NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.002 |
4.085 |
0.083 |
2.1% |
4.295 |
High |
4.068 |
4.261 |
0.193 |
4.7% |
4.403 |
Low |
3.936 |
4.081 |
0.145 |
3.7% |
3.936 |
Close |
4.021 |
4.224 |
0.203 |
5.0% |
4.021 |
Range |
0.132 |
0.180 |
0.048 |
36.4% |
0.467 |
ATR |
0.132 |
0.139 |
0.008 |
5.9% |
0.000 |
Volume |
95,718 |
117,675 |
21,957 |
22.9% |
401,208 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.729 |
4.656 |
4.323 |
|
R3 |
4.549 |
4.476 |
4.274 |
|
R2 |
4.369 |
4.369 |
4.257 |
|
R1 |
4.296 |
4.296 |
4.241 |
4.333 |
PP |
4.189 |
4.189 |
4.189 |
4.207 |
S1 |
4.116 |
4.116 |
4.208 |
4.153 |
S2 |
4.009 |
4.009 |
4.191 |
|
S3 |
3.829 |
3.936 |
4.175 |
|
S4 |
3.649 |
3.756 |
4.125 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.521 |
5.238 |
4.278 |
|
R3 |
5.054 |
4.771 |
4.149 |
|
R2 |
4.587 |
4.587 |
4.107 |
|
R1 |
4.304 |
4.304 |
4.064 |
4.212 |
PP |
4.120 |
4.120 |
4.120 |
4.074 |
S1 |
3.837 |
3.837 |
3.978 |
3.745 |
S2 |
3.653 |
3.653 |
3.935 |
|
S3 |
3.186 |
3.370 |
3.893 |
|
S4 |
2.719 |
2.903 |
3.764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.403 |
3.936 |
0.467 |
11.1% |
0.169 |
4.0% |
62% |
False |
False |
89,076 |
10 |
4.427 |
3.936 |
0.491 |
11.6% |
0.152 |
3.6% |
59% |
False |
False |
71,223 |
20 |
4.550 |
3.936 |
0.614 |
14.5% |
0.132 |
3.1% |
47% |
False |
False |
66,099 |
40 |
4.550 |
3.540 |
1.010 |
23.9% |
0.113 |
2.7% |
68% |
False |
False |
56,296 |
60 |
4.550 |
3.469 |
1.081 |
25.6% |
0.103 |
2.4% |
70% |
False |
False |
44,715 |
80 |
4.550 |
3.469 |
1.081 |
25.6% |
0.096 |
2.3% |
70% |
False |
False |
37,320 |
100 |
4.550 |
3.469 |
1.081 |
25.6% |
0.092 |
2.2% |
70% |
False |
False |
32,009 |
120 |
4.550 |
3.469 |
1.081 |
25.6% |
0.088 |
2.1% |
70% |
False |
False |
27,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.026 |
2.618 |
4.732 |
1.618 |
4.552 |
1.000 |
4.441 |
0.618 |
4.372 |
HIGH |
4.261 |
0.618 |
4.192 |
0.500 |
4.171 |
0.382 |
4.150 |
LOW |
4.081 |
0.618 |
3.970 |
1.000 |
3.901 |
1.618 |
3.790 |
2.618 |
3.610 |
4.250 |
3.316 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.206 |
4.182 |
PP |
4.189 |
4.140 |
S1 |
4.171 |
4.099 |
|