NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.385 |
4.193 |
-0.192 |
-4.4% |
4.514 |
| High |
4.400 |
4.300 |
-0.100 |
-2.3% |
4.550 |
| Low |
4.188 |
4.180 |
-0.008 |
-0.2% |
4.299 |
| Close |
4.193 |
4.296 |
0.103 |
2.5% |
4.336 |
| Range |
0.212 |
0.120 |
-0.092 |
-43.4% |
0.251 |
| ATR |
0.115 |
0.115 |
0.000 |
0.3% |
0.000 |
| Volume |
38,561 |
45,280 |
6,719 |
17.4% |
144,243 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.619 |
4.577 |
4.362 |
|
| R3 |
4.499 |
4.457 |
4.329 |
|
| R2 |
4.379 |
4.379 |
4.318 |
|
| R1 |
4.337 |
4.337 |
4.307 |
4.358 |
| PP |
4.259 |
4.259 |
4.259 |
4.269 |
| S1 |
4.217 |
4.217 |
4.285 |
4.238 |
| S2 |
4.139 |
4.139 |
4.274 |
|
| S3 |
4.019 |
4.097 |
4.263 |
|
| S4 |
3.899 |
3.977 |
4.230 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.148 |
4.993 |
4.474 |
|
| R3 |
4.897 |
4.742 |
4.405 |
|
| R2 |
4.646 |
4.646 |
4.382 |
|
| R1 |
4.491 |
4.491 |
4.359 |
4.443 |
| PP |
4.395 |
4.395 |
4.395 |
4.371 |
| S1 |
4.240 |
4.240 |
4.313 |
4.192 |
| S2 |
4.144 |
4.144 |
4.290 |
|
| S3 |
3.893 |
3.989 |
4.267 |
|
| S4 |
3.642 |
3.738 |
4.198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.485 |
4.180 |
0.305 |
7.1% |
0.127 |
3.0% |
38% |
False |
True |
34,126 |
| 10 |
4.550 |
4.180 |
0.370 |
8.6% |
0.119 |
2.8% |
31% |
False |
True |
46,092 |
| 20 |
4.550 |
3.935 |
0.615 |
14.3% |
0.114 |
2.6% |
59% |
False |
False |
66,211 |
| 40 |
4.550 |
3.469 |
1.081 |
25.2% |
0.100 |
2.3% |
77% |
False |
False |
46,266 |
| 60 |
4.550 |
3.469 |
1.081 |
25.2% |
0.092 |
2.2% |
77% |
False |
False |
37,275 |
| 80 |
4.550 |
3.469 |
1.081 |
25.2% |
0.089 |
2.1% |
77% |
False |
False |
31,233 |
| 100 |
4.550 |
3.469 |
1.081 |
25.2% |
0.085 |
2.0% |
77% |
False |
False |
26,810 |
| 120 |
4.550 |
3.469 |
1.081 |
25.2% |
0.084 |
2.0% |
77% |
False |
False |
23,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.810 |
|
2.618 |
4.614 |
|
1.618 |
4.494 |
|
1.000 |
4.420 |
|
0.618 |
4.374 |
|
HIGH |
4.300 |
|
0.618 |
4.254 |
|
0.500 |
4.240 |
|
0.382 |
4.226 |
|
LOW |
4.180 |
|
0.618 |
4.106 |
|
1.000 |
4.060 |
|
1.618 |
3.986 |
|
2.618 |
3.866 |
|
4.250 |
3.670 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.277 |
4.304 |
| PP |
4.259 |
4.301 |
| S1 |
4.240 |
4.299 |
|