NYMEX Natural Gas Future May 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 |
3.860 |
3.918 |
0.058 |
1.5% |
3.819 |
| High |
3.933 |
3.957 |
0.024 |
0.6% |
3.917 |
| Low |
3.860 |
3.902 |
0.042 |
1.1% |
3.785 |
| Close |
3.932 |
3.933 |
0.001 |
0.0% |
3.915 |
| Range |
0.073 |
0.055 |
-0.018 |
-24.7% |
0.132 |
| ATR |
0.070 |
0.069 |
-0.001 |
-1.5% |
0.000 |
| Volume |
4,498 |
8,419 |
3,921 |
87.2% |
37,087 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
4.069 |
3.963 |
|
| R3 |
4.041 |
4.014 |
3.948 |
|
| R2 |
3.986 |
3.986 |
3.943 |
|
| R1 |
3.959 |
3.959 |
3.938 |
3.973 |
| PP |
3.931 |
3.931 |
3.931 |
3.937 |
| S1 |
3.904 |
3.904 |
3.928 |
3.918 |
| S2 |
3.876 |
3.876 |
3.923 |
|
| S3 |
3.821 |
3.849 |
3.918 |
|
| S4 |
3.766 |
3.794 |
3.903 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.224 |
3.988 |
|
| R3 |
4.136 |
4.092 |
3.951 |
|
| R2 |
4.004 |
4.004 |
3.939 |
|
| R1 |
3.960 |
3.960 |
3.927 |
3.982 |
| PP |
3.872 |
3.872 |
3.872 |
3.884 |
| S1 |
3.828 |
3.828 |
3.903 |
3.850 |
| S2 |
3.740 |
3.740 |
3.891 |
|
| S3 |
3.608 |
3.696 |
3.879 |
|
| S4 |
3.476 |
3.564 |
3.842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.957 |
3.785 |
0.172 |
4.4% |
0.066 |
1.7% |
86% |
True |
False |
7,911 |
| 10 |
3.957 |
3.619 |
0.338 |
8.6% |
0.068 |
1.7% |
93% |
True |
False |
6,799 |
| 20 |
3.957 |
3.495 |
0.462 |
11.7% |
0.067 |
1.7% |
95% |
True |
False |
6,774 |
| 40 |
4.012 |
3.495 |
0.517 |
13.1% |
0.064 |
1.6% |
85% |
False |
False |
4,995 |
| 60 |
4.012 |
3.495 |
0.517 |
13.1% |
0.061 |
1.6% |
85% |
False |
False |
4,200 |
| 80 |
4.012 |
3.495 |
0.517 |
13.1% |
0.059 |
1.5% |
85% |
False |
False |
3,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.191 |
|
2.618 |
4.101 |
|
1.618 |
4.046 |
|
1.000 |
4.012 |
|
0.618 |
3.991 |
|
HIGH |
3.957 |
|
0.618 |
3.936 |
|
0.500 |
3.930 |
|
0.382 |
3.923 |
|
LOW |
3.902 |
|
0.618 |
3.868 |
|
1.000 |
3.847 |
|
1.618 |
3.813 |
|
2.618 |
3.758 |
|
4.250 |
3.668 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.932 |
3.925 |
| PP |
3.931 |
3.916 |
| S1 |
3.930 |
3.908 |
|