NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 29-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.721 |
4.890 |
0.169 |
3.6% |
4.187 |
High |
4.964 |
5.486 |
0.522 |
10.5% |
5.046 |
Low |
4.690 |
4.804 |
0.114 |
2.4% |
4.143 |
Close |
4.941 |
5.465 |
0.524 |
10.6% |
4.998 |
Range |
0.274 |
0.682 |
0.408 |
148.9% |
0.903 |
ATR |
0.211 |
0.245 |
0.034 |
15.9% |
0.000 |
Volume |
229,634 |
278,469 |
48,835 |
21.3% |
602,566 |
|
Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.298 |
7.063 |
5.840 |
|
R3 |
6.616 |
6.381 |
5.653 |
|
R2 |
5.934 |
5.934 |
5.590 |
|
R1 |
5.699 |
5.699 |
5.528 |
5.817 |
PP |
5.252 |
5.252 |
5.252 |
5.310 |
S1 |
5.017 |
5.017 |
5.402 |
5.135 |
S2 |
4.570 |
4.570 |
5.340 |
|
S3 |
3.888 |
4.335 |
5.277 |
|
S4 |
3.206 |
3.653 |
5.090 |
|
|
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 |
5.486 |
4.503 |
0.983 |
18.0% |
0.430 |
7.9% |
98% |
True |
False |
220,990 |
10 |
5.486 |
4.143 |
1.343 |
24.6% |
0.302 |
5.5% |
98% |
True |
False |
166,844 |
20 |
5.486 |
3.936 |
1.550 |
28.4% |
0.229 |
4.2% |
99% |
True |
False |
122,361 |
40 |
5.486 |
3.889 |
1.597 |
29.2% |
0.166 |
3.0% |
99% |
True |
False |
93,697 |
60 |
5.486 |
3.469 |
2.017 |
36.9% |
0.140 |
2.6% |
99% |
True |
False |
70,966 |
80 |
5.486 |
3.469 |
2.017 |
36.9% |
0.124 |
2.3% |
99% |
True |
False |
57,780 |
100 |
5.486 |
3.469 |
2.017 |
36.9% |
0.115 |
2.1% |
99% |
True |
False |
48,829 |
120 |
5.486 |
3.469 |
2.017 |
36.9% |
0.108 |
2.0% |
99% |
True |
False |
42,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.385 |
2.618 |
7.271 |
1.618 |
6.589 |
1.000 |
6.168 |
0.618 |
5.907 |
HIGH |
5.486 |
0.618 |
5.225 |
0.500 |
5.145 |
0.382 |
5.065 |
LOW |
4.804 |
0.618 |
4.383 |
1.000 |
4.122 |
1.618 |
3.701 |
2.618 |
3.019 |
4.250 |
1.906 |
|
|
Fisher Pivots for day following 29-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5.358 |
5.333 |
PP |
5.252 |
5.200 |
S1 |
5.145 |
5.068 |
|