NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.173 |
4.177 |
0.004 |
0.1% |
4.170 |
High |
4.196 |
4.203 |
0.007 |
0.2% |
4.203 |
Low |
4.130 |
4.139 |
0.009 |
0.2% |
4.120 |
Close |
4.192 |
4.161 |
-0.031 |
-0.7% |
4.161 |
Range |
0.066 |
0.064 |
-0.002 |
-3.0% |
0.083 |
ATR |
0.070 |
0.069 |
0.000 |
-0.6% |
0.000 |
Volume |
4,265 |
4,167 |
-98 |
-2.3% |
26,841 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.360 |
4.324 |
4.196 |
|
R3 |
4.296 |
4.260 |
4.179 |
|
R2 |
4.232 |
4.232 |
4.173 |
|
R1 |
4.196 |
4.196 |
4.167 |
4.182 |
PP |
4.168 |
4.168 |
4.168 |
4.161 |
S1 |
4.132 |
4.132 |
4.155 |
4.118 |
S2 |
4.104 |
4.104 |
4.149 |
|
S3 |
4.040 |
4.068 |
4.143 |
|
S4 |
3.976 |
4.004 |
4.126 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.410 |
4.369 |
4.207 |
|
R3 |
4.327 |
4.286 |
4.184 |
|
R2 |
4.244 |
4.244 |
4.176 |
|
R1 |
4.203 |
4.203 |
4.169 |
4.182 |
PP |
4.161 |
4.161 |
4.161 |
4.151 |
S1 |
4.120 |
4.120 |
4.153 |
4.099 |
S2 |
4.078 |
4.078 |
4.146 |
|
S3 |
3.995 |
4.037 |
4.138 |
|
S4 |
3.912 |
3.954 |
4.115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.203 |
4.120 |
0.083 |
2.0% |
0.057 |
1.4% |
49% |
True |
False |
10,081 |
10 |
4.212 |
4.065 |
0.147 |
3.5% |
0.065 |
1.6% |
65% |
False |
False |
12,804 |
20 |
4.215 |
3.858 |
0.357 |
8.6% |
0.067 |
1.6% |
85% |
False |
False |
14,375 |
40 |
4.215 |
3.495 |
0.720 |
17.3% |
0.068 |
1.6% |
93% |
False |
False |
10,307 |
60 |
4.215 |
3.495 |
0.720 |
17.3% |
0.064 |
1.5% |
93% |
False |
False |
7,792 |
80 |
4.215 |
3.495 |
0.720 |
17.3% |
0.063 |
1.5% |
93% |
False |
False |
6,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.475 |
2.618 |
4.371 |
1.618 |
4.307 |
1.000 |
4.267 |
0.618 |
4.243 |
HIGH |
4.203 |
0.618 |
4.179 |
0.500 |
4.171 |
0.382 |
4.163 |
LOW |
4.139 |
0.618 |
4.099 |
1.000 |
4.075 |
1.618 |
4.035 |
2.618 |
3.971 |
4.250 |
3.867 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.171 |
4.162 |
PP |
4.168 |
4.161 |
S1 |
4.164 |
4.161 |
|