NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.203 |
4.060 |
-0.143 |
-3.4% |
4.260 |
High |
4.211 |
4.082 |
-0.129 |
-3.1% |
4.273 |
Low |
4.064 |
3.938 |
-0.126 |
-3.1% |
4.140 |
Close |
4.093 |
3.942 |
-0.151 |
-3.7% |
4.204 |
Range |
0.147 |
0.144 |
-0.003 |
-2.0% |
0.133 |
ATR |
0.078 |
0.083 |
0.006 |
7.1% |
0.000 |
Volume |
5,316 |
5,450 |
134 |
2.5% |
10,938 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.419 |
4.325 |
4.021 |
|
R3 |
4.275 |
4.181 |
3.982 |
|
R2 |
4.131 |
4.131 |
3.968 |
|
R1 |
4.037 |
4.037 |
3.955 |
4.012 |
PP |
3.987 |
3.987 |
3.987 |
3.975 |
S1 |
3.893 |
3.893 |
3.929 |
3.868 |
S2 |
3.843 |
3.843 |
3.916 |
|
S3 |
3.699 |
3.749 |
3.902 |
|
S4 |
3.555 |
3.605 |
3.863 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.605 |
4.537 |
4.277 |
|
R3 |
4.472 |
4.404 |
4.241 |
|
R2 |
4.339 |
4.339 |
4.228 |
|
R1 |
4.271 |
4.271 |
4.216 |
4.239 |
PP |
4.206 |
4.206 |
4.206 |
4.189 |
S1 |
4.138 |
4.138 |
4.192 |
4.106 |
S2 |
4.073 |
4.073 |
4.180 |
|
S3 |
3.940 |
4.005 |
4.167 |
|
S4 |
3.807 |
3.872 |
4.131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.286 |
3.938 |
0.348 |
8.8% |
0.114 |
2.9% |
1% |
False |
True |
4,040 |
10 |
4.286 |
3.938 |
0.348 |
8.8% |
0.087 |
2.2% |
1% |
False |
True |
3,074 |
20 |
4.286 |
3.938 |
0.348 |
8.8% |
0.074 |
1.9% |
1% |
False |
True |
3,564 |
40 |
4.286 |
3.652 |
0.634 |
16.1% |
0.066 |
1.7% |
46% |
False |
False |
3,414 |
60 |
4.286 |
3.581 |
0.705 |
17.9% |
0.063 |
1.6% |
51% |
False |
False |
2,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.694 |
2.618 |
4.459 |
1.618 |
4.315 |
1.000 |
4.226 |
0.618 |
4.171 |
HIGH |
4.082 |
0.618 |
4.027 |
0.500 |
4.010 |
0.382 |
3.993 |
LOW |
3.938 |
0.618 |
3.849 |
1.000 |
3.794 |
1.618 |
3.705 |
2.618 |
3.561 |
4.250 |
3.326 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.010 |
4.112 |
PP |
3.987 |
4.055 |
S1 |
3.965 |
3.999 |
|