NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.295 |
4.285 |
-0.010 |
-0.2% |
4.367 |
High |
4.348 |
4.403 |
0.055 |
1.3% |
4.427 |
Low |
4.241 |
4.234 |
-0.007 |
-0.2% |
4.180 |
Close |
4.284 |
4.267 |
-0.017 |
-0.4% |
4.282 |
Range |
0.107 |
0.169 |
0.062 |
57.9% |
0.247 |
ATR |
0.119 |
0.122 |
0.004 |
3.0% |
0.000 |
Volume |
73,502 |
42,150 |
-31,352 |
-42.7% |
193,356 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.808 |
4.707 |
4.360 |
|
R3 |
4.639 |
4.538 |
4.313 |
|
R2 |
4.470 |
4.470 |
4.298 |
|
R1 |
4.369 |
4.369 |
4.282 |
4.335 |
PP |
4.301 |
4.301 |
4.301 |
4.285 |
S1 |
4.200 |
4.200 |
4.252 |
4.166 |
S2 |
4.132 |
4.132 |
4.236 |
|
S3 |
3.963 |
4.031 |
4.221 |
|
S4 |
3.794 |
3.862 |
4.174 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.037 |
4.907 |
4.418 |
|
R3 |
4.790 |
4.660 |
4.350 |
|
R2 |
4.543 |
4.543 |
4.327 |
|
R1 |
4.413 |
4.413 |
4.305 |
4.355 |
PP |
4.296 |
4.296 |
4.296 |
4.267 |
S1 |
4.166 |
4.166 |
4.259 |
4.108 |
S2 |
4.049 |
4.049 |
4.237 |
|
S3 |
3.802 |
3.919 |
4.214 |
|
S4 |
3.555 |
3.672 |
4.146 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.403 |
4.180 |
0.223 |
5.2% |
0.157 |
3.7% |
39% |
True |
False |
52,456 |
10 |
4.550 |
4.180 |
0.370 |
8.7% |
0.126 |
3.0% |
24% |
False |
False |
45,325 |
20 |
4.550 |
4.116 |
0.434 |
10.2% |
0.122 |
2.8% |
35% |
False |
False |
67,324 |
40 |
4.550 |
3.540 |
1.010 |
23.7% |
0.104 |
2.4% |
72% |
False |
False |
48,742 |
60 |
4.550 |
3.469 |
1.081 |
25.3% |
0.097 |
2.3% |
74% |
False |
False |
39,255 |
80 |
4.550 |
3.469 |
1.081 |
25.3% |
0.091 |
2.1% |
74% |
False |
False |
33,112 |
100 |
4.550 |
3.469 |
1.081 |
25.3% |
0.088 |
2.1% |
74% |
False |
False |
28,266 |
120 |
4.550 |
3.469 |
1.081 |
25.3% |
0.086 |
2.0% |
74% |
False |
False |
25,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.121 |
2.618 |
4.845 |
1.618 |
4.676 |
1.000 |
4.572 |
0.618 |
4.507 |
HIGH |
4.403 |
0.618 |
4.338 |
0.500 |
4.319 |
0.382 |
4.299 |
LOW |
4.234 |
0.618 |
4.130 |
1.000 |
4.065 |
1.618 |
3.961 |
2.618 |
3.792 |
4.250 |
3.516 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.319 |
4.297 |
PP |
4.301 |
4.287 |
S1 |
4.284 |
4.277 |
|