NYMEX Natural Gas Future May 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 |
4.015 |
-0.154 |
-3.7% |
4.169 |
| High |
4.179 |
4.054 |
-0.125 |
-3.0% |
4.229 |
| Low |
4.020 |
3.884 |
-0.136 |
-3.4% |
4.090 |
| Close |
4.044 |
3.888 |
-0.156 |
-3.9% |
4.156 |
| Range |
0.159 |
0.170 |
0.011 |
6.9% |
0.139 |
| ATR |
0.085 |
0.091 |
0.006 |
7.1% |
0.000 |
| Volume |
24,516 |
19,328 |
-5,188 |
-21.2% |
48,999 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.452 |
4.340 |
3.982 |
|
| R3 |
4.282 |
4.170 |
3.935 |
|
| R2 |
4.112 |
4.112 |
3.919 |
|
| R1 |
4.000 |
4.000 |
3.904 |
3.971 |
| PP |
3.942 |
3.942 |
3.942 |
3.928 |
| S1 |
3.830 |
3.830 |
3.872 |
3.801 |
| S2 |
3.772 |
3.772 |
3.857 |
|
| S3 |
3.602 |
3.660 |
3.841 |
|
| S4 |
3.432 |
3.490 |
3.795 |
|
|
| 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 |
4.244 |
3.884 |
0.360 |
9.3% |
0.126 |
3.2% |
1% |
False |
True |
16,313 |
| 10 |
4.244 |
3.884 |
0.360 |
9.3% |
0.102 |
2.6% |
1% |
False |
True |
12,275 |
| 20 |
4.244 |
3.884 |
0.360 |
9.3% |
0.086 |
2.2% |
1% |
False |
True |
14,333 |
| 40 |
4.244 |
3.570 |
0.674 |
17.3% |
0.076 |
2.0% |
47% |
False |
False |
12,009 |
| 60 |
4.244 |
3.495 |
0.749 |
19.3% |
0.073 |
1.9% |
52% |
False |
False |
9,315 |
| 80 |
4.244 |
3.495 |
0.749 |
19.3% |
0.067 |
1.7% |
52% |
False |
False |
7,766 |
| 100 |
4.244 |
3.495 |
0.749 |
19.3% |
0.065 |
1.7% |
52% |
False |
False |
6,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.777 |
|
2.618 |
4.499 |
|
1.618 |
4.329 |
|
1.000 |
4.224 |
|
0.618 |
4.159 |
|
HIGH |
4.054 |
|
0.618 |
3.989 |
|
0.500 |
3.969 |
|
0.382 |
3.949 |
|
LOW |
3.884 |
|
0.618 |
3.779 |
|
1.000 |
3.714 |
|
1.618 |
3.609 |
|
2.618 |
3.439 |
|
4.250 |
3.162 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.969 |
4.064 |
| PP |
3.942 |
4.005 |
| S1 |
3.915 |
3.947 |
|