NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
3.950 |
4.030 |
0.080 |
2.0% |
3.860 |
High |
4.032 |
4.069 |
0.037 |
0.9% |
4.069 |
Low |
3.940 |
4.027 |
0.087 |
2.2% |
3.860 |
Close |
4.024 |
4.045 |
0.021 |
0.5% |
4.045 |
Range |
0.092 |
0.042 |
-0.050 |
-54.3% |
0.209 |
ATR |
0.070 |
0.068 |
-0.002 |
-2.5% |
0.000 |
Volume |
8,198 |
36,817 |
28,619 |
349.1% |
65,099 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.173 |
4.151 |
4.068 |
|
R3 |
4.131 |
4.109 |
4.057 |
|
R2 |
4.089 |
4.089 |
4.053 |
|
R1 |
4.067 |
4.067 |
4.049 |
4.078 |
PP |
4.047 |
4.047 |
4.047 |
4.053 |
S1 |
4.025 |
4.025 |
4.041 |
4.036 |
S2 |
4.005 |
4.005 |
4.037 |
|
S3 |
3.963 |
3.983 |
4.033 |
|
S4 |
3.921 |
3.941 |
4.022 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.618 |
4.541 |
4.160 |
|
R3 |
4.409 |
4.332 |
4.102 |
|
R2 |
4.200 |
4.200 |
4.083 |
|
R1 |
4.123 |
4.123 |
4.064 |
4.162 |
PP |
3.991 |
3.991 |
3.991 |
4.011 |
S1 |
3.914 |
3.914 |
4.026 |
3.953 |
S2 |
3.782 |
3.782 |
4.007 |
|
S3 |
3.573 |
3.705 |
3.988 |
|
S4 |
3.364 |
3.496 |
3.930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.069 |
3.860 |
0.209 |
5.2% |
0.060 |
1.5% |
89% |
True |
False |
13,019 |
10 |
4.069 |
3.739 |
0.330 |
8.2% |
0.065 |
1.6% |
93% |
True |
False |
10,875 |
20 |
4.069 |
3.570 |
0.499 |
12.3% |
0.064 |
1.6% |
95% |
True |
False |
8,466 |
40 |
4.069 |
3.495 |
0.574 |
14.2% |
0.066 |
1.6% |
96% |
True |
False |
6,058 |
60 |
4.069 |
3.495 |
0.574 |
14.2% |
0.061 |
1.5% |
96% |
True |
False |
4,977 |
80 |
4.069 |
3.495 |
0.574 |
14.2% |
0.060 |
1.5% |
96% |
True |
False |
4,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.248 |
2.618 |
4.179 |
1.618 |
4.137 |
1.000 |
4.111 |
0.618 |
4.095 |
HIGH |
4.069 |
0.618 |
4.053 |
0.500 |
4.048 |
0.382 |
4.043 |
LOW |
4.027 |
0.618 |
4.001 |
1.000 |
3.985 |
1.618 |
3.959 |
2.618 |
3.917 |
4.250 |
3.849 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.048 |
4.028 |
PP |
4.047 |
4.010 |
S1 |
4.046 |
3.993 |
|