NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.391 |
4.554 |
0.163 |
3.7% |
4.085 |
| High |
4.585 |
4.745 |
0.160 |
3.5% |
4.444 |
| Low |
4.355 |
4.503 |
0.148 |
3.4% |
4.081 |
| Close |
4.550 |
4.579 |
0.029 |
0.6% |
4.259 |
| Range |
0.230 |
0.242 |
0.012 |
5.2% |
0.363 |
| ATR |
0.150 |
0.156 |
0.007 |
4.4% |
0.000 |
| Volume |
138,886 |
156,926 |
18,040 |
13.0% |
559,087 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.335 |
5.199 |
4.712 |
|
| R3 |
5.093 |
4.957 |
4.646 |
|
| R2 |
4.851 |
4.851 |
4.623 |
|
| R1 |
4.715 |
4.715 |
4.601 |
4.783 |
| PP |
4.609 |
4.609 |
4.609 |
4.643 |
| S1 |
4.473 |
4.473 |
4.557 |
4.541 |
| S2 |
4.367 |
4.367 |
4.535 |
|
| S3 |
4.125 |
4.231 |
4.512 |
|
| S4 |
3.883 |
3.989 |
4.446 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.350 |
5.168 |
4.459 |
|
| R3 |
4.987 |
4.805 |
4.359 |
|
| R2 |
4.624 |
4.624 |
4.326 |
|
| R1 |
4.442 |
4.442 |
4.292 |
4.533 |
| PP |
4.261 |
4.261 |
4.261 |
4.307 |
| S1 |
4.079 |
4.079 |
4.226 |
4.170 |
| S2 |
3.898 |
3.898 |
4.192 |
|
| S3 |
3.535 |
3.716 |
4.159 |
|
| S4 |
3.172 |
3.353 |
4.059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.745 |
4.143 |
0.602 |
13.1% |
0.200 |
4.4% |
72% |
True |
False |
125,948 |
| 10 |
4.745 |
3.936 |
0.809 |
17.7% |
0.170 |
3.7% |
79% |
True |
False |
116,051 |
| 20 |
4.745 |
3.936 |
0.809 |
17.7% |
0.154 |
3.4% |
79% |
True |
False |
81,344 |
| 40 |
4.745 |
3.788 |
0.957 |
20.9% |
0.127 |
2.8% |
83% |
True |
False |
73,160 |
| 60 |
4.745 |
3.469 |
1.276 |
27.9% |
0.113 |
2.5% |
87% |
True |
False |
56,372 |
| 80 |
4.745 |
3.469 |
1.276 |
27.9% |
0.104 |
2.3% |
87% |
True |
False |
46,490 |
| 100 |
4.745 |
3.469 |
1.276 |
27.9% |
0.099 |
2.2% |
87% |
True |
False |
39,830 |
| 120 |
4.745 |
3.469 |
1.276 |
27.9% |
0.094 |
2.1% |
87% |
True |
False |
34,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.774 |
|
2.618 |
5.379 |
|
1.618 |
5.137 |
|
1.000 |
4.987 |
|
0.618 |
4.895 |
|
HIGH |
4.745 |
|
0.618 |
4.653 |
|
0.500 |
4.624 |
|
0.382 |
4.595 |
|
LOW |
4.503 |
|
0.618 |
4.353 |
|
1.000 |
4.261 |
|
1.618 |
4.111 |
|
2.618 |
3.869 |
|
4.250 |
3.475 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.624 |
4.534 |
| PP |
4.609 |
4.489 |
| S1 |
4.594 |
4.444 |
|