NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
4.251 |
4.345 |
0.094 |
2.2% |
3.911 |
| High |
4.348 |
4.434 |
0.086 |
2.0% |
4.199 |
| Low |
4.172 |
4.307 |
0.135 |
3.2% |
3.897 |
| Close |
4.337 |
4.409 |
0.072 |
1.7% |
4.114 |
| Range |
0.176 |
0.127 |
-0.049 |
-27.8% |
0.302 |
| ATR |
0.105 |
0.107 |
0.002 |
1.5% |
0.000 |
| Volume |
242,545 |
252,804 |
10,259 |
4.2% |
830,812 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.764 |
4.714 |
4.479 |
|
| R3 |
4.637 |
4.587 |
4.444 |
|
| R2 |
4.510 |
4.510 |
4.432 |
|
| R1 |
4.460 |
4.460 |
4.421 |
4.485 |
| PP |
4.383 |
4.383 |
4.383 |
4.396 |
| S1 |
4.333 |
4.333 |
4.397 |
4.358 |
| S2 |
4.256 |
4.256 |
4.386 |
|
| S3 |
4.129 |
4.206 |
4.374 |
|
| S4 |
4.002 |
4.079 |
4.339 |
|
|
| 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 |
4.434 |
4.103 |
0.331 |
7.5% |
0.119 |
2.7% |
92% |
True |
False |
220,340 |
| 10 |
4.434 |
3.873 |
0.561 |
12.7% |
0.111 |
2.5% |
96% |
True |
False |
180,288 |
| 20 |
4.434 |
3.543 |
0.891 |
20.2% |
0.105 |
2.4% |
97% |
True |
False |
137,261 |
| 40 |
4.434 |
3.465 |
0.969 |
22.0% |
0.099 |
2.3% |
97% |
True |
False |
96,386 |
| 60 |
4.434 |
3.465 |
0.969 |
22.0% |
0.094 |
2.1% |
97% |
True |
False |
81,622 |
| 80 |
4.434 |
3.465 |
0.969 |
22.0% |
0.091 |
2.1% |
97% |
True |
False |
68,002 |
| 100 |
4.434 |
3.465 |
0.969 |
22.0% |
0.088 |
2.0% |
97% |
True |
False |
59,309 |
| 120 |
4.434 |
3.465 |
0.969 |
22.0% |
0.090 |
2.0% |
97% |
True |
False |
52,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.974 |
|
2.618 |
4.766 |
|
1.618 |
4.639 |
|
1.000 |
4.561 |
|
0.618 |
4.512 |
|
HIGH |
4.434 |
|
0.618 |
4.385 |
|
0.500 |
4.371 |
|
0.382 |
4.356 |
|
LOW |
4.307 |
|
0.618 |
4.229 |
|
1.000 |
4.180 |
|
1.618 |
4.102 |
|
2.618 |
3.975 |
|
4.250 |
3.767 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.396 |
4.374 |
| PP |
4.383 |
4.338 |
| S1 |
4.371 |
4.303 |
|