NYMEX Natural Gas Future June 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 |
3.942 |
3.967 |
0.025 |
0.6% |
3.886 |
| High |
3.982 |
3.979 |
-0.003 |
-0.1% |
3.942 |
| Low |
3.927 |
3.944 |
0.017 |
0.4% |
3.815 |
| Close |
3.958 |
3.954 |
-0.004 |
-0.1% |
3.940 |
| Range |
0.055 |
0.035 |
-0.020 |
-36.4% |
0.127 |
| ATR |
0.068 |
0.065 |
-0.002 |
-3.4% |
0.000 |
| Volume |
5,578 |
4,227 |
-1,351 |
-24.2% |
17,260 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.064 |
4.044 |
3.973 |
|
| R3 |
4.029 |
4.009 |
3.964 |
|
| R2 |
3.994 |
3.994 |
3.960 |
|
| R1 |
3.974 |
3.974 |
3.957 |
3.967 |
| PP |
3.959 |
3.959 |
3.959 |
3.955 |
| S1 |
3.939 |
3.939 |
3.951 |
3.932 |
| S2 |
3.924 |
3.924 |
3.948 |
|
| S3 |
3.889 |
3.904 |
3.944 |
|
| S4 |
3.854 |
3.869 |
3.935 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.280 |
4.237 |
4.010 |
|
| R3 |
4.153 |
4.110 |
3.975 |
|
| R2 |
4.026 |
4.026 |
3.963 |
|
| R1 |
3.983 |
3.983 |
3.952 |
4.005 |
| PP |
3.899 |
3.899 |
3.899 |
3.910 |
| S1 |
3.856 |
3.856 |
3.928 |
3.878 |
| S2 |
3.772 |
3.772 |
3.917 |
|
| S3 |
3.645 |
3.729 |
3.905 |
|
| S4 |
3.518 |
3.602 |
3.870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.982 |
3.856 |
0.126 |
3.2% |
0.054 |
1.4% |
78% |
False |
False |
4,433 |
| 10 |
3.982 |
3.699 |
0.283 |
7.2% |
0.060 |
1.5% |
90% |
False |
False |
3,735 |
| 20 |
3.982 |
3.604 |
0.378 |
9.6% |
0.065 |
1.6% |
93% |
False |
False |
3,260 |
| 40 |
4.041 |
3.537 |
0.504 |
12.7% |
0.060 |
1.5% |
83% |
False |
False |
2,580 |
| 60 |
4.041 |
3.537 |
0.504 |
12.7% |
0.056 |
1.4% |
83% |
False |
False |
2,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.128 |
|
2.618 |
4.071 |
|
1.618 |
4.036 |
|
1.000 |
4.014 |
|
0.618 |
4.001 |
|
HIGH |
3.979 |
|
0.618 |
3.966 |
|
0.500 |
3.962 |
|
0.382 |
3.957 |
|
LOW |
3.944 |
|
0.618 |
3.922 |
|
1.000 |
3.909 |
|
1.618 |
3.887 |
|
2.618 |
3.852 |
|
4.250 |
3.795 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
3.948 |
| PP |
3.959 |
3.942 |
| S1 |
3.957 |
3.936 |
|