NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.370 |
4.236 |
-0.134 |
-3.1% |
4.120 |
High |
4.385 |
4.475 |
0.090 |
2.1% |
4.495 |
Low |
4.293 |
4.203 |
-0.090 |
-2.1% |
4.118 |
Close |
4.326 |
4.431 |
0.105 |
2.4% |
4.326 |
Range |
0.092 |
0.272 |
0.180 |
195.7% |
0.377 |
ATR |
0.141 |
0.150 |
0.009 |
6.6% |
0.000 |
Volume |
123,000 |
151,392 |
28,392 |
23.1% |
876,669 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.186 |
5.080 |
4.581 |
|
R3 |
4.914 |
4.808 |
4.506 |
|
R2 |
4.642 |
4.642 |
4.481 |
|
R1 |
4.536 |
4.536 |
4.456 |
4.589 |
PP |
4.370 |
4.370 |
4.370 |
4.396 |
S1 |
4.264 |
4.264 |
4.406 |
4.317 |
S2 |
4.098 |
4.098 |
4.381 |
|
S3 |
3.826 |
3.992 |
4.356 |
|
S4 |
3.554 |
3.720 |
4.281 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.444 |
5.262 |
4.533 |
|
R3 |
5.067 |
4.885 |
4.430 |
|
R2 |
4.690 |
4.690 |
4.395 |
|
R1 |
4.508 |
4.508 |
4.361 |
4.599 |
PP |
4.313 |
4.313 |
4.313 |
4.359 |
S1 |
4.131 |
4.131 |
4.291 |
4.222 |
S2 |
3.936 |
3.936 |
4.257 |
|
S3 |
3.559 |
3.754 |
4.222 |
|
S4 |
3.182 |
3.377 |
4.119 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.495 |
4.203 |
0.292 |
6.6% |
0.150 |
3.4% |
78% |
False |
True |
170,149 |
10 |
4.495 |
3.953 |
0.542 |
12.2% |
0.164 |
3.7% |
88% |
False |
False |
166,787 |
20 |
4.578 |
3.953 |
0.625 |
14.1% |
0.143 |
3.2% |
76% |
False |
False |
126,895 |
40 |
4.578 |
3.710 |
0.868 |
19.6% |
0.125 |
2.8% |
83% |
False |
False |
93,888 |
60 |
4.578 |
3.476 |
1.102 |
24.9% |
0.114 |
2.6% |
87% |
False |
False |
68,944 |
80 |
4.578 |
3.476 |
1.102 |
24.9% |
0.106 |
2.4% |
87% |
False |
False |
55,028 |
100 |
4.578 |
3.476 |
1.102 |
24.9% |
0.100 |
2.3% |
87% |
False |
False |
45,517 |
120 |
4.578 |
3.476 |
1.102 |
24.9% |
0.095 |
2.1% |
87% |
False |
False |
38,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.631 |
2.618 |
5.187 |
1.618 |
4.915 |
1.000 |
4.747 |
0.618 |
4.643 |
HIGH |
4.475 |
0.618 |
4.371 |
0.500 |
4.339 |
0.382 |
4.307 |
LOW |
4.203 |
0.618 |
4.035 |
1.000 |
3.931 |
1.618 |
3.763 |
2.618 |
3.491 |
4.250 |
3.047 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.400 |
4.404 |
PP |
4.370 |
4.376 |
S1 |
4.339 |
4.349 |
|