NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.236 |
4.470 |
0.234 |
5.5% |
4.120 |
High |
4.475 |
4.725 |
0.250 |
5.6% |
4.495 |
Low |
4.203 |
4.433 |
0.230 |
5.5% |
4.118 |
Close |
4.431 |
4.689 |
0.258 |
5.8% |
4.326 |
Range |
0.272 |
0.292 |
0.020 |
7.4% |
0.377 |
ATR |
0.150 |
0.161 |
0.010 |
6.8% |
0.000 |
Volume |
151,392 |
202,367 |
50,975 |
33.7% |
876,669 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.492 |
5.382 |
4.850 |
|
R3 |
5.200 |
5.090 |
4.769 |
|
R2 |
4.908 |
4.908 |
4.743 |
|
R1 |
4.798 |
4.798 |
4.716 |
4.853 |
PP |
4.616 |
4.616 |
4.616 |
4.643 |
S1 |
4.506 |
4.506 |
4.662 |
4.561 |
S2 |
4.324 |
4.324 |
4.635 |
|
S3 |
4.032 |
4.214 |
4.609 |
|
S4 |
3.740 |
3.922 |
4.528 |
|
|
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 |
4.725 |
4.203 |
0.522 |
11.1% |
0.190 |
4.0% |
93% |
True |
False |
178,965 |
10 |
4.725 |
3.953 |
0.772 |
16.5% |
0.177 |
3.8% |
95% |
True |
False |
171,082 |
20 |
4.725 |
3.953 |
0.772 |
16.5% |
0.154 |
3.3% |
95% |
True |
False |
132,894 |
40 |
4.725 |
3.727 |
0.998 |
21.3% |
0.131 |
2.8% |
96% |
True |
False |
98,324 |
60 |
4.725 |
3.476 |
1.249 |
26.6% |
0.117 |
2.5% |
97% |
True |
False |
72,005 |
80 |
4.725 |
3.476 |
1.249 |
26.6% |
0.108 |
2.3% |
97% |
True |
False |
57,487 |
100 |
4.725 |
3.476 |
1.249 |
26.6% |
0.102 |
2.2% |
97% |
True |
False |
47,493 |
120 |
4.725 |
3.476 |
1.249 |
26.6% |
0.097 |
2.1% |
97% |
True |
False |
40,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.966 |
2.618 |
5.489 |
1.618 |
5.197 |
1.000 |
5.017 |
0.618 |
4.905 |
HIGH |
4.725 |
0.618 |
4.613 |
0.500 |
4.579 |
0.382 |
4.545 |
LOW |
4.433 |
0.618 |
4.253 |
1.000 |
4.141 |
1.618 |
3.961 |
2.618 |
3.669 |
4.250 |
3.192 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.652 |
4.614 |
PP |
4.616 |
4.539 |
S1 |
4.579 |
4.464 |
|