NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
4.265 |
4.251 |
-0.014 |
-0.3% |
4.127 |
| High |
4.291 |
4.320 |
0.029 |
0.7% |
4.393 |
| Low |
4.184 |
4.196 |
0.012 |
0.3% |
4.116 |
| Close |
4.264 |
4.286 |
0.022 |
0.5% |
4.320 |
| Range |
0.107 |
0.124 |
0.017 |
15.9% |
0.277 |
| ATR |
0.099 |
0.101 |
0.002 |
1.8% |
0.000 |
| Volume |
62,888 |
70,092 |
7,204 |
11.5% |
574,148 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.639 |
4.587 |
4.354 |
|
| R3 |
4.515 |
4.463 |
4.320 |
|
| R2 |
4.391 |
4.391 |
4.309 |
|
| R1 |
4.339 |
4.339 |
4.297 |
4.365 |
| PP |
4.267 |
4.267 |
4.267 |
4.281 |
| S1 |
4.215 |
4.215 |
4.275 |
4.241 |
| S2 |
4.143 |
4.143 |
4.263 |
|
| S3 |
4.019 |
4.091 |
4.252 |
|
| S4 |
3.895 |
3.967 |
4.218 |
|
|
| 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% |
0.122 |
2.8% |
56% |
False |
False |
102,666 |
| 10 |
4.393 |
3.935 |
0.458 |
10.7% |
0.108 |
2.5% |
77% |
False |
False |
86,331 |
| 20 |
4.393 |
3.601 |
0.792 |
18.5% |
0.096 |
2.2% |
86% |
False |
False |
57,243 |
| 40 |
4.393 |
3.469 |
0.924 |
21.6% |
0.089 |
2.1% |
88% |
False |
False |
39,595 |
| 60 |
4.393 |
3.469 |
0.924 |
21.6% |
0.086 |
2.0% |
88% |
False |
False |
31,628 |
| 80 |
4.393 |
3.469 |
0.924 |
21.6% |
0.083 |
1.9% |
88% |
False |
False |
26,682 |
| 100 |
4.393 |
3.469 |
0.924 |
21.6% |
0.081 |
1.9% |
88% |
False |
False |
22,980 |
| 120 |
4.393 |
3.469 |
0.924 |
21.6% |
0.080 |
1.9% |
88% |
False |
False |
20,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.847 |
|
2.618 |
4.645 |
|
1.618 |
4.521 |
|
1.000 |
4.444 |
|
0.618 |
4.397 |
|
HIGH |
4.320 |
|
0.618 |
4.273 |
|
0.500 |
4.258 |
|
0.382 |
4.243 |
|
LOW |
4.196 |
|
0.618 |
4.119 |
|
1.000 |
4.072 |
|
1.618 |
3.995 |
|
2.618 |
3.871 |
|
4.250 |
3.669 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.277 |
4.289 |
| PP |
4.267 |
4.288 |
| S1 |
4.258 |
4.287 |
|