NYMEX Natural Gas Future March 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 |
3.904 |
3.965 |
0.061 |
1.6% |
3.840 |
| High |
3.968 |
3.990 |
0.022 |
0.6% |
3.948 |
| Low |
3.889 |
3.925 |
0.036 |
0.9% |
3.788 |
| Close |
3.965 |
3.955 |
-0.010 |
-0.3% |
3.944 |
| Range |
0.079 |
0.065 |
-0.014 |
-17.7% |
0.160 |
| ATR |
0.086 |
0.084 |
-0.001 |
-1.7% |
0.000 |
| Volume |
21,816 |
38,470 |
16,654 |
76.3% |
126,551 |
|
| Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.152 |
4.118 |
3.991 |
|
| R3 |
4.087 |
4.053 |
3.973 |
|
| R2 |
4.022 |
4.022 |
3.967 |
|
| R1 |
3.988 |
3.988 |
3.961 |
3.973 |
| PP |
3.957 |
3.957 |
3.957 |
3.949 |
| S1 |
3.923 |
3.923 |
3.949 |
3.908 |
| S2 |
3.892 |
3.892 |
3.943 |
|
| S3 |
3.827 |
3.858 |
3.937 |
|
| S4 |
3.762 |
3.793 |
3.919 |
|
|
| 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 |
3.990 |
3.788 |
0.202 |
5.1% |
0.078 |
2.0% |
83% |
True |
False |
32,432 |
| 10 |
3.990 |
3.601 |
0.389 |
9.8% |
0.084 |
2.1% |
91% |
True |
False |
28,155 |
| 20 |
3.990 |
3.469 |
0.521 |
13.2% |
0.086 |
2.2% |
93% |
True |
False |
26,320 |
| 40 |
4.068 |
3.469 |
0.599 |
15.1% |
0.082 |
2.1% |
81% |
False |
False |
22,807 |
| 60 |
4.070 |
3.469 |
0.601 |
15.2% |
0.080 |
2.0% |
81% |
False |
False |
19,573 |
| 80 |
4.070 |
3.469 |
0.601 |
15.2% |
0.078 |
2.0% |
81% |
False |
False |
16,960 |
| 100 |
4.085 |
3.469 |
0.616 |
15.6% |
0.078 |
2.0% |
79% |
False |
False |
15,169 |
| 120 |
4.232 |
3.469 |
0.763 |
19.3% |
0.078 |
2.0% |
64% |
False |
False |
13,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.266 |
|
2.618 |
4.160 |
|
1.618 |
4.095 |
|
1.000 |
4.055 |
|
0.618 |
4.030 |
|
HIGH |
3.990 |
|
0.618 |
3.965 |
|
0.500 |
3.958 |
|
0.382 |
3.950 |
|
LOW |
3.925 |
|
0.618 |
3.885 |
|
1.000 |
3.860 |
|
1.618 |
3.820 |
|
2.618 |
3.755 |
|
4.250 |
3.649 |
|
|
| Fisher Pivots for day following 03-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.958 |
3.947 |
| PP |
3.957 |
3.938 |
| S1 |
3.956 |
3.930 |
|