NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.353 |
4.335 |
-0.018 |
-0.4% |
4.313 |
High |
4.432 |
4.495 |
0.063 |
1.4% |
4.430 |
Low |
4.318 |
4.316 |
-0.002 |
0.0% |
3.953 |
Close |
4.325 |
4.382 |
0.057 |
1.3% |
4.053 |
Range |
0.114 |
0.179 |
0.065 |
57.0% |
0.477 |
ATR |
0.142 |
0.145 |
0.003 |
1.8% |
0.000 |
Volume |
154,468 |
263,602 |
109,134 |
70.7% |
731,773 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.935 |
4.837 |
4.480 |
|
R3 |
4.756 |
4.658 |
4.431 |
|
R2 |
4.577 |
4.577 |
4.415 |
|
R1 |
4.479 |
4.479 |
4.398 |
4.528 |
PP |
4.398 |
4.398 |
4.398 |
4.422 |
S1 |
4.300 |
4.300 |
4.366 |
4.349 |
S2 |
4.219 |
4.219 |
4.349 |
|
S3 |
4.040 |
4.121 |
4.333 |
|
S4 |
3.861 |
3.942 |
4.284 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.576 |
5.292 |
4.315 |
|
R3 |
5.099 |
4.815 |
4.184 |
|
R2 |
4.622 |
4.622 |
4.140 |
|
R1 |
4.338 |
4.338 |
4.097 |
4.242 |
PP |
4.145 |
4.145 |
4.145 |
4.097 |
S1 |
3.861 |
3.861 |
4.009 |
3.765 |
S2 |
3.668 |
3.668 |
3.966 |
|
S3 |
3.191 |
3.384 |
3.922 |
|
S4 |
2.714 |
2.907 |
3.791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.495 |
3.953 |
0.542 |
12.4% |
0.146 |
3.3% |
79% |
True |
False |
181,173 |
10 |
4.495 |
3.953 |
0.542 |
12.4% |
0.157 |
3.6% |
79% |
True |
False |
162,741 |
20 |
4.578 |
3.953 |
0.625 |
14.3% |
0.140 |
3.2% |
69% |
False |
False |
123,092 |
40 |
4.578 |
3.606 |
0.972 |
22.2% |
0.121 |
2.8% |
80% |
False |
False |
87,984 |
60 |
4.578 |
3.476 |
1.102 |
25.1% |
0.110 |
2.5% |
82% |
False |
False |
64,885 |
80 |
4.578 |
3.476 |
1.102 |
25.1% |
0.103 |
2.4% |
82% |
False |
False |
51,821 |
100 |
4.578 |
3.476 |
1.102 |
25.1% |
0.098 |
2.2% |
82% |
False |
False |
42,831 |
120 |
4.578 |
3.476 |
1.102 |
25.1% |
0.093 |
2.1% |
82% |
False |
False |
36,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.256 |
2.618 |
4.964 |
1.618 |
4.785 |
1.000 |
4.674 |
0.618 |
4.606 |
HIGH |
4.495 |
0.618 |
4.427 |
0.500 |
4.406 |
0.382 |
4.384 |
LOW |
4.316 |
0.618 |
4.205 |
1.000 |
4.137 |
1.618 |
4.026 |
2.618 |
3.847 |
4.250 |
3.555 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.406 |
4.391 |
PP |
4.398 |
4.388 |
S1 |
4.390 |
4.385 |
|