NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.965 |
4.144 |
0.179 |
4.5% |
3.911 |
| High |
4.152 |
4.199 |
0.047 |
1.1% |
4.199 |
| Low |
3.951 |
4.103 |
0.152 |
3.8% |
3.897 |
| Close |
4.132 |
4.114 |
-0.018 |
-0.4% |
4.114 |
| Range |
0.201 |
0.096 |
-0.105 |
-52.2% |
0.302 |
| ATR |
0.098 |
0.098 |
0.000 |
-0.2% |
0.000 |
| Volume |
247,404 |
218,988 |
-28,416 |
-11.5% |
830,812 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.427 |
4.366 |
4.167 |
|
| R3 |
4.331 |
4.270 |
4.140 |
|
| R2 |
4.235 |
4.235 |
4.132 |
|
| R1 |
4.174 |
4.174 |
4.123 |
4.157 |
| PP |
4.139 |
4.139 |
4.139 |
4.130 |
| S1 |
4.078 |
4.078 |
4.105 |
4.061 |
| S2 |
4.043 |
4.043 |
4.096 |
|
| S3 |
3.947 |
3.982 |
4.088 |
|
| S4 |
3.851 |
3.886 |
4.061 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.976 |
4.847 |
4.280 |
|
| R3 |
4.674 |
4.545 |
4.197 |
|
| R2 |
4.372 |
4.372 |
4.169 |
|
| R1 |
4.243 |
4.243 |
4.142 |
4.308 |
| PP |
4.070 |
4.070 |
4.070 |
4.102 |
| S1 |
3.941 |
3.941 |
4.086 |
4.006 |
| S2 |
3.768 |
3.768 |
4.059 |
|
| S3 |
3.466 |
3.639 |
4.031 |
|
| S4 |
3.164 |
3.337 |
3.948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.199 |
3.897 |
0.302 |
7.3% |
0.105 |
2.6% |
72% |
True |
False |
166,162 |
| 10 |
4.199 |
3.722 |
0.477 |
11.6% |
0.100 |
2.4% |
82% |
True |
False |
138,803 |
| 20 |
4.199 |
3.543 |
0.656 |
15.9% |
0.097 |
2.3% |
87% |
True |
False |
108,009 |
| 40 |
4.199 |
3.465 |
0.734 |
17.8% |
0.095 |
2.3% |
88% |
True |
False |
81,196 |
| 60 |
4.199 |
3.465 |
0.734 |
17.8% |
0.091 |
2.2% |
88% |
True |
False |
69,172 |
| 80 |
4.199 |
3.465 |
0.734 |
17.8% |
0.088 |
2.1% |
88% |
True |
False |
58,181 |
| 100 |
4.199 |
3.465 |
0.734 |
17.8% |
0.087 |
2.1% |
88% |
True |
False |
51,352 |
| 120 |
4.295 |
3.465 |
0.830 |
20.2% |
0.089 |
2.2% |
78% |
False |
False |
45,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.607 |
|
2.618 |
4.450 |
|
1.618 |
4.354 |
|
1.000 |
4.295 |
|
0.618 |
4.258 |
|
HIGH |
4.199 |
|
0.618 |
4.162 |
|
0.500 |
4.151 |
|
0.382 |
4.140 |
|
LOW |
4.103 |
|
0.618 |
4.044 |
|
1.000 |
4.007 |
|
1.618 |
3.948 |
|
2.618 |
3.852 |
|
4.250 |
3.695 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.151 |
4.101 |
| PP |
4.139 |
4.088 |
| S1 |
4.126 |
4.075 |
|