NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.269 |
4.295 |
0.026 |
0.6% |
4.367 |
| High |
4.366 |
4.348 |
-0.018 |
-0.4% |
4.427 |
| Low |
4.190 |
4.241 |
0.051 |
1.2% |
4.180 |
| Close |
4.282 |
4.284 |
0.002 |
0.0% |
4.282 |
| Range |
0.176 |
0.107 |
-0.069 |
-39.2% |
0.247 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.8% |
0.000 |
| Volume |
62,788 |
73,502 |
10,714 |
17.1% |
193,356 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.612 |
4.555 |
4.343 |
|
| R3 |
4.505 |
4.448 |
4.313 |
|
| R2 |
4.398 |
4.398 |
4.304 |
|
| R1 |
4.341 |
4.341 |
4.294 |
4.316 |
| PP |
4.291 |
4.291 |
4.291 |
4.279 |
| S1 |
4.234 |
4.234 |
4.274 |
4.209 |
| S2 |
4.184 |
4.184 |
4.264 |
|
| S3 |
4.077 |
4.127 |
4.255 |
|
| S4 |
3.970 |
4.020 |
4.225 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.037 |
4.907 |
4.418 |
|
| R3 |
4.790 |
4.660 |
4.350 |
|
| R2 |
4.543 |
4.543 |
4.327 |
|
| R1 |
4.413 |
4.413 |
4.305 |
4.355 |
| PP |
4.296 |
4.296 |
4.296 |
4.267 |
| S1 |
4.166 |
4.166 |
4.259 |
4.108 |
| S2 |
4.049 |
4.049 |
4.237 |
|
| S3 |
3.802 |
3.919 |
4.214 |
|
| S4 |
3.555 |
3.672 |
4.146 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.427 |
4.180 |
0.247 |
5.8% |
0.135 |
3.2% |
42% |
False |
False |
53,371 |
| 10 |
4.550 |
4.180 |
0.370 |
8.6% |
0.117 |
2.7% |
28% |
False |
False |
49,501 |
| 20 |
4.550 |
4.077 |
0.473 |
11.0% |
0.117 |
2.7% |
44% |
False |
False |
69,313 |
| 40 |
4.550 |
3.540 |
1.010 |
23.6% |
0.103 |
2.4% |
74% |
False |
False |
48,233 |
| 60 |
4.550 |
3.469 |
1.081 |
25.2% |
0.095 |
2.2% |
75% |
False |
False |
38,821 |
| 80 |
4.550 |
3.469 |
1.081 |
25.2% |
0.090 |
2.1% |
75% |
False |
False |
32,739 |
| 100 |
4.550 |
3.469 |
1.081 |
25.2% |
0.087 |
2.0% |
75% |
False |
False |
27,961 |
| 120 |
4.550 |
3.469 |
1.081 |
25.2% |
0.085 |
2.0% |
75% |
False |
False |
24,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.803 |
|
2.618 |
4.628 |
|
1.618 |
4.521 |
|
1.000 |
4.455 |
|
0.618 |
4.414 |
|
HIGH |
4.348 |
|
0.618 |
4.307 |
|
0.500 |
4.295 |
|
0.382 |
4.282 |
|
LOW |
4.241 |
|
0.618 |
4.175 |
|
1.000 |
4.134 |
|
1.618 |
4.068 |
|
2.618 |
3.961 |
|
4.250 |
3.786 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.295 |
4.280 |
| PP |
4.291 |
4.277 |
| S1 |
4.288 |
4.273 |
|