NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 03-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.975 |
0.064 |
1.6% |
3.846 |
| High |
3.993 |
4.017 |
0.024 |
0.6% |
3.962 |
| Low |
3.897 |
3.945 |
0.048 |
1.2% |
3.786 |
| Close |
3.988 |
3.976 |
-0.012 |
-0.3% |
3.954 |
| Range |
0.096 |
0.072 |
-0.024 |
-25.0% |
0.176 |
| ATR |
0.094 |
0.093 |
-0.002 |
-1.7% |
0.000 |
| Volume |
129,861 |
130,050 |
189 |
0.1% |
464,130 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.158 |
4.016 |
|
| R3 |
4.123 |
4.086 |
3.996 |
|
| R2 |
4.051 |
4.051 |
3.989 |
|
| R1 |
4.014 |
4.014 |
3.983 |
4.033 |
| PP |
3.979 |
3.979 |
3.979 |
3.989 |
| S1 |
3.942 |
3.942 |
3.969 |
3.961 |
| S2 |
3.907 |
3.907 |
3.963 |
|
| S3 |
3.835 |
3.870 |
3.956 |
|
| S4 |
3.763 |
3.798 |
3.936 |
|
|
| 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 |
4.017 |
3.786 |
0.231 |
5.8% |
0.088 |
2.2% |
82% |
True |
False |
118,288 |
| 10 |
4.017 |
3.596 |
0.421 |
10.6% |
0.094 |
2.4% |
90% |
True |
False |
107,506 |
| 20 |
4.017 |
3.465 |
0.552 |
13.9% |
0.095 |
2.4% |
93% |
True |
False |
89,749 |
| 40 |
4.092 |
3.465 |
0.627 |
15.8% |
0.091 |
2.3% |
81% |
False |
False |
74,291 |
| 60 |
4.125 |
3.465 |
0.660 |
16.6% |
0.090 |
2.3% |
77% |
False |
False |
60,892 |
| 80 |
4.125 |
3.465 |
0.660 |
16.6% |
0.087 |
2.2% |
77% |
False |
False |
52,158 |
| 100 |
4.137 |
3.465 |
0.672 |
16.9% |
0.087 |
2.2% |
76% |
False |
False |
46,167 |
| 120 |
4.295 |
3.465 |
0.830 |
20.9% |
0.088 |
2.2% |
62% |
False |
False |
41,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.323 |
|
2.618 |
4.205 |
|
1.618 |
4.133 |
|
1.000 |
4.089 |
|
0.618 |
4.061 |
|
HIGH |
4.017 |
|
0.618 |
3.989 |
|
0.500 |
3.981 |
|
0.382 |
3.973 |
|
LOW |
3.945 |
|
0.618 |
3.901 |
|
1.000 |
3.873 |
|
1.618 |
3.829 |
|
2.618 |
3.757 |
|
4.250 |
3.639 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
3.966 |
| PP |
3.979 |
3.955 |
| S1 |
3.978 |
3.945 |
|