NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3.959 |
3.998 |
0.039 |
1.0% |
4.234 |
High |
3.992 |
4.109 |
0.117 |
2.9% |
4.286 |
Low |
3.910 |
3.998 |
0.088 |
2.3% |
3.910 |
Close |
3.948 |
4.085 |
0.137 |
3.5% |
3.948 |
Range |
0.082 |
0.111 |
0.029 |
35.4% |
0.376 |
ATR |
0.083 |
0.089 |
0.006 |
6.7% |
0.000 |
Volume |
7,011 |
6,446 |
-565 |
-8.1% |
24,497 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.397 |
4.352 |
4.146 |
|
R3 |
4.286 |
4.241 |
4.116 |
|
R2 |
4.175 |
4.175 |
4.105 |
|
R1 |
4.130 |
4.130 |
4.095 |
4.153 |
PP |
4.064 |
4.064 |
4.064 |
4.075 |
S1 |
4.019 |
4.019 |
4.075 |
4.042 |
S2 |
3.953 |
3.953 |
4.065 |
|
S3 |
3.842 |
3.908 |
4.054 |
|
S4 |
3.731 |
3.797 |
4.024 |
|
|
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 |
9.2% |
0.122 |
3.0% |
47% |
False |
False |
5,598 |
10 |
4.286 |
3.910 |
0.376 |
9.2% |
0.094 |
2.3% |
47% |
False |
False |
4,188 |
20 |
4.286 |
3.910 |
0.376 |
9.2% |
0.075 |
1.8% |
47% |
False |
False |
3,718 |
40 |
4.286 |
3.652 |
0.634 |
15.5% |
0.069 |
1.7% |
68% |
False |
False |
3,624 |
60 |
4.286 |
3.581 |
0.705 |
17.3% |
0.064 |
1.6% |
71% |
False |
False |
3,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.581 |
2.618 |
4.400 |
1.618 |
4.289 |
1.000 |
4.220 |
0.618 |
4.178 |
HIGH |
4.109 |
0.618 |
4.067 |
0.500 |
4.054 |
0.382 |
4.040 |
LOW |
3.998 |
0.618 |
3.929 |
1.000 |
3.887 |
1.618 |
3.818 |
2.618 |
3.707 |
4.250 |
3.526 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.075 |
4.060 |
PP |
4.064 |
4.035 |
S1 |
4.054 |
4.010 |
|