NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.835 |
5.153 |
0.318 |
6.6% |
4.236 |
High |
5.246 |
5.442 |
0.196 |
3.7% |
5.246 |
Low |
4.813 |
4.828 |
0.015 |
0.3% |
4.203 |
Close |
5.182 |
4.847 |
-0.335 |
-6.5% |
5.182 |
Range |
0.433 |
0.614 |
0.181 |
41.8% |
1.043 |
ATR |
0.195 |
0.225 |
0.030 |
15.4% |
0.000 |
Volume |
231,256 |
146,759 |
-84,497 |
-36.5% |
796,258 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.881 |
6.478 |
5.185 |
|
R3 |
6.267 |
5.864 |
5.016 |
|
R2 |
5.653 |
5.653 |
4.960 |
|
R1 |
5.250 |
5.250 |
4.903 |
5.145 |
PP |
5.039 |
5.039 |
5.039 |
4.986 |
S1 |
4.636 |
4.636 |
4.791 |
4.531 |
S2 |
4.425 |
4.425 |
4.734 |
|
S3 |
3.811 |
4.022 |
4.678 |
|
S4 |
3.197 |
3.408 |
4.509 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.006 |
7.637 |
5.756 |
|
R3 |
6.963 |
6.594 |
5.469 |
|
R2 |
5.920 |
5.920 |
5.373 |
|
R1 |
5.551 |
5.551 |
5.278 |
5.736 |
PP |
4.877 |
4.877 |
4.877 |
4.969 |
S1 |
4.508 |
4.508 |
5.086 |
4.693 |
S2 |
3.834 |
3.834 |
4.991 |
|
S3 |
2.791 |
3.465 |
4.895 |
|
S4 |
1.748 |
2.422 |
4.608 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.442 |
4.203 |
1.239 |
25.6% |
0.381 |
7.9% |
52% |
True |
False |
188,603 |
10 |
5.442 |
4.118 |
1.324 |
27.3% |
0.258 |
5.3% |
55% |
True |
False |
181,968 |
20 |
5.442 |
3.953 |
1.489 |
30.7% |
0.207 |
4.3% |
60% |
True |
False |
154,760 |
40 |
5.442 |
3.839 |
1.603 |
33.1% |
0.157 |
3.2% |
63% |
True |
False |
110,733 |
60 |
5.442 |
3.476 |
1.966 |
40.6% |
0.135 |
2.8% |
70% |
True |
False |
81,244 |
80 |
5.442 |
3.476 |
1.966 |
40.6% |
0.122 |
2.5% |
70% |
True |
False |
64,337 |
100 |
5.442 |
3.476 |
1.966 |
40.6% |
0.113 |
2.3% |
70% |
True |
False |
53,168 |
120 |
5.442 |
3.476 |
1.966 |
40.6% |
0.106 |
2.2% |
70% |
True |
False |
45,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.052 |
2.618 |
7.049 |
1.618 |
6.435 |
1.000 |
6.056 |
0.618 |
5.821 |
HIGH |
5.442 |
0.618 |
5.207 |
0.500 |
5.135 |
0.382 |
5.063 |
LOW |
4.828 |
0.618 |
4.449 |
1.000 |
4.214 |
1.618 |
3.835 |
2.618 |
3.221 |
4.250 |
2.219 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5.135 |
5.048 |
PP |
5.039 |
4.981 |
S1 |
4.943 |
4.914 |
|