NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.036 |
3.909 |
-0.127 |
-3.1% |
4.198 |
| High |
4.065 |
3.961 |
-0.104 |
-2.6% |
4.263 |
| Low |
3.906 |
3.874 |
-0.032 |
-0.8% |
3.874 |
| Close |
3.909 |
3.916 |
0.007 |
0.2% |
3.916 |
| Range |
0.159 |
0.087 |
-0.072 |
-45.3% |
0.389 |
| ATR |
0.086 |
0.086 |
0.000 |
0.1% |
0.000 |
| Volume |
7,309 |
9,976 |
2,667 |
36.5% |
34,582 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.134 |
3.964 |
|
| R3 |
4.091 |
4.047 |
3.940 |
|
| R2 |
4.004 |
4.004 |
3.932 |
|
| R1 |
3.960 |
3.960 |
3.924 |
3.982 |
| PP |
3.917 |
3.917 |
3.917 |
3.928 |
| S1 |
3.873 |
3.873 |
3.908 |
3.895 |
| S2 |
3.830 |
3.830 |
3.900 |
|
| S3 |
3.743 |
3.786 |
3.892 |
|
| S4 |
3.656 |
3.699 |
3.868 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.185 |
4.939 |
4.130 |
|
| R3 |
4.796 |
4.550 |
4.023 |
|
| R2 |
4.407 |
4.407 |
3.987 |
|
| R1 |
4.161 |
4.161 |
3.952 |
4.090 |
| PP |
4.018 |
4.018 |
4.018 |
3.982 |
| S1 |
3.772 |
3.772 |
3.880 |
3.701 |
| S2 |
3.629 |
3.629 |
3.845 |
|
| S3 |
3.240 |
3.383 |
3.809 |
|
| S4 |
2.851 |
2.994 |
3.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.263 |
3.874 |
0.389 |
9.9% |
0.114 |
2.9% |
11% |
False |
True |
6,916 |
| 10 |
4.263 |
3.874 |
0.389 |
9.9% |
0.095 |
2.4% |
11% |
False |
True |
5,648 |
| 20 |
4.263 |
3.874 |
0.389 |
9.9% |
0.079 |
2.0% |
11% |
False |
True |
5,501 |
| 40 |
4.263 |
3.608 |
0.655 |
16.7% |
0.073 |
1.9% |
47% |
False |
False |
4,901 |
| 60 |
4.263 |
3.537 |
0.726 |
18.5% |
0.069 |
1.7% |
52% |
False |
False |
4,050 |
| 80 |
4.263 |
3.537 |
0.726 |
18.5% |
0.063 |
1.6% |
52% |
False |
False |
3,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.331 |
|
2.618 |
4.189 |
|
1.618 |
4.102 |
|
1.000 |
4.048 |
|
0.618 |
4.015 |
|
HIGH |
3.961 |
|
0.618 |
3.928 |
|
0.500 |
3.918 |
|
0.382 |
3.907 |
|
LOW |
3.874 |
|
0.618 |
3.820 |
|
1.000 |
3.787 |
|
1.618 |
3.733 |
|
2.618 |
3.646 |
|
4.250 |
3.504 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.918 |
4.031 |
| PP |
3.917 |
3.992 |
| S1 |
3.917 |
3.954 |
|