NYMEX Natural Gas Future February 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 |
3.916 |
3.974 |
0.058 |
1.5% |
3.842 |
| High |
3.989 |
4.013 |
0.024 |
0.6% |
3.963 |
| Low |
3.902 |
3.944 |
0.042 |
1.1% |
3.792 |
| Close |
3.984 |
3.974 |
-0.010 |
-0.3% |
3.957 |
| Range |
0.087 |
0.069 |
-0.018 |
-20.7% |
0.171 |
| ATR |
0.090 |
0.088 |
-0.001 |
-1.7% |
0.000 |
| Volume |
26,898 |
48,716 |
21,818 |
81.1% |
122,813 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.184 |
4.148 |
4.012 |
|
| R3 |
4.115 |
4.079 |
3.993 |
|
| R2 |
4.046 |
4.046 |
3.987 |
|
| R1 |
4.010 |
4.010 |
3.980 |
4.009 |
| PP |
3.977 |
3.977 |
3.977 |
3.976 |
| S1 |
3.941 |
3.941 |
3.968 |
3.940 |
| S2 |
3.908 |
3.908 |
3.961 |
|
| S3 |
3.839 |
3.872 |
3.955 |
|
| S4 |
3.770 |
3.803 |
3.936 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.417 |
4.358 |
4.051 |
|
| R3 |
4.246 |
4.187 |
4.004 |
|
| R2 |
4.075 |
4.075 |
3.988 |
|
| R1 |
4.016 |
4.016 |
3.973 |
4.046 |
| PP |
3.904 |
3.904 |
3.904 |
3.919 |
| S1 |
3.845 |
3.845 |
3.941 |
3.875 |
| S2 |
3.733 |
3.733 |
3.926 |
|
| S3 |
3.562 |
3.674 |
3.910 |
|
| S4 |
3.391 |
3.503 |
3.863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.013 |
3.792 |
0.221 |
5.6% |
0.083 |
2.1% |
82% |
True |
False |
34,130 |
| 10 |
4.013 |
3.606 |
0.407 |
10.2% |
0.088 |
2.2% |
90% |
True |
False |
28,721 |
| 20 |
4.013 |
3.476 |
0.537 |
13.5% |
0.090 |
2.3% |
93% |
True |
False |
25,579 |
| 40 |
4.096 |
3.476 |
0.620 |
15.6% |
0.086 |
2.2% |
80% |
False |
False |
20,233 |
| 60 |
4.120 |
3.476 |
0.644 |
16.2% |
0.084 |
2.1% |
77% |
False |
False |
16,598 |
| 80 |
4.120 |
3.476 |
0.644 |
16.2% |
0.081 |
2.0% |
77% |
False |
False |
13,671 |
| 100 |
4.130 |
3.476 |
0.654 |
16.5% |
0.079 |
2.0% |
76% |
False |
False |
11,658 |
| 120 |
4.282 |
3.476 |
0.806 |
20.3% |
0.078 |
2.0% |
62% |
False |
False |
10,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.306 |
|
2.618 |
4.194 |
|
1.618 |
4.125 |
|
1.000 |
4.082 |
|
0.618 |
4.056 |
|
HIGH |
4.013 |
|
0.618 |
3.987 |
|
0.500 |
3.979 |
|
0.382 |
3.970 |
|
LOW |
3.944 |
|
0.618 |
3.901 |
|
1.000 |
3.875 |
|
1.618 |
3.832 |
|
2.618 |
3.763 |
|
4.250 |
3.651 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.979 |
3.965 |
| PP |
3.977 |
3.956 |
| S1 |
3.976 |
3.947 |
|