NYMEX Natural Gas Future June 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 |
4.075 |
4.133 |
0.058 |
1.4% |
4.198 |
High |
4.130 |
4.144 |
0.014 |
0.3% |
4.263 |
Low |
4.058 |
4.078 |
0.020 |
0.5% |
3.874 |
Close |
4.113 |
4.087 |
-0.026 |
-0.6% |
3.916 |
Range |
0.072 |
0.066 |
-0.006 |
-8.3% |
0.389 |
ATR |
0.091 |
0.089 |
-0.002 |
-1.9% |
0.000 |
Volume |
10,326 |
11,164 |
838 |
8.1% |
34,582 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.301 |
4.260 |
4.123 |
|
R3 |
4.235 |
4.194 |
4.105 |
|
R2 |
4.169 |
4.169 |
4.099 |
|
R1 |
4.128 |
4.128 |
4.093 |
4.116 |
PP |
4.103 |
4.103 |
4.103 |
4.097 |
S1 |
4.062 |
4.062 |
4.081 |
4.050 |
S2 |
4.037 |
4.037 |
4.075 |
|
S3 |
3.971 |
3.996 |
4.069 |
|
S4 |
3.905 |
3.930 |
4.051 |
|
|
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 |
4.144 |
3.874 |
0.270 |
6.6% |
0.101 |
2.5% |
79% |
True |
False |
9,202 |
10 |
4.263 |
3.874 |
0.389 |
9.5% |
0.100 |
2.4% |
55% |
False |
False |
7,225 |
20 |
4.263 |
3.874 |
0.389 |
9.5% |
0.081 |
2.0% |
55% |
False |
False |
5,911 |
40 |
4.263 |
3.656 |
0.607 |
14.9% |
0.073 |
1.8% |
71% |
False |
False |
5,437 |
60 |
4.263 |
3.537 |
0.726 |
17.8% |
0.070 |
1.7% |
76% |
False |
False |
4,434 |
80 |
4.263 |
3.537 |
0.726 |
17.8% |
0.064 |
1.6% |
76% |
False |
False |
3,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.425 |
2.618 |
4.317 |
1.618 |
4.251 |
1.000 |
4.210 |
0.618 |
4.185 |
HIGH |
4.144 |
0.618 |
4.119 |
0.500 |
4.111 |
0.382 |
4.103 |
LOW |
4.078 |
0.618 |
4.037 |
1.000 |
4.012 |
1.618 |
3.971 |
2.618 |
3.905 |
4.250 |
3.798 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.111 |
4.076 |
PP |
4.103 |
4.065 |
S1 |
4.095 |
4.054 |
|