NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.112 |
4.041 |
-0.071 |
-1.7% |
3.964 |
High |
4.117 |
4.203 |
0.086 |
2.1% |
4.190 |
Low |
4.074 |
4.041 |
-0.033 |
-0.8% |
3.963 |
Close |
4.090 |
4.187 |
0.097 |
2.4% |
4.090 |
Range |
0.043 |
0.162 |
0.119 |
276.7% |
0.227 |
ATR |
0.087 |
0.092 |
0.005 |
6.2% |
0.000 |
Volume |
11,304 |
8,143 |
-3,161 |
-28.0% |
46,242 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.630 |
4.570 |
4.276 |
|
R3 |
4.468 |
4.408 |
4.232 |
|
R2 |
4.306 |
4.306 |
4.217 |
|
R1 |
4.246 |
4.246 |
4.202 |
4.276 |
PP |
4.144 |
4.144 |
4.144 |
4.159 |
S1 |
4.084 |
4.084 |
4.172 |
4.114 |
S2 |
3.982 |
3.982 |
4.157 |
|
S3 |
3.820 |
3.922 |
4.142 |
|
S4 |
3.658 |
3.760 |
4.098 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.762 |
4.653 |
4.215 |
|
R3 |
4.535 |
4.426 |
4.152 |
|
R2 |
4.308 |
4.308 |
4.132 |
|
R1 |
4.199 |
4.199 |
4.111 |
4.254 |
PP |
4.081 |
4.081 |
4.081 |
4.108 |
S1 |
3.972 |
3.972 |
4.069 |
4.027 |
S2 |
3.854 |
3.854 |
4.048 |
|
S3 |
3.627 |
3.745 |
4.028 |
|
S4 |
3.400 |
3.518 |
3.965 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.203 |
4.041 |
0.162 |
3.9% |
0.087 |
2.1% |
90% |
True |
True |
9,429 |
10 |
4.263 |
3.874 |
0.389 |
9.3% |
0.107 |
2.6% |
80% |
False |
False |
8,452 |
20 |
4.263 |
3.874 |
0.389 |
9.3% |
0.086 |
2.1% |
80% |
False |
False |
6,506 |
40 |
4.263 |
3.742 |
0.521 |
12.4% |
0.076 |
1.8% |
85% |
False |
False |
5,962 |
60 |
4.263 |
3.537 |
0.726 |
17.3% |
0.072 |
1.7% |
90% |
False |
False |
4,780 |
80 |
4.263 |
3.537 |
0.726 |
17.3% |
0.066 |
1.6% |
90% |
False |
False |
3,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.892 |
2.618 |
4.627 |
1.618 |
4.465 |
1.000 |
4.365 |
0.618 |
4.303 |
HIGH |
4.203 |
0.618 |
4.141 |
0.500 |
4.122 |
0.382 |
4.103 |
LOW |
4.041 |
0.618 |
3.941 |
1.000 |
3.879 |
1.618 |
3.779 |
2.618 |
3.617 |
4.250 |
3.353 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.165 |
4.165 |
PP |
4.144 |
4.144 |
S1 |
4.122 |
4.122 |
|