NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
4.485 |
4.430 |
-0.055 |
-1.2% |
4.514 |
| High |
4.485 |
4.440 |
-0.045 |
-1.0% |
4.550 |
| Low |
4.383 |
4.299 |
-0.084 |
-1.9% |
4.299 |
| Close |
4.441 |
4.336 |
-0.105 |
-2.4% |
4.336 |
| Range |
0.102 |
0.141 |
0.039 |
38.2% |
0.251 |
| ATR |
0.106 |
0.109 |
0.003 |
2.4% |
0.000 |
| Volume |
17,196 |
22,869 |
5,673 |
33.0% |
144,243 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.781 |
4.700 |
4.414 |
|
| R3 |
4.640 |
4.559 |
4.375 |
|
| R2 |
4.499 |
4.499 |
4.362 |
|
| R1 |
4.418 |
4.418 |
4.349 |
4.388 |
| PP |
4.358 |
4.358 |
4.358 |
4.344 |
| S1 |
4.277 |
4.277 |
4.323 |
4.247 |
| S2 |
4.217 |
4.217 |
4.310 |
|
| S3 |
4.076 |
4.136 |
4.297 |
|
| S4 |
3.935 |
3.995 |
4.258 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.148 |
4.993 |
4.474 |
|
| R3 |
4.897 |
4.742 |
4.405 |
|
| R2 |
4.646 |
4.646 |
4.382 |
|
| R1 |
4.491 |
4.491 |
4.359 |
4.443 |
| PP |
4.395 |
4.395 |
4.395 |
4.371 |
| S1 |
4.240 |
4.240 |
4.313 |
4.192 |
| S2 |
4.144 |
4.144 |
4.290 |
|
| S3 |
3.893 |
3.989 |
4.267 |
|
| S4 |
3.642 |
3.738 |
4.198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.550 |
4.299 |
0.251 |
5.8% |
0.098 |
2.3% |
15% |
False |
True |
45,630 |
| 10 |
4.550 |
4.184 |
0.366 |
8.4% |
0.112 |
2.6% |
42% |
False |
False |
60,975 |
| 20 |
4.550 |
3.869 |
0.681 |
15.7% |
0.105 |
2.4% |
69% |
False |
False |
64,160 |
| 40 |
4.550 |
3.469 |
1.081 |
24.9% |
0.096 |
2.2% |
80% |
False |
False |
44,650 |
| 60 |
4.550 |
3.469 |
1.081 |
24.9% |
0.089 |
2.1% |
80% |
False |
False |
35,644 |
| 80 |
4.550 |
3.469 |
1.081 |
24.9% |
0.087 |
2.0% |
80% |
False |
False |
29,972 |
| 100 |
4.550 |
3.469 |
1.081 |
24.9% |
0.085 |
1.9% |
80% |
False |
False |
25,800 |
| 120 |
4.550 |
3.469 |
1.081 |
24.9% |
0.083 |
1.9% |
80% |
False |
False |
22,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.039 |
|
2.618 |
4.809 |
|
1.618 |
4.668 |
|
1.000 |
4.581 |
|
0.618 |
4.527 |
|
HIGH |
4.440 |
|
0.618 |
4.386 |
|
0.500 |
4.370 |
|
0.382 |
4.353 |
|
LOW |
4.299 |
|
0.618 |
4.212 |
|
1.000 |
4.158 |
|
1.618 |
4.071 |
|
2.618 |
3.930 |
|
4.250 |
3.700 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.370 |
4.412 |
| PP |
4.358 |
4.386 |
| S1 |
4.347 |
4.361 |
|