NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
4.332 |
4.265 |
-0.067 |
-1.5% |
4.127 |
| High |
4.393 |
4.291 |
-0.102 |
-2.3% |
4.393 |
| Low |
4.300 |
4.184 |
-0.116 |
-2.7% |
4.116 |
| Close |
4.320 |
4.264 |
-0.056 |
-1.3% |
4.320 |
| Range |
0.093 |
0.107 |
0.014 |
15.1% |
0.277 |
| ATR |
0.096 |
0.099 |
0.003 |
3.0% |
0.000 |
| Volume |
146,417 |
62,888 |
-83,529 |
-57.0% |
574,148 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.567 |
4.523 |
4.323 |
|
| R3 |
4.460 |
4.416 |
4.293 |
|
| R2 |
4.353 |
4.353 |
4.284 |
|
| R1 |
4.309 |
4.309 |
4.274 |
4.278 |
| PP |
4.246 |
4.246 |
4.246 |
4.231 |
| S1 |
4.202 |
4.202 |
4.254 |
4.171 |
| S2 |
4.139 |
4.139 |
4.244 |
|
| S3 |
4.032 |
4.095 |
4.235 |
|
| S4 |
3.925 |
3.988 |
4.205 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.107 |
4.991 |
4.472 |
|
| R3 |
4.830 |
4.714 |
4.396 |
|
| R2 |
4.553 |
4.553 |
4.371 |
|
| R1 |
4.437 |
4.437 |
4.345 |
4.495 |
| PP |
4.276 |
4.276 |
4.276 |
4.306 |
| S1 |
4.160 |
4.160 |
4.295 |
4.218 |
| S2 |
3.999 |
3.999 |
4.269 |
|
| S3 |
3.722 |
3.883 |
4.244 |
|
| S4 |
3.445 |
3.606 |
4.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.393 |
4.149 |
0.244 |
5.7% |
0.113 |
2.6% |
47% |
False |
False |
106,625 |
| 10 |
4.393 |
3.925 |
0.468 |
11.0% |
0.102 |
2.4% |
72% |
False |
False |
83,169 |
| 20 |
4.393 |
3.601 |
0.792 |
18.6% |
0.094 |
2.2% |
84% |
False |
False |
54,498 |
| 40 |
4.393 |
3.469 |
0.924 |
21.7% |
0.090 |
2.1% |
86% |
False |
False |
38,194 |
| 60 |
4.393 |
3.469 |
0.924 |
21.7% |
0.085 |
2.0% |
86% |
False |
False |
30,616 |
| 80 |
4.393 |
3.469 |
0.924 |
21.7% |
0.082 |
1.9% |
86% |
False |
False |
25,938 |
| 100 |
4.393 |
3.469 |
0.924 |
21.7% |
0.080 |
1.9% |
86% |
False |
False |
22,335 |
| 120 |
4.393 |
3.469 |
0.924 |
21.7% |
0.080 |
1.9% |
86% |
False |
False |
20,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.746 |
|
2.618 |
4.571 |
|
1.618 |
4.464 |
|
1.000 |
4.398 |
|
0.618 |
4.357 |
|
HIGH |
4.291 |
|
0.618 |
4.250 |
|
0.500 |
4.238 |
|
0.382 |
4.225 |
|
LOW |
4.184 |
|
0.618 |
4.118 |
|
1.000 |
4.077 |
|
1.618 |
4.011 |
|
2.618 |
3.904 |
|
4.250 |
3.729 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.255 |
4.289 |
| PP |
4.246 |
4.280 |
| S1 |
4.238 |
4.272 |
|