NYMEX Natural Gas Future March 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 |
4.150 |
4.002 |
-0.148 |
-3.6% |
4.295 |
| High |
4.161 |
4.068 |
-0.093 |
-2.2% |
4.403 |
| Low |
3.977 |
3.936 |
-0.041 |
-1.0% |
3.936 |
| Close |
3.982 |
4.021 |
0.039 |
1.0% |
4.021 |
| Range |
0.184 |
0.132 |
-0.052 |
-28.3% |
0.467 |
| ATR |
0.132 |
0.132 |
0.000 |
0.0% |
0.000 |
| Volume |
113,433 |
95,718 |
-17,715 |
-15.6% |
401,208 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.404 |
4.345 |
4.094 |
|
| R3 |
4.272 |
4.213 |
4.057 |
|
| R2 |
4.140 |
4.140 |
4.045 |
|
| R1 |
4.081 |
4.081 |
4.033 |
4.111 |
| PP |
4.008 |
4.008 |
4.008 |
4.023 |
| S1 |
3.949 |
3.949 |
4.009 |
3.979 |
| S2 |
3.876 |
3.876 |
3.997 |
|
| S3 |
3.744 |
3.817 |
3.985 |
|
| S4 |
3.612 |
3.685 |
3.948 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.521 |
5.238 |
4.278 |
|
| R3 |
5.054 |
4.771 |
4.149 |
|
| R2 |
4.587 |
4.587 |
4.107 |
|
| R1 |
4.304 |
4.304 |
4.064 |
4.212 |
| PP |
4.120 |
4.120 |
4.120 |
4.074 |
| S1 |
3.837 |
3.837 |
3.978 |
3.745 |
| S2 |
3.653 |
3.653 |
3.935 |
|
| S3 |
3.186 |
3.370 |
3.893 |
|
| S4 |
2.719 |
2.903 |
3.764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.403 |
3.936 |
0.467 |
11.6% |
0.155 |
3.8% |
18% |
False |
True |
80,241 |
| 10 |
4.440 |
3.936 |
0.504 |
12.5% |
0.148 |
3.7% |
17% |
False |
True |
61,743 |
| 20 |
4.550 |
3.936 |
0.614 |
15.3% |
0.129 |
3.2% |
14% |
False |
True |
66,546 |
| 40 |
4.550 |
3.540 |
1.010 |
25.1% |
0.111 |
2.8% |
48% |
False |
False |
53,974 |
| 60 |
4.550 |
3.469 |
1.081 |
26.9% |
0.102 |
2.5% |
51% |
False |
False |
43,032 |
| 80 |
4.550 |
3.469 |
1.081 |
26.9% |
0.095 |
2.4% |
51% |
False |
False |
36,107 |
| 100 |
4.550 |
3.469 |
1.081 |
26.9% |
0.091 |
2.3% |
51% |
False |
False |
30,906 |
| 120 |
4.550 |
3.469 |
1.081 |
26.9% |
0.088 |
2.2% |
51% |
False |
False |
27,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.629 |
|
2.618 |
4.414 |
|
1.618 |
4.282 |
|
1.000 |
4.200 |
|
0.618 |
4.150 |
|
HIGH |
4.068 |
|
0.618 |
4.018 |
|
0.500 |
4.002 |
|
0.382 |
3.986 |
|
LOW |
3.936 |
|
0.618 |
3.854 |
|
1.000 |
3.804 |
|
1.618 |
3.722 |
|
2.618 |
3.590 |
|
4.250 |
3.375 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.015 |
4.131 |
| PP |
4.008 |
4.094 |
| S1 |
4.002 |
4.058 |
|