NYMEX Natural Gas Future February 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.232 |
4.298 |
0.066 |
1.6% |
4.403 |
| High |
4.331 |
4.390 |
0.059 |
1.4% |
4.472 |
| Low |
4.213 |
4.206 |
-0.007 |
-0.2% |
4.206 |
| Close |
4.321 |
4.304 |
-0.017 |
-0.4% |
4.304 |
| Range |
0.118 |
0.184 |
0.066 |
55.9% |
0.266 |
| ATR |
0.121 |
0.126 |
0.004 |
3.7% |
0.000 |
| Volume |
97,997 |
141,973 |
43,976 |
44.9% |
426,815 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.852 |
4.762 |
4.405 |
|
| R3 |
4.668 |
4.578 |
4.355 |
|
| R2 |
4.484 |
4.484 |
4.338 |
|
| R1 |
4.394 |
4.394 |
4.321 |
4.439 |
| PP |
4.300 |
4.300 |
4.300 |
4.323 |
| S1 |
4.210 |
4.210 |
4.287 |
4.255 |
| S2 |
4.116 |
4.116 |
4.270 |
|
| S3 |
3.932 |
4.026 |
4.253 |
|
| S4 |
3.748 |
3.842 |
4.203 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.125 |
4.981 |
4.450 |
|
| R3 |
4.859 |
4.715 |
4.377 |
|
| R2 |
4.593 |
4.593 |
4.353 |
|
| R1 |
4.449 |
4.449 |
4.328 |
4.388 |
| PP |
4.327 |
4.327 |
4.327 |
4.297 |
| S1 |
4.183 |
4.183 |
4.280 |
4.122 |
| S2 |
4.061 |
4.061 |
4.255 |
|
| S3 |
3.795 |
3.917 |
4.231 |
|
| S4 |
3.529 |
3.651 |
4.158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.494 |
4.206 |
0.288 |
6.7% |
0.151 |
3.5% |
34% |
False |
True |
108,748 |
| 10 |
4.578 |
4.206 |
0.372 |
8.6% |
0.132 |
3.1% |
26% |
False |
True |
90,226 |
| 20 |
4.578 |
3.947 |
0.631 |
14.7% |
0.126 |
2.9% |
57% |
False |
False |
84,952 |
| 40 |
4.578 |
3.547 |
1.031 |
24.0% |
0.107 |
2.5% |
73% |
False |
False |
55,993 |
| 60 |
4.578 |
3.476 |
1.102 |
25.6% |
0.099 |
2.3% |
75% |
False |
False |
42,342 |
| 80 |
4.578 |
3.476 |
1.102 |
25.6% |
0.095 |
2.2% |
75% |
False |
False |
34,219 |
| 100 |
4.578 |
3.476 |
1.102 |
25.6% |
0.089 |
2.1% |
75% |
False |
False |
28,378 |
| 120 |
4.578 |
3.476 |
1.102 |
25.6% |
0.086 |
2.0% |
75% |
False |
False |
24,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.172 |
|
2.618 |
4.872 |
|
1.618 |
4.688 |
|
1.000 |
4.574 |
|
0.618 |
4.504 |
|
HIGH |
4.390 |
|
0.618 |
4.320 |
|
0.500 |
4.298 |
|
0.382 |
4.276 |
|
LOW |
4.206 |
|
0.618 |
4.092 |
|
1.000 |
4.022 |
|
1.618 |
3.908 |
|
2.618 |
3.724 |
|
4.250 |
3.424 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.302 |
4.327 |
| PP |
4.300 |
4.319 |
| S1 |
4.298 |
4.312 |
|