NYMEX Natural Gas Future May 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.049 |
4.091 |
0.042 |
1.0% |
4.158 |
| High |
4.113 |
4.122 |
0.009 |
0.2% |
4.244 |
| Low |
4.034 |
4.056 |
0.022 |
0.5% |
3.850 |
| Close |
4.091 |
4.064 |
-0.027 |
-0.7% |
3.894 |
| Range |
0.079 |
0.066 |
-0.013 |
-16.5% |
0.394 |
| ATR |
0.096 |
0.093 |
-0.002 |
-2.2% |
0.000 |
| Volume |
25,905 |
25,648 |
-257 |
-1.0% |
91,466 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.279 |
4.237 |
4.100 |
|
| R3 |
4.213 |
4.171 |
4.082 |
|
| R2 |
4.147 |
4.147 |
4.076 |
|
| R1 |
4.105 |
4.105 |
4.070 |
4.093 |
| PP |
4.081 |
4.081 |
4.081 |
4.075 |
| S1 |
4.039 |
4.039 |
4.058 |
4.027 |
| S2 |
4.015 |
4.015 |
4.052 |
|
| S3 |
3.949 |
3.973 |
4.046 |
|
| S4 |
3.883 |
3.907 |
4.028 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.178 |
4.930 |
4.111 |
|
| R3 |
4.784 |
4.536 |
4.002 |
|
| R2 |
4.390 |
4.390 |
3.966 |
|
| R1 |
4.142 |
4.142 |
3.930 |
4.069 |
| PP |
3.996 |
3.996 |
3.996 |
3.960 |
| S1 |
3.748 |
3.748 |
3.858 |
3.675 |
| S2 |
3.602 |
3.602 |
3.822 |
|
| S3 |
3.208 |
3.354 |
3.786 |
|
| S4 |
2.814 |
2.960 |
3.677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.122 |
3.850 |
0.272 |
6.7% |
0.107 |
2.6% |
79% |
True |
False |
23,345 |
| 10 |
4.244 |
3.850 |
0.394 |
9.7% |
0.107 |
2.6% |
54% |
False |
False |
19,325 |
| 20 |
4.244 |
3.850 |
0.394 |
9.7% |
0.088 |
2.2% |
54% |
False |
False |
14,814 |
| 40 |
4.244 |
3.619 |
0.625 |
15.4% |
0.079 |
1.9% |
71% |
False |
False |
13,711 |
| 60 |
4.244 |
3.495 |
0.749 |
18.4% |
0.075 |
1.8% |
76% |
False |
False |
10,750 |
| 80 |
4.244 |
3.495 |
0.749 |
18.4% |
0.070 |
1.7% |
76% |
False |
False |
8,704 |
| 100 |
4.244 |
3.495 |
0.749 |
18.4% |
0.067 |
1.7% |
76% |
False |
False |
7,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.403 |
|
2.618 |
4.295 |
|
1.618 |
4.229 |
|
1.000 |
4.188 |
|
0.618 |
4.163 |
|
HIGH |
4.122 |
|
0.618 |
4.097 |
|
0.500 |
4.089 |
|
0.382 |
4.081 |
|
LOW |
4.056 |
|
0.618 |
4.015 |
|
1.000 |
3.990 |
|
1.618 |
3.949 |
|
2.618 |
3.883 |
|
4.250 |
3.776 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.089 |
4.053 |
| PP |
4.081 |
4.041 |
| S1 |
4.072 |
4.030 |
|