NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.165 |
4.173 |
0.008 |
0.2% |
4.111 |
High |
4.170 |
4.196 |
0.026 |
0.6% |
4.212 |
Low |
4.120 |
4.130 |
0.010 |
0.2% |
4.065 |
Close |
4.140 |
4.192 |
0.052 |
1.3% |
4.147 |
Range |
0.050 |
0.066 |
0.016 |
32.0% |
0.147 |
ATR |
0.070 |
0.070 |
0.000 |
-0.4% |
0.000 |
Volume |
7,968 |
4,265 |
-3,703 |
-46.5% |
71,124 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.371 |
4.347 |
4.228 |
|
R3 |
4.305 |
4.281 |
4.210 |
|
R2 |
4.239 |
4.239 |
4.204 |
|
R1 |
4.215 |
4.215 |
4.198 |
4.227 |
PP |
4.173 |
4.173 |
4.173 |
4.179 |
S1 |
4.149 |
4.149 |
4.186 |
4.161 |
S2 |
4.107 |
4.107 |
4.180 |
|
S3 |
4.041 |
4.083 |
4.174 |
|
S4 |
3.975 |
4.017 |
4.156 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.582 |
4.512 |
4.228 |
|
R3 |
4.435 |
4.365 |
4.187 |
|
R2 |
4.288 |
4.288 |
4.174 |
|
R1 |
4.218 |
4.218 |
4.160 |
4.253 |
PP |
4.141 |
4.141 |
4.141 |
4.159 |
S1 |
4.071 |
4.071 |
4.134 |
4.106 |
S2 |
3.994 |
3.994 |
4.120 |
|
S3 |
3.847 |
3.924 |
4.107 |
|
S4 |
3.700 |
3.777 |
4.066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.199 |
4.120 |
0.079 |
1.9% |
0.056 |
1.3% |
91% |
False |
False |
10,754 |
10 |
4.215 |
4.065 |
0.150 |
3.6% |
0.068 |
1.6% |
85% |
False |
False |
14,941 |
20 |
4.215 |
3.827 |
0.388 |
9.3% |
0.067 |
1.6% |
94% |
False |
False |
14,623 |
40 |
4.215 |
3.495 |
0.720 |
17.2% |
0.067 |
1.6% |
97% |
False |
False |
10,294 |
60 |
4.215 |
3.495 |
0.720 |
17.2% |
0.064 |
1.5% |
97% |
False |
False |
7,745 |
80 |
4.215 |
3.495 |
0.720 |
17.2% |
0.063 |
1.5% |
97% |
False |
False |
6,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.477 |
2.618 |
4.369 |
1.618 |
4.303 |
1.000 |
4.262 |
0.618 |
4.237 |
HIGH |
4.196 |
0.618 |
4.171 |
0.500 |
4.163 |
0.382 |
4.155 |
LOW |
4.130 |
0.618 |
4.089 |
1.000 |
4.064 |
1.618 |
4.023 |
2.618 |
3.957 |
4.250 |
3.850 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.182 |
4.181 |
PP |
4.173 |
4.169 |
S1 |
4.163 |
4.158 |
|