NYMEX Natural Gas Future June 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 |
4.148 |
4.164 |
0.016 |
0.4% |
3.905 |
High |
4.180 |
4.193 |
0.013 |
0.3% |
4.091 |
Low |
4.123 |
4.103 |
-0.020 |
-0.5% |
3.889 |
Close |
4.153 |
4.180 |
0.027 |
0.7% |
4.067 |
Range |
0.057 |
0.090 |
0.033 |
57.9% |
0.202 |
ATR |
0.067 |
0.069 |
0.002 |
2.4% |
0.000 |
Volume |
6,661 |
5,017 |
-1,644 |
-24.7% |
30,847 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.429 |
4.394 |
4.230 |
|
R3 |
4.339 |
4.304 |
4.205 |
|
R2 |
4.249 |
4.249 |
4.197 |
|
R1 |
4.214 |
4.214 |
4.188 |
4.232 |
PP |
4.159 |
4.159 |
4.159 |
4.167 |
S1 |
4.124 |
4.124 |
4.172 |
4.142 |
S2 |
4.069 |
4.069 |
4.164 |
|
S3 |
3.979 |
4.034 |
4.155 |
|
S4 |
3.889 |
3.944 |
4.131 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.622 |
4.546 |
4.178 |
|
R3 |
4.420 |
4.344 |
4.123 |
|
R2 |
4.218 |
4.218 |
4.104 |
|
R1 |
4.142 |
4.142 |
4.086 |
4.180 |
PP |
4.016 |
4.016 |
4.016 |
4.035 |
S1 |
3.940 |
3.940 |
4.048 |
3.978 |
S2 |
3.814 |
3.814 |
4.030 |
|
S3 |
3.612 |
3.738 |
4.011 |
|
S4 |
3.410 |
3.536 |
3.956 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.193 |
3.966 |
0.227 |
5.4% |
0.069 |
1.6% |
94% |
True |
False |
7,654 |
10 |
4.193 |
3.856 |
0.337 |
8.1% |
0.061 |
1.5% |
96% |
True |
False |
6,043 |
20 |
4.193 |
3.608 |
0.585 |
14.0% |
0.066 |
1.6% |
98% |
True |
False |
4,302 |
40 |
4.193 |
3.537 |
0.656 |
15.7% |
0.063 |
1.5% |
98% |
True |
False |
3,324 |
60 |
4.193 |
3.537 |
0.656 |
15.7% |
0.057 |
1.4% |
98% |
True |
False |
2,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.576 |
2.618 |
4.429 |
1.618 |
4.339 |
1.000 |
4.283 |
0.618 |
4.249 |
HIGH |
4.193 |
0.618 |
4.159 |
0.500 |
4.148 |
0.382 |
4.137 |
LOW |
4.103 |
0.618 |
4.047 |
1.000 |
4.013 |
1.618 |
3.957 |
2.618 |
3.867 |
4.250 |
3.721 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.169 |
4.168 |
PP |
4.159 |
4.156 |
S1 |
4.148 |
4.145 |
|