NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
4.232 |
4.249 |
0.017 |
0.4% |
3.916 |
| High |
4.274 |
4.342 |
0.068 |
1.6% |
4.182 |
| Low |
4.191 |
4.169 |
-0.022 |
-0.5% |
3.902 |
| Close |
4.231 |
4.331 |
0.100 |
2.4% |
4.110 |
| Range |
0.083 |
0.173 |
0.090 |
108.4% |
0.280 |
| ATR |
0.094 |
0.100 |
0.006 |
6.0% |
0.000 |
| Volume |
63,557 |
101,595 |
38,038 |
59.8% |
244,979 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.800 |
4.738 |
4.426 |
|
| R3 |
4.627 |
4.565 |
4.379 |
|
| R2 |
4.454 |
4.454 |
4.363 |
|
| R1 |
4.392 |
4.392 |
4.347 |
4.423 |
| PP |
4.281 |
4.281 |
4.281 |
4.296 |
| S1 |
4.219 |
4.219 |
4.315 |
4.250 |
| S2 |
4.108 |
4.108 |
4.299 |
|
| S3 |
3.935 |
4.046 |
4.283 |
|
| S4 |
3.762 |
3.873 |
4.236 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.905 |
4.787 |
4.264 |
|
| R3 |
4.625 |
4.507 |
4.187 |
|
| R2 |
4.345 |
4.345 |
4.161 |
|
| R1 |
4.227 |
4.227 |
4.136 |
4.286 |
| PP |
4.065 |
4.065 |
4.065 |
4.094 |
| S1 |
3.947 |
3.947 |
4.084 |
4.006 |
| S2 |
3.785 |
3.785 |
4.059 |
|
| S3 |
3.505 |
3.667 |
4.033 |
|
| S4 |
3.225 |
3.387 |
3.956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.342 |
3.947 |
0.395 |
9.1% |
0.127 |
2.9% |
97% |
True |
False |
74,327 |
| 10 |
4.342 |
3.839 |
0.503 |
11.6% |
0.101 |
2.3% |
98% |
True |
False |
55,044 |
| 20 |
4.342 |
3.547 |
0.795 |
18.4% |
0.099 |
2.3% |
99% |
True |
False |
39,537 |
| 40 |
4.342 |
3.476 |
0.866 |
20.0% |
0.094 |
2.2% |
99% |
True |
False |
28,343 |
| 60 |
4.342 |
3.476 |
0.866 |
20.0% |
0.088 |
2.0% |
99% |
True |
False |
22,824 |
| 80 |
4.342 |
3.476 |
0.866 |
20.0% |
0.084 |
1.9% |
99% |
True |
False |
18,575 |
| 100 |
4.342 |
3.476 |
0.866 |
20.0% |
0.081 |
1.9% |
99% |
True |
False |
15,612 |
| 120 |
4.342 |
3.476 |
0.866 |
20.0% |
0.080 |
1.9% |
99% |
True |
False |
13,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.077 |
|
2.618 |
4.795 |
|
1.618 |
4.622 |
|
1.000 |
4.515 |
|
0.618 |
4.449 |
|
HIGH |
4.342 |
|
0.618 |
4.276 |
|
0.500 |
4.256 |
|
0.382 |
4.235 |
|
LOW |
4.169 |
|
0.618 |
4.062 |
|
1.000 |
3.996 |
|
1.618 |
3.889 |
|
2.618 |
3.716 |
|
4.250 |
3.434 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.306 |
4.300 |
| PP |
4.281 |
4.269 |
| S1 |
4.256 |
4.238 |
|