NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.169 |
4.038 |
-0.131 |
-3.1% |
4.186 |
| High |
4.195 |
4.058 |
-0.137 |
-3.3% |
4.259 |
| Low |
4.035 |
3.892 |
-0.143 |
-3.5% |
4.098 |
| Close |
4.057 |
3.897 |
-0.160 |
-3.9% |
4.168 |
| Range |
0.160 |
0.166 |
0.006 |
3.8% |
0.161 |
| ATR |
0.093 |
0.098 |
0.005 |
5.6% |
0.000 |
| Volume |
45,359 |
40,224 |
-5,135 |
-11.3% |
113,831 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.447 |
4.338 |
3.988 |
|
| R3 |
4.281 |
4.172 |
3.943 |
|
| R2 |
4.115 |
4.115 |
3.927 |
|
| R1 |
4.006 |
4.006 |
3.912 |
3.978 |
| PP |
3.949 |
3.949 |
3.949 |
3.935 |
| S1 |
3.840 |
3.840 |
3.882 |
3.812 |
| S2 |
3.783 |
3.783 |
3.867 |
|
| S3 |
3.617 |
3.674 |
3.851 |
|
| S4 |
3.451 |
3.508 |
3.806 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.658 |
4.574 |
4.257 |
|
| R3 |
4.497 |
4.413 |
4.212 |
|
| R2 |
4.336 |
4.336 |
4.198 |
|
| R1 |
4.252 |
4.252 |
4.183 |
4.214 |
| PP |
4.175 |
4.175 |
4.175 |
4.156 |
| S1 |
4.091 |
4.091 |
4.153 |
4.053 |
| S2 |
4.014 |
4.014 |
4.138 |
|
| S3 |
3.853 |
3.930 |
4.124 |
|
| S4 |
3.692 |
3.769 |
4.079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.263 |
3.892 |
0.371 |
9.5% |
0.132 |
3.4% |
1% |
False |
True |
36,634 |
| 10 |
4.263 |
3.892 |
0.371 |
9.5% |
0.111 |
2.9% |
1% |
False |
True |
30,107 |
| 20 |
4.263 |
3.892 |
0.371 |
9.5% |
0.095 |
2.4% |
1% |
False |
True |
43,270 |
| 40 |
4.263 |
3.535 |
0.728 |
18.7% |
0.086 |
2.2% |
50% |
False |
False |
37,591 |
| 60 |
4.263 |
3.462 |
0.801 |
20.6% |
0.083 |
2.1% |
54% |
False |
False |
31,552 |
| 80 |
4.263 |
3.462 |
0.801 |
20.6% |
0.079 |
2.0% |
54% |
False |
False |
27,666 |
| 100 |
4.263 |
3.462 |
0.801 |
20.6% |
0.076 |
1.9% |
54% |
False |
False |
24,333 |
| 120 |
4.263 |
3.462 |
0.801 |
20.6% |
0.074 |
1.9% |
54% |
False |
False |
21,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.764 |
|
2.618 |
4.493 |
|
1.618 |
4.327 |
|
1.000 |
4.224 |
|
0.618 |
4.161 |
|
HIGH |
4.058 |
|
0.618 |
3.995 |
|
0.500 |
3.975 |
|
0.382 |
3.955 |
|
LOW |
3.892 |
|
0.618 |
3.789 |
|
1.000 |
3.726 |
|
1.618 |
3.623 |
|
2.618 |
3.457 |
|
4.250 |
3.187 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.975 |
4.078 |
| PP |
3.949 |
4.017 |
| S1 |
3.923 |
3.957 |
|