NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 02-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.216 |
4.106 |
-0.110 |
-2.6% |
4.170 |
High |
4.216 |
4.172 |
-0.044 |
-1.0% |
4.203 |
Low |
4.091 |
4.100 |
0.009 |
0.2% |
4.120 |
Close |
4.095 |
4.171 |
0.076 |
1.9% |
4.161 |
Range |
0.125 |
0.072 |
-0.053 |
-42.4% |
0.083 |
ATR |
0.074 |
0.074 |
0.000 |
0.3% |
0.000 |
Volume |
9,890 |
14,290 |
4,400 |
44.5% |
26,841 |
|
Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.364 |
4.339 |
4.211 |
|
R3 |
4.292 |
4.267 |
4.191 |
|
R2 |
4.220 |
4.220 |
4.184 |
|
R1 |
4.195 |
4.195 |
4.178 |
4.208 |
PP |
4.148 |
4.148 |
4.148 |
4.154 |
S1 |
4.123 |
4.123 |
4.164 |
4.136 |
S2 |
4.076 |
4.076 |
4.158 |
|
S3 |
4.004 |
4.051 |
4.151 |
|
S4 |
3.932 |
3.979 |
4.131 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.410 |
4.369 |
4.207 |
|
R3 |
4.327 |
4.286 |
4.184 |
|
R2 |
4.244 |
4.244 |
4.176 |
|
R1 |
4.203 |
4.203 |
4.169 |
4.182 |
PP |
4.161 |
4.161 |
4.161 |
4.151 |
S1 |
4.120 |
4.120 |
4.153 |
4.099 |
S2 |
4.078 |
4.078 |
4.146 |
|
S3 |
3.995 |
4.037 |
4.138 |
|
S4 |
3.912 |
3.954 |
4.115 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.229 |
4.091 |
0.138 |
3.3% |
0.077 |
1.9% |
58% |
False |
False |
8,238 |
10 |
4.229 |
4.091 |
0.138 |
3.3% |
0.071 |
1.7% |
58% |
False |
False |
10,333 |
20 |
4.229 |
3.917 |
0.312 |
7.5% |
0.070 |
1.7% |
81% |
False |
False |
14,836 |
40 |
4.229 |
3.495 |
0.734 |
17.6% |
0.069 |
1.7% |
92% |
False |
False |
10,805 |
60 |
4.229 |
3.495 |
0.734 |
17.6% |
0.066 |
1.6% |
92% |
False |
False |
8,275 |
80 |
4.229 |
3.495 |
0.734 |
17.6% |
0.064 |
1.5% |
92% |
False |
False |
6,859 |
100 |
4.229 |
3.495 |
0.734 |
17.6% |
0.062 |
1.5% |
92% |
False |
False |
5,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.478 |
2.618 |
4.360 |
1.618 |
4.288 |
1.000 |
4.244 |
0.618 |
4.216 |
HIGH |
4.172 |
0.618 |
4.144 |
0.500 |
4.136 |
0.382 |
4.128 |
LOW |
4.100 |
0.618 |
4.056 |
1.000 |
4.028 |
1.618 |
3.984 |
2.618 |
3.912 |
4.250 |
3.794 |
|
|
Fisher Pivots for day following 02-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.159 |
4.167 |
PP |
4.148 |
4.164 |
S1 |
4.136 |
4.160 |
|