NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.313 |
4.187 |
-0.126 |
-2.9% |
4.085 |
High |
4.324 |
4.399 |
0.075 |
1.7% |
4.444 |
Low |
4.227 |
4.143 |
-0.084 |
-2.0% |
4.081 |
Close |
4.259 |
4.358 |
0.099 |
2.3% |
4.259 |
Range |
0.097 |
0.256 |
0.159 |
163.9% |
0.363 |
ATR |
0.135 |
0.144 |
0.009 |
6.4% |
0.000 |
Volume |
77,642 |
96,466 |
18,824 |
24.2% |
559,087 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.068 |
4.969 |
4.499 |
|
R3 |
4.812 |
4.713 |
4.428 |
|
R2 |
4.556 |
4.556 |
4.405 |
|
R1 |
4.457 |
4.457 |
4.381 |
4.507 |
PP |
4.300 |
4.300 |
4.300 |
4.325 |
S1 |
4.201 |
4.201 |
4.335 |
4.251 |
S2 |
4.044 |
4.044 |
4.311 |
|
S3 |
3.788 |
3.945 |
4.288 |
|
S4 |
3.532 |
3.689 |
4.217 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.350 |
5.168 |
4.459 |
|
R3 |
4.987 |
4.805 |
4.359 |
|
R2 |
4.624 |
4.624 |
4.326 |
|
R1 |
4.442 |
4.442 |
4.292 |
4.533 |
PP |
4.261 |
4.261 |
4.261 |
4.307 |
S1 |
4.079 |
4.079 |
4.226 |
4.170 |
S2 |
3.898 |
3.898 |
4.192 |
|
S3 |
3.535 |
3.716 |
4.159 |
|
S4 |
3.172 |
3.353 |
4.059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.444 |
4.143 |
0.301 |
6.9% |
0.147 |
3.4% |
71% |
False |
True |
107,575 |
10 |
4.444 |
3.936 |
0.508 |
11.7% |
0.158 |
3.6% |
83% |
False |
False |
98,325 |
20 |
4.550 |
3.936 |
0.614 |
14.1% |
0.137 |
3.2% |
69% |
False |
False |
73,913 |
40 |
4.550 |
3.707 |
0.843 |
19.3% |
0.119 |
2.7% |
77% |
False |
False |
67,101 |
60 |
4.550 |
3.469 |
1.081 |
24.8% |
0.108 |
2.5% |
82% |
False |
False |
52,096 |
80 |
4.550 |
3.469 |
1.081 |
24.8% |
0.101 |
2.3% |
82% |
False |
False |
43,178 |
100 |
4.550 |
3.469 |
1.081 |
24.8% |
0.096 |
2.2% |
82% |
False |
False |
37,045 |
120 |
4.550 |
3.469 |
1.081 |
24.8% |
0.091 |
2.1% |
82% |
False |
False |
32,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.487 |
2.618 |
5.069 |
1.618 |
4.813 |
1.000 |
4.655 |
0.618 |
4.557 |
HIGH |
4.399 |
0.618 |
4.301 |
0.500 |
4.271 |
0.382 |
4.241 |
LOW |
4.143 |
0.618 |
3.985 |
1.000 |
3.887 |
1.618 |
3.729 |
2.618 |
3.473 |
4.250 |
3.055 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.329 |
4.337 |
PP |
4.300 |
4.315 |
S1 |
4.271 |
4.294 |
|