NYMEX Natural Gas Future June 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 |
4.175 |
4.168 |
-0.007 |
-0.2% |
4.131 |
High |
4.175 |
4.213 |
0.038 |
0.9% |
4.221 |
Low |
4.135 |
4.147 |
0.012 |
0.3% |
4.083 |
Close |
4.158 |
4.212 |
0.054 |
1.3% |
4.163 |
Range |
0.040 |
0.066 |
0.026 |
65.0% |
0.138 |
ATR |
0.067 |
0.066 |
0.000 |
-0.1% |
0.000 |
Volume |
3,589 |
2,447 |
-1,142 |
-31.8% |
27,031 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.389 |
4.366 |
4.248 |
|
R3 |
4.323 |
4.300 |
4.230 |
|
R2 |
4.257 |
4.257 |
4.224 |
|
R1 |
4.234 |
4.234 |
4.218 |
4.246 |
PP |
4.191 |
4.191 |
4.191 |
4.196 |
S1 |
4.168 |
4.168 |
4.206 |
4.180 |
S2 |
4.125 |
4.125 |
4.200 |
|
S3 |
4.059 |
4.102 |
4.194 |
|
S4 |
3.993 |
4.036 |
4.176 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.570 |
4.504 |
4.239 |
|
R3 |
4.432 |
4.366 |
4.201 |
|
R2 |
4.294 |
4.294 |
4.188 |
|
R1 |
4.228 |
4.228 |
4.176 |
4.261 |
PP |
4.156 |
4.156 |
4.156 |
4.172 |
S1 |
4.090 |
4.090 |
4.150 |
4.123 |
S2 |
4.018 |
4.018 |
4.138 |
|
S3 |
3.880 |
3.952 |
4.125 |
|
S4 |
3.742 |
3.814 |
4.087 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.213 |
4.135 |
0.078 |
1.9% |
0.053 |
1.3% |
99% |
True |
False |
4,586 |
10 |
4.225 |
4.083 |
0.142 |
3.4% |
0.063 |
1.5% |
91% |
False |
False |
5,354 |
20 |
4.225 |
3.856 |
0.369 |
8.8% |
0.062 |
1.5% |
96% |
False |
False |
5,699 |
40 |
4.225 |
3.537 |
0.688 |
16.3% |
0.065 |
1.5% |
98% |
False |
False |
4,250 |
60 |
4.225 |
3.537 |
0.688 |
16.3% |
0.060 |
1.4% |
98% |
False |
False |
3,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.494 |
2.618 |
4.386 |
1.618 |
4.320 |
1.000 |
4.279 |
0.618 |
4.254 |
HIGH |
4.213 |
0.618 |
4.188 |
0.500 |
4.180 |
0.382 |
4.172 |
LOW |
4.147 |
0.618 |
4.106 |
1.000 |
4.081 |
1.618 |
4.040 |
2.618 |
3.974 |
4.250 |
3.867 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.201 |
4.199 |
PP |
4.191 |
4.187 |
S1 |
4.180 |
4.174 |
|