NYMEX Natural Gas Future July 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 |
4.260 |
4.235 |
-0.025 |
-0.6% |
4.204 |
High |
4.273 |
4.235 |
-0.038 |
-0.9% |
4.255 |
Low |
4.248 |
4.140 |
-0.108 |
-2.5% |
4.162 |
Close |
4.269 |
4.145 |
-0.124 |
-2.9% |
4.211 |
Range |
0.025 |
0.095 |
0.070 |
280.0% |
0.093 |
ATR |
0.062 |
0.067 |
0.005 |
7.7% |
0.000 |
Volume |
2,118 |
2,966 |
848 |
40.0% |
6,941 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.458 |
4.397 |
4.197 |
|
R3 |
4.363 |
4.302 |
4.171 |
|
R2 |
4.268 |
4.268 |
4.162 |
|
R1 |
4.207 |
4.207 |
4.154 |
4.190 |
PP |
4.173 |
4.173 |
4.173 |
4.165 |
S1 |
4.112 |
4.112 |
4.136 |
4.095 |
S2 |
4.078 |
4.078 |
4.128 |
|
S3 |
3.983 |
4.017 |
4.119 |
|
S4 |
3.888 |
3.922 |
4.093 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.488 |
4.443 |
4.262 |
|
R3 |
4.395 |
4.350 |
4.237 |
|
R2 |
4.302 |
4.302 |
4.228 |
|
R1 |
4.257 |
4.257 |
4.220 |
4.280 |
PP |
4.209 |
4.209 |
4.209 |
4.221 |
S1 |
4.164 |
4.164 |
4.202 |
4.187 |
S2 |
4.116 |
4.116 |
4.194 |
|
S3 |
4.023 |
4.071 |
4.185 |
|
S4 |
3.930 |
3.978 |
4.160 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.273 |
4.140 |
0.133 |
3.2% |
0.055 |
1.3% |
4% |
False |
True |
1,929 |
10 |
4.273 |
4.140 |
0.133 |
3.2% |
0.057 |
1.4% |
4% |
False |
True |
2,938 |
20 |
4.273 |
3.958 |
0.315 |
7.6% |
0.059 |
1.4% |
59% |
False |
False |
4,148 |
40 |
4.273 |
3.581 |
0.692 |
16.7% |
0.060 |
1.4% |
82% |
False |
False |
3,249 |
60 |
4.273 |
3.581 |
0.692 |
16.7% |
0.057 |
1.4% |
82% |
False |
False |
2,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.639 |
2.618 |
4.484 |
1.618 |
4.389 |
1.000 |
4.330 |
0.618 |
4.294 |
HIGH |
4.235 |
0.618 |
4.199 |
0.500 |
4.188 |
0.382 |
4.176 |
LOW |
4.140 |
0.618 |
4.081 |
1.000 |
4.045 |
1.618 |
3.986 |
2.618 |
3.891 |
4.250 |
3.736 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
4.188 |
4.207 |
PP |
4.173 |
4.186 |
S1 |
4.159 |
4.166 |
|