4 |
3.675 |
3.724 |
3.879 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.289 |
4.240 |
3.981 |
|
| R3 |
4.145 |
4.096 |
3.942 |
|
| R2 |
4.001 |
4.001 |
3.928 |
|
| R1 |
3.952 |
3.952 |
3.915 |
3.977 |
| PP |
3.857 |
3.857 |
3.857 |
3.870 |
| S1 |
3.808 |
3.808 |
3.889 |
3.833 |
| S2 |
3.713 |
3.713 |
3.876 |
|
| S3 |
3.569 |
3.664 |
3.862 |
|
| S4 |
3.425 |
3.520 |
3.823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.923 |
3.763 |
0.160 |
4.1% |
0.075 |
1.9% |
98% |
True |
False |
25,536 |
| 10 |
3.923 |
3.593 |
0.330 |
8.4% |
0.078 |
2.0% |
99% |
True |
False |
22,255 |
| 20 |
3.923 |
3.462 |
0.461 |
11.8% |
0.077 |
2.0% |
99% |
True |
False |
23,022 |
| 40 |
4.000 |
3.462 |
0.538 |
13.7% |
0.076 |
1.9% |
85% |
False |
False |
19,961 |
| 60 |
4.000 |
3.462 |
0.538 |
13.7% |
0.073 |
1.9% |
85% |
False |
False |
18,090 |
| 80 |
4.000 |
3.462 |
0.538 |
13.7% |
0.071 |
1.8% |
85% |
False |
False |
16,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.238 |
|
2.618 |
4.117 |
|
1.618 |
4.043 |
|
1.000 |
3.997 |
|
0.618 |
3.969 |
|
HIGH |
3.923 |
|
0.618 |
3.895 |
|
0.500 |
3.886 |
|
0.382 |
3.877 |
|
LOW |
3.849 |
|
0.618 |
3.803 |
|
1.000 |
3.775 |
|
1.618 |
3.729 |
|
2.618 |
3.655 |
|
4.250 |
3.535 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.909 |
3.902 |
| PP |
3.897 |
3.884 |
| S1 |
3.886 |
3.866 |
|