NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.655 |
4.958 |
0.303 |
6.5% |
4.187 |
| High |
5.046 |
5.199 |
0.153 |
3.0% |
5.046 |
| Low |
4.642 |
4.650 |
0.008 |
0.2% |
4.143 |
| Close |
4.998 |
4.674 |
-0.324 |
-6.5% |
4.998 |
| Range |
0.404 |
0.549 |
0.145 |
35.9% |
0.903 |
| ATR |
0.179 |
0.205 |
0.026 |
14.8% |
0.000 |
| Volume |
210,288 |
229,637 |
19,349 |
9.2% |
602,566 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.488 |
6.130 |
4.976 |
|
| R3 |
5.939 |
5.581 |
4.825 |
|
| R2 |
5.390 |
5.390 |
4.775 |
|
| R1 |
5.032 |
5.032 |
4.724 |
4.937 |
| PP |
4.841 |
4.841 |
4.841 |
4.793 |
| S1 |
4.483 |
4.483 |
4.624 |
4.388 |
| S2 |
4.292 |
4.292 |
4.573 |
|
| S3 |
3.743 |
3.934 |
4.523 |
|
| S4 |
3.194 |
3.385 |
4.372 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.438 |
7.121 |
5.495 |
|
| R3 |
6.535 |
6.218 |
5.246 |
|
| R2 |
5.632 |
5.632 |
5.164 |
|
| R1 |
5.315 |
5.315 |
5.081 |
5.474 |
| PP |
4.729 |
4.729 |
4.729 |
4.808 |
| S1 |
4.412 |
4.412 |
4.915 |
4.571 |
| S2 |
3.826 |
3.826 |
4.832 |
|
| S3 |
2.923 |
3.509 |
4.750 |
|
| S4 |
2.020 |
2.606 |
4.501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.199 |
4.143 |
1.056 |
22.6% |
0.336 |
7.2% |
50% |
True |
False |
166,440 |
| 10 |
5.199 |
4.081 |
1.118 |
23.9% |
0.234 |
5.0% |
53% |
True |
False |
139,129 |
| 20 |
5.199 |
3.936 |
1.263 |
27.0% |
0.191 |
4.1% |
58% |
True |
False |
100,436 |
| 40 |
5.199 |
3.836 |
1.363 |
29.2% |
0.146 |
3.1% |
61% |
True |
False |
82,559 |
| 60 |
5.199 |
3.469 |
1.730 |
37.0% |
0.126 |
2.7% |
70% |
True |
False |
63,195 |
| 80 |
5.199 |
3.469 |
1.730 |
37.0% |
0.114 |
2.4% |
70% |
True |
False |
51,707 |
| 100 |
5.199 |
3.469 |
1.730 |
37.0% |
0.107 |
2.3% |
70% |
True |
False |
43,959 |
| 120 |
5.199 |
3.469 |
1.730 |
37.0% |
0.101 |
2.2% |
70% |
True |
False |
38,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.532 |
|
2.618 |
6.636 |
|
1.618 |
6.087 |
|
1.000 |
5.748 |
|
0.618 |
5.538 |
|
HIGH |
5.199 |
|
0.618 |
4.989 |
|
0.500 |
4.925 |
|
0.382 |
4.860 |
|
LOW |
4.650 |
|
0.618 |
4.311 |
|
1.000 |
4.101 |
|
1.618 |
3.762 |
|
2.618 |
3.213 |
|
4.250 |
2.317 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.925 |
4.851 |
| PP |
4.841 |
4.792 |
| S1 |
4.758 |
4.733 |
|