NYMEX Natural Gas Future March 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 |
3.965 |
3.964 |
-0.001 |
0.0% |
3.840 |
| High |
3.990 |
3.985 |
-0.005 |
-0.1% |
3.948 |
| Low |
3.925 |
3.937 |
0.012 |
0.3% |
3.788 |
| Close |
3.955 |
3.944 |
-0.011 |
-0.3% |
3.944 |
| Range |
0.065 |
0.048 |
-0.017 |
-26.2% |
0.160 |
| ATR |
0.084 |
0.082 |
-0.003 |
-3.1% |
0.000 |
| Volume |
38,470 |
31,436 |
-7,034 |
-18.3% |
126,551 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.099 |
4.070 |
3.970 |
|
| R3 |
4.051 |
4.022 |
3.957 |
|
| R2 |
4.003 |
4.003 |
3.953 |
|
| R1 |
3.974 |
3.974 |
3.948 |
3.965 |
| PP |
3.955 |
3.955 |
3.955 |
3.951 |
| S1 |
3.926 |
3.926 |
3.940 |
3.917 |
| S2 |
3.907 |
3.907 |
3.935 |
|
| S3 |
3.859 |
3.878 |
3.931 |
|
| S4 |
3.811 |
3.830 |
3.918 |
|
|
| 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 |
3.836 |
0.154 |
3.9% |
0.069 |
1.7% |
70% |
False |
False |
30,862 |
| 10 |
3.990 |
3.604 |
0.386 |
9.8% |
0.080 |
2.0% |
88% |
False |
False |
29,596 |
| 20 |
3.990 |
3.540 |
0.450 |
11.4% |
0.083 |
2.1% |
90% |
False |
False |
26,564 |
| 40 |
4.068 |
3.469 |
0.599 |
15.2% |
0.081 |
2.1% |
79% |
False |
False |
23,048 |
| 60 |
4.070 |
3.469 |
0.601 |
15.2% |
0.080 |
2.0% |
79% |
False |
False |
19,981 |
| 80 |
4.070 |
3.469 |
0.601 |
15.2% |
0.078 |
2.0% |
79% |
False |
False |
17,240 |
| 100 |
4.085 |
3.469 |
0.616 |
15.6% |
0.077 |
2.0% |
77% |
False |
False |
15,443 |
| 120 |
4.232 |
3.469 |
0.763 |
19.3% |
0.078 |
2.0% |
62% |
False |
False |
14,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.189 |
|
2.618 |
4.111 |
|
1.618 |
4.063 |
|
1.000 |
4.033 |
|
0.618 |
4.015 |
|
HIGH |
3.985 |
|
0.618 |
3.967 |
|
0.500 |
3.961 |
|
0.382 |
3.955 |
|
LOW |
3.937 |
|
0.618 |
3.907 |
|
1.000 |
3.889 |
|
1.618 |
3.859 |
|
2.618 |
3.811 |
|
4.250 |
3.733 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.961 |
3.943 |
| PP |
3.955 |
3.941 |
| S1 |
3.950 |
3.940 |
|