NYMEX Natural Gas Future May 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 |
4.128 |
4.142 |
0.014 |
0.3% |
3.860 |
High |
4.161 |
4.176 |
0.015 |
0.4% |
4.069 |
Low |
4.100 |
4.083 |
-0.017 |
-0.4% |
3.860 |
Close |
4.134 |
4.163 |
0.029 |
0.7% |
4.045 |
Range |
0.061 |
0.093 |
0.032 |
52.5% |
0.209 |
ATR |
0.069 |
0.071 |
0.002 |
2.5% |
0.000 |
Volume |
18,408 |
18,749 |
341 |
1.9% |
65,099 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.420 |
4.384 |
4.214 |
|
R3 |
4.327 |
4.291 |
4.189 |
|
R2 |
4.234 |
4.234 |
4.180 |
|
R1 |
4.198 |
4.198 |
4.172 |
4.216 |
PP |
4.141 |
4.141 |
4.141 |
4.150 |
S1 |
4.105 |
4.105 |
4.154 |
4.123 |
S2 |
4.048 |
4.048 |
4.146 |
|
S3 |
3.955 |
4.012 |
4.137 |
|
S4 |
3.862 |
3.919 |
4.112 |
|
|
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 |
4.176 |
3.940 |
0.236 |
5.7% |
0.073 |
1.8% |
94% |
True |
False |
20,643 |
10 |
4.176 |
3.827 |
0.349 |
8.4% |
0.066 |
1.6% |
96% |
True |
False |
14,304 |
20 |
4.176 |
3.570 |
0.606 |
14.6% |
0.069 |
1.6% |
98% |
True |
False |
10,254 |
40 |
4.176 |
3.495 |
0.681 |
16.4% |
0.068 |
1.6% |
98% |
True |
False |
7,186 |
60 |
4.176 |
3.495 |
0.681 |
16.4% |
0.062 |
1.5% |
98% |
True |
False |
5,800 |
80 |
4.176 |
3.495 |
0.681 |
16.4% |
0.061 |
1.5% |
98% |
True |
False |
4,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.571 |
2.618 |
4.419 |
1.618 |
4.326 |
1.000 |
4.269 |
0.618 |
4.233 |
HIGH |
4.176 |
0.618 |
4.140 |
0.500 |
4.130 |
0.382 |
4.119 |
LOW |
4.083 |
0.618 |
4.026 |
1.000 |
3.990 |
1.618 |
3.933 |
2.618 |
3.840 |
4.250 |
3.688 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.152 |
4.148 |
PP |
4.141 |
4.133 |
S1 |
4.130 |
4.118 |
|