NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
4.169 |
4.216 |
0.047 |
1.1% |
4.170 |
High |
4.229 |
4.216 |
-0.013 |
-0.3% |
4.203 |
Low |
4.169 |
4.091 |
-0.078 |
-1.9% |
4.120 |
Close |
4.222 |
4.095 |
-0.127 |
-3.0% |
4.161 |
Range |
0.060 |
0.125 |
0.065 |
108.3% |
0.083 |
ATR |
0.069 |
0.074 |
0.004 |
6.3% |
0.000 |
Volume |
8,579 |
9,890 |
1,311 |
15.3% |
26,841 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.509 |
4.427 |
4.164 |
|
R3 |
4.384 |
4.302 |
4.129 |
|
R2 |
4.259 |
4.259 |
4.118 |
|
R1 |
4.177 |
4.177 |
4.106 |
4.156 |
PP |
4.134 |
4.134 |
4.134 |
4.123 |
S1 |
4.052 |
4.052 |
4.084 |
4.031 |
S2 |
4.009 |
4.009 |
4.072 |
|
S3 |
3.884 |
3.927 |
4.061 |
|
S4 |
3.759 |
3.802 |
4.026 |
|
|
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 |
4.229 |
4.091 |
0.138 |
3.4% |
0.073 |
1.8% |
3% |
False |
True |
6,973 |
10 |
4.229 |
4.091 |
0.138 |
3.4% |
0.070 |
1.7% |
3% |
False |
True |
10,302 |
20 |
4.229 |
3.902 |
0.327 |
8.0% |
0.070 |
1.7% |
59% |
False |
False |
14,542 |
40 |
4.229 |
3.495 |
0.734 |
17.9% |
0.069 |
1.7% |
82% |
False |
False |
10,591 |
60 |
4.229 |
3.495 |
0.734 |
17.9% |
0.066 |
1.6% |
82% |
False |
False |
8,057 |
80 |
4.229 |
3.495 |
0.734 |
17.9% |
0.063 |
1.5% |
82% |
False |
False |
6,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.747 |
2.618 |
4.543 |
1.618 |
4.418 |
1.000 |
4.341 |
0.618 |
4.293 |
HIGH |
4.216 |
0.618 |
4.168 |
0.500 |
4.154 |
0.382 |
4.139 |
LOW |
4.091 |
0.618 |
4.014 |
1.000 |
3.966 |
1.618 |
3.889 |
2.618 |
3.764 |
4.250 |
3.560 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.154 |
4.160 |
PP |
4.134 |
4.138 |
S1 |
4.115 |
4.117 |
|