NYMEX Natural Gas Future July 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 |
4.060 |
3.959 |
-0.101 |
-2.5% |
4.234 |
High |
4.082 |
3.992 |
-0.090 |
-2.2% |
4.286 |
Low |
3.938 |
3.910 |
-0.028 |
-0.7% |
3.910 |
Close |
3.942 |
3.948 |
0.006 |
0.2% |
3.948 |
Range |
0.144 |
0.082 |
-0.062 |
-43.1% |
0.376 |
ATR |
0.083 |
0.083 |
0.000 |
-0.1% |
0.000 |
Volume |
5,450 |
7,011 |
1,561 |
28.6% |
24,497 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.196 |
4.154 |
3.993 |
|
R3 |
4.114 |
4.072 |
3.971 |
|
R2 |
4.032 |
4.032 |
3.963 |
|
R1 |
3.990 |
3.990 |
3.956 |
3.970 |
PP |
3.950 |
3.950 |
3.950 |
3.940 |
S1 |
3.908 |
3.908 |
3.940 |
3.888 |
S2 |
3.868 |
3.868 |
3.933 |
|
S3 |
3.786 |
3.826 |
3.925 |
|
S4 |
3.704 |
3.744 |
3.903 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.176 |
4.938 |
4.155 |
|
R3 |
4.800 |
4.562 |
4.051 |
|
R2 |
4.424 |
4.424 |
4.017 |
|
R1 |
4.186 |
4.186 |
3.982 |
4.117 |
PP |
4.048 |
4.048 |
4.048 |
4.014 |
S1 |
3.810 |
3.810 |
3.914 |
3.741 |
S2 |
3.672 |
3.672 |
3.879 |
|
S3 |
3.296 |
3.434 |
3.845 |
|
S4 |
2.920 |
3.058 |
3.741 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.286 |
3.910 |
0.376 |
9.5% |
0.111 |
2.8% |
10% |
False |
True |
4,899 |
10 |
4.286 |
3.910 |
0.376 |
9.5% |
0.087 |
2.2% |
10% |
False |
True |
3,646 |
20 |
4.286 |
3.910 |
0.376 |
9.5% |
0.074 |
1.9% |
10% |
False |
True |
3,682 |
40 |
4.286 |
3.652 |
0.634 |
16.1% |
0.067 |
1.7% |
47% |
False |
False |
3,526 |
60 |
4.286 |
3.581 |
0.705 |
17.9% |
0.063 |
1.6% |
52% |
False |
False |
2,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.341 |
2.618 |
4.207 |
1.618 |
4.125 |
1.000 |
4.074 |
0.618 |
4.043 |
HIGH |
3.992 |
0.618 |
3.961 |
0.500 |
3.951 |
0.382 |
3.941 |
LOW |
3.910 |
0.618 |
3.859 |
1.000 |
3.828 |
1.618 |
3.777 |
2.618 |
3.695 |
4.250 |
3.562 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
3.951 |
4.061 |
PP |
3.950 |
4.023 |
S1 |
3.949 |
3.986 |
|