NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.298 |
4.284 |
-0.014 |
-0.3% |
4.295 |
High |
4.380 |
4.444 |
0.064 |
1.5% |
4.403 |
Low |
4.271 |
4.269 |
-0.002 |
0.0% |
3.936 |
Close |
4.278 |
4.324 |
0.046 |
1.1% |
4.021 |
Range |
0.109 |
0.175 |
0.066 |
60.6% |
0.467 |
ATR |
0.135 |
0.138 |
0.003 |
2.1% |
0.000 |
Volume |
90,678 |
159,820 |
69,142 |
76.3% |
401,208 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.871 |
4.772 |
4.420 |
|
R3 |
4.696 |
4.597 |
4.372 |
|
R2 |
4.521 |
4.521 |
4.356 |
|
R1 |
4.422 |
4.422 |
4.340 |
4.472 |
PP |
4.346 |
4.346 |
4.346 |
4.370 |
S1 |
4.247 |
4.247 |
4.308 |
4.297 |
S2 |
4.171 |
4.171 |
4.292 |
|
S3 |
3.996 |
4.072 |
4.276 |
|
S4 |
3.821 |
3.897 |
4.228 |
|
|
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 |
4.444 |
3.936 |
0.508 |
11.7% |
0.138 |
3.2% |
76% |
True |
False |
115,432 |
10 |
4.444 |
3.936 |
0.508 |
11.7% |
0.151 |
3.5% |
76% |
True |
False |
94,544 |
20 |
4.550 |
3.936 |
0.614 |
14.2% |
0.135 |
3.1% |
63% |
False |
False |
70,318 |
40 |
4.550 |
3.601 |
0.949 |
21.9% |
0.115 |
2.7% |
76% |
False |
False |
63,780 |
60 |
4.550 |
3.469 |
1.081 |
25.0% |
0.104 |
2.4% |
79% |
False |
False |
49,836 |
80 |
4.550 |
3.469 |
1.081 |
25.0% |
0.098 |
2.3% |
79% |
False |
False |
41,301 |
100 |
4.550 |
3.469 |
1.081 |
25.0% |
0.094 |
2.2% |
79% |
False |
False |
35,409 |
120 |
4.550 |
3.469 |
1.081 |
25.0% |
0.090 |
2.1% |
79% |
False |
False |
30,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.188 |
2.618 |
4.902 |
1.618 |
4.727 |
1.000 |
4.619 |
0.618 |
4.552 |
HIGH |
4.444 |
0.618 |
4.377 |
0.500 |
4.357 |
0.382 |
4.336 |
LOW |
4.269 |
0.618 |
4.161 |
1.000 |
4.094 |
1.618 |
3.986 |
2.618 |
3.811 |
4.250 |
3.525 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.357 |
4.341 |
PP |
4.346 |
4.335 |
S1 |
4.335 |
4.330 |
|