NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.106 |
4.158 |
0.052 |
1.3% |
4.169 |
High |
4.172 |
4.206 |
0.034 |
0.8% |
4.229 |
Low |
4.100 |
4.090 |
-0.010 |
-0.2% |
4.090 |
Close |
4.171 |
4.156 |
-0.015 |
-0.4% |
4.156 |
Range |
0.072 |
0.116 |
0.044 |
61.1% |
0.139 |
ATR |
0.074 |
0.077 |
0.003 |
4.1% |
0.000 |
Volume |
14,290 |
16,240 |
1,950 |
13.6% |
48,999 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.499 |
4.443 |
4.220 |
|
R3 |
4.383 |
4.327 |
4.188 |
|
R2 |
4.267 |
4.267 |
4.177 |
|
R1 |
4.211 |
4.211 |
4.167 |
4.181 |
PP |
4.151 |
4.151 |
4.151 |
4.136 |
S1 |
4.095 |
4.095 |
4.145 |
4.065 |
S2 |
4.035 |
4.035 |
4.135 |
|
S3 |
3.919 |
3.979 |
4.124 |
|
S4 |
3.803 |
3.863 |
4.092 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.575 |
4.505 |
4.232 |
|
R3 |
4.436 |
4.366 |
4.194 |
|
R2 |
4.297 |
4.297 |
4.181 |
|
R1 |
4.227 |
4.227 |
4.169 |
4.193 |
PP |
4.158 |
4.158 |
4.158 |
4.141 |
S1 |
4.088 |
4.088 |
4.143 |
4.054 |
S2 |
4.019 |
4.019 |
4.131 |
|
S3 |
3.880 |
3.949 |
4.118 |
|
S4 |
3.741 |
3.810 |
4.080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.229 |
4.090 |
0.139 |
3.3% |
0.087 |
2.1% |
47% |
False |
True |
10,633 |
10 |
4.229 |
4.090 |
0.139 |
3.3% |
0.072 |
1.7% |
47% |
False |
True |
10,693 |
20 |
4.229 |
3.940 |
0.289 |
7.0% |
0.074 |
1.8% |
75% |
False |
False |
15,290 |
40 |
4.229 |
3.569 |
0.660 |
15.9% |
0.069 |
1.7% |
89% |
False |
False |
11,054 |
60 |
4.229 |
3.495 |
0.734 |
17.7% |
0.067 |
1.6% |
90% |
False |
False |
8,490 |
80 |
4.229 |
3.495 |
0.734 |
17.7% |
0.065 |
1.6% |
90% |
False |
False |
7,034 |
100 |
4.229 |
3.495 |
0.734 |
17.7% |
0.062 |
1.5% |
90% |
False |
False |
6,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.699 |
2.618 |
4.510 |
1.618 |
4.394 |
1.000 |
4.322 |
0.618 |
4.278 |
HIGH |
4.206 |
0.618 |
4.162 |
0.500 |
4.148 |
0.382 |
4.134 |
LOW |
4.090 |
0.618 |
4.018 |
1.000 |
3.974 |
1.618 |
3.902 |
2.618 |
3.786 |
4.250 |
3.597 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.153 |
4.155 |
PP |
4.151 |
4.154 |
S1 |
4.148 |
4.153 |
|