NYMEX Natural Gas Future April 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.129 |
4.139 |
0.010 |
0.2% |
3.863 |
High |
4.156 |
4.175 |
0.019 |
0.5% |
4.069 |
Low |
4.094 |
4.081 |
-0.013 |
-0.3% |
3.849 |
Close |
4.128 |
4.163 |
0.035 |
0.8% |
4.036 |
Range |
0.062 |
0.094 |
0.032 |
51.6% |
0.220 |
ATR |
0.076 |
0.078 |
0.001 |
1.6% |
0.000 |
Volume |
53,687 |
62,530 |
8,843 |
16.5% |
221,757 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.422 |
4.386 |
4.215 |
|
R3 |
4.328 |
4.292 |
4.189 |
|
R2 |
4.234 |
4.234 |
4.180 |
|
R1 |
4.198 |
4.198 |
4.172 |
4.216 |
PP |
4.140 |
4.140 |
4.140 |
4.149 |
S1 |
4.104 |
4.104 |
4.154 |
4.122 |
S2 |
4.046 |
4.046 |
4.146 |
|
S3 |
3.952 |
4.010 |
4.137 |
|
S4 |
3.858 |
3.916 |
4.111 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.645 |
4.560 |
4.157 |
|
R3 |
4.425 |
4.340 |
4.097 |
|
R2 |
4.205 |
4.205 |
4.076 |
|
R1 |
4.120 |
4.120 |
4.056 |
4.163 |
PP |
3.985 |
3.985 |
3.985 |
4.006 |
S1 |
3.900 |
3.900 |
4.016 |
3.943 |
S2 |
3.765 |
3.765 |
3.996 |
|
S3 |
3.545 |
3.680 |
3.976 |
|
S4 |
3.325 |
3.460 |
3.915 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.175 |
3.907 |
0.268 |
6.4% |
0.084 |
2.0% |
96% |
True |
False |
65,033 |
10 |
4.175 |
3.808 |
0.367 |
8.8% |
0.072 |
1.7% |
97% |
True |
False |
46,606 |
20 |
4.175 |
3.535 |
0.640 |
15.4% |
0.078 |
1.9% |
98% |
True |
False |
34,114 |
40 |
4.175 |
3.462 |
0.713 |
17.1% |
0.077 |
1.9% |
98% |
True |
False |
26,813 |
60 |
4.175 |
3.462 |
0.713 |
17.1% |
0.074 |
1.8% |
98% |
True |
False |
23,141 |
80 |
4.175 |
3.462 |
0.713 |
17.1% |
0.072 |
1.7% |
98% |
True |
False |
20,298 |
100 |
4.175 |
3.462 |
0.713 |
17.1% |
0.070 |
1.7% |
98% |
True |
False |
18,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.575 |
2.618 |
4.421 |
1.618 |
4.327 |
1.000 |
4.269 |
0.618 |
4.233 |
HIGH |
4.175 |
0.618 |
4.139 |
0.500 |
4.128 |
0.382 |
4.117 |
LOW |
4.081 |
0.618 |
4.023 |
1.000 |
3.987 |
1.618 |
3.929 |
2.618 |
3.835 |
4.250 |
3.682 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.151 |
4.146 |
PP |
4.140 |
4.128 |
S1 |
4.128 |
4.111 |
|