NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.890 |
5.467 |
0.577 |
11.8% |
4.187 |
High |
5.486 |
5.477 |
-0.009 |
-0.2% |
5.046 |
Low |
4.804 |
4.900 |
0.096 |
2.0% |
4.143 |
Close |
5.465 |
5.011 |
-0.454 |
-8.3% |
4.998 |
Range |
0.682 |
0.577 |
-0.105 |
-15.4% |
0.903 |
ATR |
0.245 |
0.269 |
0.024 |
9.7% |
0.000 |
Volume |
278,469 |
287,690 |
9,221 |
3.3% |
602,566 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.860 |
6.513 |
5.328 |
|
R3 |
6.283 |
5.936 |
5.170 |
|
R2 |
5.706 |
5.706 |
5.117 |
|
R1 |
5.359 |
5.359 |
5.064 |
5.244 |
PP |
5.129 |
5.129 |
5.129 |
5.072 |
S1 |
4.782 |
4.782 |
4.958 |
4.667 |
S2 |
4.552 |
4.552 |
4.905 |
|
S3 |
3.975 |
4.205 |
4.852 |
|
S4 |
3.398 |
3.628 |
4.694 |
|
|
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 |
4.642 |
0.844 |
16.8% |
0.497 |
9.9% |
44% |
False |
False |
247,143 |
10 |
5.486 |
4.143 |
1.343 |
26.8% |
0.349 |
7.0% |
65% |
False |
False |
186,545 |
20 |
5.486 |
3.936 |
1.550 |
30.9% |
0.247 |
4.9% |
69% |
False |
False |
134,817 |
40 |
5.486 |
3.925 |
1.561 |
31.2% |
0.179 |
3.6% |
70% |
False |
False |
100,344 |
60 |
5.486 |
3.469 |
2.017 |
40.3% |
0.148 |
3.0% |
76% |
False |
False |
75,449 |
80 |
5.486 |
3.469 |
2.017 |
40.3% |
0.131 |
2.6% |
76% |
False |
False |
61,209 |
100 |
5.486 |
3.469 |
2.017 |
40.3% |
0.120 |
2.4% |
76% |
False |
False |
51,564 |
120 |
5.486 |
3.469 |
2.017 |
40.3% |
0.112 |
2.2% |
76% |
False |
False |
44,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.929 |
2.618 |
6.988 |
1.618 |
6.411 |
1.000 |
6.054 |
0.618 |
5.834 |
HIGH |
5.477 |
0.618 |
5.257 |
0.500 |
5.189 |
0.382 |
5.120 |
LOW |
4.900 |
0.618 |
4.543 |
1.000 |
4.323 |
1.618 |
3.966 |
2.618 |
3.389 |
4.250 |
2.448 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
5.189 |
5.088 |
PP |
5.129 |
5.062 |
S1 |
5.070 |
5.037 |
|