NYMEX Natural Gas Future June 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 |
4.168 |
4.192 |
0.024 |
0.6% |
4.162 |
High |
4.213 |
4.219 |
0.006 |
0.1% |
4.219 |
Low |
4.147 |
4.157 |
0.010 |
0.2% |
4.135 |
Close |
4.212 |
4.181 |
-0.031 |
-0.7% |
4.181 |
Range |
0.066 |
0.062 |
-0.004 |
-6.1% |
0.084 |
ATR |
0.066 |
0.066 |
0.000 |
-0.5% |
0.000 |
Volume |
2,447 |
3,422 |
975 |
39.8% |
13,358 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.372 |
4.338 |
4.215 |
|
R3 |
4.310 |
4.276 |
4.198 |
|
R2 |
4.248 |
4.248 |
4.192 |
|
R1 |
4.214 |
4.214 |
4.187 |
4.200 |
PP |
4.186 |
4.186 |
4.186 |
4.179 |
S1 |
4.152 |
4.152 |
4.175 |
4.138 |
S2 |
4.124 |
4.124 |
4.170 |
|
S3 |
4.062 |
4.090 |
4.164 |
|
S4 |
4.000 |
4.028 |
4.147 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.430 |
4.390 |
4.227 |
|
R3 |
4.346 |
4.306 |
4.204 |
|
R2 |
4.262 |
4.262 |
4.196 |
|
R1 |
4.222 |
4.222 |
4.189 |
4.242 |
PP |
4.178 |
4.178 |
4.178 |
4.189 |
S1 |
4.138 |
4.138 |
4.173 |
4.158 |
S2 |
4.094 |
4.094 |
4.166 |
|
S3 |
4.010 |
4.054 |
4.158 |
|
S4 |
3.926 |
3.970 |
4.135 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.219 |
4.135 |
0.084 |
2.0% |
0.054 |
1.3% |
55% |
True |
False |
4,536 |
10 |
4.221 |
4.083 |
0.138 |
3.3% |
0.060 |
1.4% |
71% |
False |
False |
4,989 |
20 |
4.225 |
3.886 |
0.339 |
8.1% |
0.063 |
1.5% |
87% |
False |
False |
5,616 |
40 |
4.225 |
3.537 |
0.688 |
16.5% |
0.065 |
1.6% |
94% |
False |
False |
4,288 |
60 |
4.225 |
3.537 |
0.688 |
16.5% |
0.060 |
1.4% |
94% |
False |
False |
3,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.483 |
2.618 |
4.381 |
1.618 |
4.319 |
1.000 |
4.281 |
0.618 |
4.257 |
HIGH |
4.219 |
0.618 |
4.195 |
0.500 |
4.188 |
0.382 |
4.181 |
LOW |
4.157 |
0.618 |
4.119 |
1.000 |
4.095 |
1.618 |
4.057 |
2.618 |
3.995 |
4.250 |
3.894 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.188 |
4.180 |
PP |
4.186 |
4.178 |
S1 |
4.183 |
4.177 |
|