NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.900 |
4.992 |
0.092 |
1.9% |
4.236 |
High |
5.115 |
5.716 |
0.601 |
11.7% |
5.246 |
Low |
4.867 |
4.901 |
0.034 |
0.7% |
4.203 |
Close |
5.033 |
5.557 |
0.524 |
10.4% |
5.182 |
Range |
0.248 |
0.815 |
0.567 |
228.6% |
1.043 |
ATR |
0.228 |
0.270 |
0.042 |
18.4% |
0.000 |
Volume |
72,612 |
15,798 |
-56,814 |
-78.2% |
796,258 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.836 |
7.512 |
6.005 |
|
R3 |
7.021 |
6.697 |
5.781 |
|
R2 |
6.206 |
6.206 |
5.706 |
|
R1 |
5.882 |
5.882 |
5.632 |
6.044 |
PP |
5.391 |
5.391 |
5.391 |
5.473 |
S1 |
5.067 |
5.067 |
5.482 |
5.229 |
S2 |
4.576 |
4.576 |
5.408 |
|
S3 |
3.761 |
4.252 |
5.333 |
|
S4 |
2.946 |
3.437 |
5.109 |
|
|
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 |
5.716 |
4.653 |
1.063 |
19.1% |
0.481 |
8.7% |
85% |
True |
False |
135,533 |
10 |
5.716 |
4.203 |
1.513 |
27.2% |
0.335 |
6.0% |
89% |
True |
False |
157,249 |
20 |
5.716 |
3.953 |
1.763 |
31.7% |
0.249 |
4.5% |
91% |
True |
False |
149,256 |
40 |
5.716 |
3.902 |
1.814 |
32.6% |
0.180 |
3.2% |
91% |
True |
False |
111,555 |
60 |
5.716 |
3.476 |
2.240 |
40.3% |
0.150 |
2.7% |
93% |
True |
False |
82,275 |
80 |
5.716 |
3.476 |
2.240 |
40.3% |
0.133 |
2.4% |
93% |
True |
False |
65,195 |
100 |
5.716 |
3.476 |
2.240 |
40.3% |
0.122 |
2.2% |
93% |
True |
False |
53,944 |
120 |
5.716 |
3.476 |
2.240 |
40.3% |
0.114 |
2.1% |
93% |
True |
False |
45,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.180 |
2.618 |
7.850 |
1.618 |
7.035 |
1.000 |
6.531 |
0.618 |
6.220 |
HIGH |
5.716 |
0.618 |
5.405 |
0.500 |
5.309 |
0.382 |
5.212 |
LOW |
4.901 |
0.618 |
4.397 |
1.000 |
4.086 |
1.618 |
3.582 |
2.618 |
2.767 |
4.250 |
1.437 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5.474 |
5.462 |
PP |
5.391 |
5.367 |
S1 |
5.309 |
5.272 |
|