NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.260 |
4.298 |
0.038 |
0.9% |
4.295 |
High |
4.333 |
4.380 |
0.047 |
1.1% |
4.403 |
Low |
4.237 |
4.271 |
0.034 |
0.8% |
3.936 |
Close |
4.315 |
4.278 |
-0.037 |
-0.9% |
4.021 |
Range |
0.096 |
0.109 |
0.013 |
13.5% |
0.467 |
ATR |
0.137 |
0.135 |
-0.002 |
-1.5% |
0.000 |
Volume |
113,272 |
90,678 |
-22,594 |
-19.9% |
401,208 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.637 |
4.566 |
4.338 |
|
R3 |
4.528 |
4.457 |
4.308 |
|
R2 |
4.419 |
4.419 |
4.298 |
|
R1 |
4.348 |
4.348 |
4.288 |
4.329 |
PP |
4.310 |
4.310 |
4.310 |
4.300 |
S1 |
4.239 |
4.239 |
4.268 |
4.220 |
S2 |
4.201 |
4.201 |
4.258 |
|
S3 |
4.092 |
4.130 |
4.248 |
|
S4 |
3.983 |
4.021 |
4.218 |
|
|
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 |
4.380 |
3.936 |
0.444 |
10.4% |
0.140 |
3.3% |
77% |
True |
False |
106,155 |
10 |
4.403 |
3.936 |
0.467 |
10.9% |
0.145 |
3.4% |
73% |
False |
False |
83,090 |
20 |
4.550 |
3.936 |
0.614 |
14.4% |
0.132 |
3.1% |
56% |
False |
False |
65,831 |
40 |
4.550 |
3.601 |
0.949 |
22.2% |
0.113 |
2.6% |
71% |
False |
False |
60,165 |
60 |
4.550 |
3.469 |
1.081 |
25.3% |
0.104 |
2.4% |
75% |
False |
False |
47,407 |
80 |
4.550 |
3.469 |
1.081 |
25.3% |
0.097 |
2.3% |
75% |
False |
False |
39,420 |
100 |
4.550 |
3.469 |
1.081 |
25.3% |
0.092 |
2.2% |
75% |
False |
False |
33,917 |
120 |
4.550 |
3.469 |
1.081 |
25.3% |
0.089 |
2.1% |
75% |
False |
False |
29,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.843 |
2.618 |
4.665 |
1.618 |
4.556 |
1.000 |
4.489 |
0.618 |
4.447 |
HIGH |
4.380 |
0.618 |
4.338 |
0.500 |
4.326 |
0.382 |
4.313 |
LOW |
4.271 |
0.618 |
4.204 |
1.000 |
4.162 |
1.618 |
4.095 |
2.618 |
3.986 |
4.250 |
3.808 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.326 |
4.262 |
PP |
4.310 |
4.246 |
S1 |
4.294 |
4.231 |
|