NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.863 |
3.918 |
0.055 |
1.4% |
3.800 |
| High |
3.923 |
3.946 |
0.023 |
0.6% |
3.907 |
| Low |
3.849 |
3.889 |
0.040 |
1.0% |
3.763 |
| Close |
3.920 |
3.918 |
-0.002 |
-0.1% |
3.902 |
| Range |
0.074 |
0.057 |
-0.017 |
-23.0% |
0.144 |
| ATR |
0.078 |
0.077 |
-0.002 |
-1.9% |
0.000 |
| Volume |
18,400 |
35,311 |
16,911 |
91.9% |
109,280 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.060 |
3.949 |
|
| R3 |
4.032 |
4.003 |
3.934 |
|
| R2 |
3.975 |
3.975 |
3.928 |
|
| R1 |
3.946 |
3.946 |
3.923 |
3.947 |
| PP |
3.918 |
3.918 |
3.918 |
3.918 |
| S1 |
3.889 |
3.889 |
3.913 |
3.890 |
| S2 |
3.861 |
3.861 |
3.908 |
|
| S3 |
3.804 |
3.832 |
3.902 |
|
| S4 |
3.747 |
3.775 |
3.887 |
|
|
| 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 |
3.946 |
3.763 |
0.183 |
4.7% |
0.070 |
1.8% |
85% |
True |
False |
27,040 |
| 10 |
3.946 |
3.593 |
0.353 |
9.0% |
0.076 |
1.9% |
92% |
True |
False |
24,001 |
| 20 |
3.946 |
3.462 |
0.484 |
12.4% |
0.078 |
2.0% |
94% |
True |
False |
23,568 |
| 40 |
4.000 |
3.462 |
0.538 |
13.7% |
0.074 |
1.9% |
85% |
False |
False |
20,675 |
| 60 |
4.000 |
3.462 |
0.538 |
13.7% |
0.073 |
1.9% |
85% |
False |
False |
18,516 |
| 80 |
4.000 |
3.462 |
0.538 |
13.7% |
0.071 |
1.8% |
85% |
False |
False |
16,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.188 |
|
2.618 |
4.095 |
|
1.618 |
4.038 |
|
1.000 |
4.003 |
|
0.618 |
3.981 |
|
HIGH |
3.946 |
|
0.618 |
3.924 |
|
0.500 |
3.918 |
|
0.382 |
3.911 |
|
LOW |
3.889 |
|
0.618 |
3.854 |
|
1.000 |
3.832 |
|
1.618 |
3.797 |
|
2.618 |
3.740 |
|
4.250 |
3.647 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.918 |
3.910 |
| PP |
3.918 |
3.901 |
| S1 |
3.918 |
3.893 |
|