NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.974 |
3.981 |
0.007 |
0.2% |
3.842 |
| High |
4.013 |
4.006 |
-0.007 |
-0.2% |
3.963 |
| Low |
3.944 |
3.953 |
0.009 |
0.2% |
3.792 |
| Close |
3.974 |
3.958 |
-0.016 |
-0.4% |
3.957 |
| Range |
0.069 |
0.053 |
-0.016 |
-23.2% |
0.171 |
| ATR |
0.088 |
0.086 |
-0.003 |
-2.9% |
0.000 |
| Volume |
48,716 |
47,663 |
-1,053 |
-2.2% |
122,813 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.131 |
4.098 |
3.987 |
|
| R3 |
4.078 |
4.045 |
3.973 |
|
| R2 |
4.025 |
4.025 |
3.968 |
|
| R1 |
3.992 |
3.992 |
3.963 |
3.982 |
| PP |
3.972 |
3.972 |
3.972 |
3.968 |
| S1 |
3.939 |
3.939 |
3.953 |
3.929 |
| S2 |
3.919 |
3.919 |
3.948 |
|
| S3 |
3.866 |
3.886 |
3.943 |
|
| S4 |
3.813 |
3.833 |
3.929 |
|
|
| 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 |
3.839 |
0.174 |
4.4% |
0.075 |
1.9% |
68% |
False |
False |
35,761 |
| 10 |
4.013 |
3.609 |
0.404 |
10.2% |
0.084 |
2.1% |
86% |
False |
False |
31,703 |
| 20 |
4.013 |
3.547 |
0.466 |
11.8% |
0.087 |
2.2% |
88% |
False |
False |
27,033 |
| 40 |
4.096 |
3.476 |
0.620 |
15.7% |
0.086 |
2.2% |
78% |
False |
False |
21,037 |
| 60 |
4.120 |
3.476 |
0.644 |
16.3% |
0.084 |
2.1% |
75% |
False |
False |
17,308 |
| 80 |
4.120 |
3.476 |
0.644 |
16.3% |
0.080 |
2.0% |
75% |
False |
False |
14,234 |
| 100 |
4.130 |
3.476 |
0.654 |
16.5% |
0.078 |
2.0% |
74% |
False |
False |
12,106 |
| 120 |
4.282 |
3.476 |
0.806 |
20.4% |
0.078 |
2.0% |
60% |
False |
False |
10,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.231 |
|
2.618 |
4.145 |
|
1.618 |
4.092 |
|
1.000 |
4.059 |
|
0.618 |
4.039 |
|
HIGH |
4.006 |
|
0.618 |
3.986 |
|
0.500 |
3.980 |
|
0.382 |
3.973 |
|
LOW |
3.953 |
|
0.618 |
3.920 |
|
1.000 |
3.900 |
|
1.618 |
3.867 |
|
2.618 |
3.814 |
|
4.250 |
3.728 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.980 |
3.958 |
| PP |
3.972 |
3.958 |
| S1 |
3.965 |
3.958 |
|