NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.898 |
3.911 |
0.013 |
0.3% |
3.846 |
| High |
3.962 |
3.993 |
0.031 |
0.8% |
3.962 |
| Low |
3.873 |
3.897 |
0.024 |
0.6% |
3.786 |
| Close |
3.954 |
3.988 |
0.034 |
0.9% |
3.954 |
| Range |
0.089 |
0.096 |
0.007 |
7.9% |
0.176 |
| ATR |
0.094 |
0.094 |
0.000 |
0.1% |
0.000 |
| Volume |
89,355 |
129,861 |
40,506 |
45.3% |
464,130 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.247 |
4.214 |
4.041 |
|
| R3 |
4.151 |
4.118 |
4.014 |
|
| R2 |
4.055 |
4.055 |
4.006 |
|
| R1 |
4.022 |
4.022 |
3.997 |
4.039 |
| PP |
3.959 |
3.959 |
3.959 |
3.968 |
| S1 |
3.926 |
3.926 |
3.979 |
3.943 |
| S2 |
3.863 |
3.863 |
3.970 |
|
| S3 |
3.767 |
3.830 |
3.962 |
|
| S4 |
3.671 |
3.734 |
3.935 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.429 |
4.367 |
4.051 |
|
| R3 |
4.253 |
4.191 |
4.002 |
|
| R2 |
4.077 |
4.077 |
3.986 |
|
| R1 |
4.015 |
4.015 |
3.970 |
4.046 |
| PP |
3.901 |
3.901 |
3.901 |
3.916 |
| S1 |
3.839 |
3.839 |
3.938 |
3.870 |
| S2 |
3.725 |
3.725 |
3.922 |
|
| S3 |
3.549 |
3.663 |
3.906 |
|
| S4 |
3.373 |
3.487 |
3.857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.993 |
3.786 |
0.207 |
5.2% |
0.092 |
2.3% |
98% |
True |
False |
118,798 |
| 10 |
3.993 |
3.596 |
0.397 |
10.0% |
0.095 |
2.4% |
99% |
True |
False |
101,666 |
| 20 |
3.993 |
3.465 |
0.528 |
13.2% |
0.097 |
2.4% |
99% |
True |
False |
86,326 |
| 40 |
4.092 |
3.465 |
0.627 |
15.7% |
0.093 |
2.3% |
83% |
False |
False |
71,868 |
| 60 |
4.125 |
3.465 |
0.660 |
16.5% |
0.090 |
2.2% |
79% |
False |
False |
59,060 |
| 80 |
4.125 |
3.465 |
0.660 |
16.5% |
0.087 |
2.2% |
79% |
False |
False |
51,104 |
| 100 |
4.137 |
3.465 |
0.672 |
16.9% |
0.087 |
2.2% |
78% |
False |
False |
45,043 |
| 120 |
4.295 |
3.465 |
0.830 |
20.8% |
0.088 |
2.2% |
63% |
False |
False |
40,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.401 |
|
2.618 |
4.244 |
|
1.618 |
4.148 |
|
1.000 |
4.089 |
|
0.618 |
4.052 |
|
HIGH |
3.993 |
|
0.618 |
3.956 |
|
0.500 |
3.945 |
|
0.382 |
3.934 |
|
LOW |
3.897 |
|
0.618 |
3.838 |
|
1.000 |
3.801 |
|
1.618 |
3.742 |
|
2.618 |
3.646 |
|
4.250 |
3.489 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.974 |
3.963 |
| PP |
3.959 |
3.938 |
| S1 |
3.945 |
3.914 |
|