NYMEX Natural Gas Future May 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.939 |
3.950 |
0.011 |
0.3% |
3.819 |
| High |
3.957 |
4.032 |
0.075 |
1.9% |
3.917 |
| Low |
3.917 |
3.940 |
0.023 |
0.6% |
3.785 |
| Close |
3.928 |
4.024 |
0.096 |
2.4% |
3.915 |
| Range |
0.040 |
0.092 |
0.052 |
130.0% |
0.132 |
| ATR |
0.067 |
0.070 |
0.003 |
3.9% |
0.000 |
| Volume |
7,167 |
8,198 |
1,031 |
14.4% |
37,087 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.241 |
4.075 |
|
| R3 |
4.183 |
4.149 |
4.049 |
|
| R2 |
4.091 |
4.091 |
4.041 |
|
| R1 |
4.057 |
4.057 |
4.032 |
4.074 |
| PP |
3.999 |
3.999 |
3.999 |
4.007 |
| S1 |
3.965 |
3.965 |
4.016 |
3.982 |
| S2 |
3.907 |
3.907 |
4.007 |
|
| S3 |
3.815 |
3.873 |
3.999 |
|
| S4 |
3.723 |
3.781 |
3.973 |
|
|
| 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 |
4.032 |
3.858 |
0.174 |
4.3% |
0.064 |
1.6% |
95% |
True |
False |
7,779 |
| 10 |
4.032 |
3.717 |
0.315 |
7.8% |
0.066 |
1.6% |
97% |
True |
False |
7,643 |
| 20 |
4.032 |
3.569 |
0.463 |
11.5% |
0.067 |
1.7% |
98% |
True |
False |
6,891 |
| 40 |
4.032 |
3.495 |
0.537 |
13.3% |
0.066 |
1.6% |
99% |
True |
False |
5,222 |
| 60 |
4.032 |
3.495 |
0.537 |
13.3% |
0.062 |
1.5% |
99% |
True |
False |
4,394 |
| 80 |
4.032 |
3.495 |
0.537 |
13.3% |
0.060 |
1.5% |
99% |
True |
False |
3,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.423 |
|
2.618 |
4.273 |
|
1.618 |
4.181 |
|
1.000 |
4.124 |
|
0.618 |
4.089 |
|
HIGH |
4.032 |
|
0.618 |
3.997 |
|
0.500 |
3.986 |
|
0.382 |
3.975 |
|
LOW |
3.940 |
|
0.618 |
3.883 |
|
1.000 |
3.848 |
|
1.618 |
3.791 |
|
2.618 |
3.699 |
|
4.250 |
3.549 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.011 |
4.005 |
| PP |
3.999 |
3.986 |
| S1 |
3.986 |
3.967 |
|