NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.554 |
4.655 |
0.101 |
2.2% |
4.187 |
High |
4.745 |
5.046 |
0.301 |
6.3% |
5.046 |
Low |
4.503 |
4.642 |
0.139 |
3.1% |
4.143 |
Close |
4.579 |
4.998 |
0.419 |
9.2% |
4.998 |
Range |
0.242 |
0.404 |
0.162 |
66.9% |
0.903 |
ATR |
0.156 |
0.179 |
0.022 |
14.2% |
0.000 |
Volume |
156,926 |
210,288 |
53,362 |
34.0% |
602,566 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.107 |
5.957 |
5.220 |
|
R3 |
5.703 |
5.553 |
5.109 |
|
R2 |
5.299 |
5.299 |
5.072 |
|
R1 |
5.149 |
5.149 |
5.035 |
5.224 |
PP |
4.895 |
4.895 |
4.895 |
4.933 |
S1 |
4.745 |
4.745 |
4.961 |
4.820 |
S2 |
4.491 |
4.491 |
4.924 |
|
S3 |
4.087 |
4.341 |
4.887 |
|
S4 |
3.683 |
3.937 |
4.776 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.438 |
7.121 |
5.495 |
|
R3 |
6.535 |
6.218 |
5.246 |
|
R2 |
5.632 |
5.632 |
5.164 |
|
R1 |
5.315 |
5.315 |
5.081 |
5.474 |
PP |
4.729 |
4.729 |
4.729 |
4.808 |
S1 |
4.412 |
4.412 |
4.915 |
4.571 |
S2 |
3.826 |
3.826 |
4.832 |
|
S3 |
2.923 |
3.509 |
4.750 |
|
S4 |
2.020 |
2.606 |
4.501 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.046 |
4.143 |
0.903 |
18.1% |
0.246 |
4.9% |
95% |
True |
False |
136,041 |
10 |
5.046 |
3.936 |
1.110 |
22.2% |
0.192 |
3.8% |
96% |
True |
False |
125,737 |
20 |
5.046 |
3.936 |
1.110 |
22.2% |
0.169 |
3.4% |
96% |
True |
False |
89,814 |
40 |
5.046 |
3.788 |
1.258 |
25.2% |
0.135 |
2.7% |
96% |
True |
False |
77,801 |
60 |
5.046 |
3.469 |
1.577 |
31.6% |
0.118 |
2.4% |
97% |
True |
False |
59,646 |
80 |
5.046 |
3.469 |
1.577 |
31.6% |
0.108 |
2.2% |
97% |
True |
False |
49,000 |
100 |
5.046 |
3.469 |
1.577 |
31.6% |
0.102 |
2.0% |
97% |
True |
False |
41,798 |
120 |
5.046 |
3.469 |
1.577 |
31.6% |
0.097 |
1.9% |
97% |
True |
False |
36,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.763 |
2.618 |
6.104 |
1.618 |
5.700 |
1.000 |
5.450 |
0.618 |
5.296 |
HIGH |
5.046 |
0.618 |
4.892 |
0.500 |
4.844 |
0.382 |
4.796 |
LOW |
4.642 |
0.618 |
4.392 |
1.000 |
4.238 |
1.618 |
3.988 |
2.618 |
3.584 |
4.250 |
2.925 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.947 |
4.899 |
PP |
4.895 |
4.800 |
S1 |
4.844 |
4.701 |
|