NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 27-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.284 |
4.326 |
0.042 |
1.0% |
4.007 |
High |
4.357 |
4.430 |
0.073 |
1.7% |
4.357 |
Low |
4.252 |
4.226 |
-0.026 |
-0.6% |
4.005 |
Close |
4.326 |
4.234 |
-0.092 |
-2.1% |
4.326 |
Range |
0.105 |
0.204 |
0.099 |
94.3% |
0.352 |
ATR |
0.102 |
0.109 |
0.007 |
7.2% |
0.000 |
Volume |
39,447 |
52,922 |
13,475 |
34.2% |
99,451 |
|
Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.909 |
4.775 |
4.346 |
|
R3 |
4.705 |
4.571 |
4.290 |
|
R2 |
4.501 |
4.501 |
4.271 |
|
R1 |
4.367 |
4.367 |
4.253 |
4.332 |
PP |
4.297 |
4.297 |
4.297 |
4.279 |
S1 |
4.163 |
4.163 |
4.215 |
4.128 |
S2 |
4.093 |
4.093 |
4.197 |
|
S3 |
3.889 |
3.959 |
4.178 |
|
S4 |
3.685 |
3.755 |
4.122 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.285 |
5.158 |
4.520 |
|
R3 |
4.933 |
4.806 |
4.423 |
|
R2 |
4.581 |
4.581 |
4.391 |
|
R1 |
4.454 |
4.454 |
4.358 |
4.518 |
PP |
4.229 |
4.229 |
4.229 |
4.261 |
S1 |
4.102 |
4.102 |
4.294 |
4.166 |
S2 |
3.877 |
3.877 |
4.261 |
|
S3 |
3.525 |
3.750 |
4.229 |
|
S4 |
3.173 |
3.398 |
4.132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.430 |
4.005 |
0.425 |
10.0% |
0.149 |
3.5% |
54% |
True |
False |
30,474 |
10 |
4.430 |
3.938 |
0.492 |
11.6% |
0.115 |
2.7% |
60% |
True |
False |
26,877 |
20 |
4.430 |
3.850 |
0.580 |
13.7% |
0.110 |
2.6% |
66% |
True |
False |
20,670 |
40 |
4.430 |
3.827 |
0.603 |
14.2% |
0.088 |
2.1% |
67% |
True |
False |
17,646 |
60 |
4.430 |
3.495 |
0.935 |
22.1% |
0.081 |
1.9% |
79% |
True |
False |
13,752 |
80 |
4.430 |
3.495 |
0.935 |
22.1% |
0.076 |
1.8% |
79% |
True |
False |
10,976 |
100 |
4.430 |
3.495 |
0.935 |
22.1% |
0.072 |
1.7% |
79% |
True |
False |
9,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.297 |
2.618 |
4.964 |
1.618 |
4.760 |
1.000 |
4.634 |
0.618 |
4.556 |
HIGH |
4.430 |
0.618 |
4.352 |
0.500 |
4.328 |
0.382 |
4.304 |
LOW |
4.226 |
0.618 |
4.100 |
1.000 |
4.022 |
1.618 |
3.896 |
2.618 |
3.692 |
4.250 |
3.359 |
|
|
Fisher Pivots for day following 27-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.328 |
4.309 |
PP |
4.297 |
4.284 |
S1 |
4.265 |
4.259 |
|