NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3.889 |
3.904 |
0.015 |
0.4% |
3.840 |
| High |
3.948 |
3.968 |
0.020 |
0.5% |
3.948 |
| Low |
3.869 |
3.889 |
0.020 |
0.5% |
3.788 |
| Close |
3.944 |
3.965 |
0.021 |
0.5% |
3.944 |
| Range |
0.079 |
0.079 |
0.000 |
0.0% |
0.160 |
| ATR |
0.086 |
0.086 |
-0.001 |
-0.6% |
0.000 |
| Volume |
29,252 |
21,816 |
-7,436 |
-25.4% |
126,551 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.150 |
4.008 |
|
| R3 |
4.099 |
4.071 |
3.987 |
|
| R2 |
4.020 |
4.020 |
3.979 |
|
| R1 |
3.992 |
3.992 |
3.972 |
4.006 |
| PP |
3.941 |
3.941 |
3.941 |
3.948 |
| S1 |
3.913 |
3.913 |
3.958 |
3.927 |
| S2 |
3.862 |
3.862 |
3.951 |
|
| S3 |
3.783 |
3.834 |
3.943 |
|
| S4 |
3.704 |
3.755 |
3.922 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.373 |
4.319 |
4.032 |
|
| R3 |
4.213 |
4.159 |
3.988 |
|
| R2 |
4.053 |
4.053 |
3.973 |
|
| R1 |
3.999 |
3.999 |
3.959 |
4.026 |
| PP |
3.893 |
3.893 |
3.893 |
3.907 |
| S1 |
3.839 |
3.839 |
3.929 |
3.866 |
| S2 |
3.733 |
3.733 |
3.915 |
|
| S3 |
3.573 |
3.679 |
3.900 |
|
| S4 |
3.413 |
3.519 |
3.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.968 |
3.788 |
0.180 |
4.5% |
0.082 |
2.1% |
98% |
True |
False |
29,673 |
| 10 |
3.968 |
3.601 |
0.367 |
9.3% |
0.085 |
2.2% |
99% |
True |
False |
25,827 |
| 20 |
3.968 |
3.469 |
0.499 |
12.6% |
0.087 |
2.2% |
99% |
True |
False |
25,659 |
| 40 |
4.068 |
3.469 |
0.599 |
15.1% |
0.083 |
2.1% |
83% |
False |
False |
22,075 |
| 60 |
4.070 |
3.469 |
0.601 |
15.2% |
0.080 |
2.0% |
83% |
False |
False |
19,043 |
| 80 |
4.070 |
3.469 |
0.601 |
15.2% |
0.078 |
2.0% |
83% |
False |
False |
16,636 |
| 100 |
4.085 |
3.469 |
0.616 |
15.5% |
0.078 |
2.0% |
81% |
False |
False |
14,867 |
| 120 |
4.232 |
3.469 |
0.763 |
19.2% |
0.078 |
2.0% |
65% |
False |
False |
13,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.304 |
|
2.618 |
4.175 |
|
1.618 |
4.096 |
|
1.000 |
4.047 |
|
0.618 |
4.017 |
|
HIGH |
3.968 |
|
0.618 |
3.938 |
|
0.500 |
3.929 |
|
0.382 |
3.919 |
|
LOW |
3.889 |
|
0.618 |
3.840 |
|
1.000 |
3.810 |
|
1.618 |
3.761 |
|
2.618 |
3.682 |
|
4.250 |
3.553 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.953 |
3.944 |
| PP |
3.941 |
3.923 |
| S1 |
3.929 |
3.902 |
|