NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 31-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
5.467 |
4.900 |
-0.567 |
-10.4% |
4.958 |
| High |
5.477 |
4.995 |
-0.482 |
-8.8% |
5.486 |
| Low |
4.900 |
4.721 |
-0.179 |
-3.7% |
4.650 |
| Close |
5.011 |
4.943 |
-0.068 |
-1.4% |
4.943 |
| Range |
0.577 |
0.274 |
-0.303 |
-52.5% |
0.836 |
| ATR |
0.269 |
0.270 |
0.002 |
0.6% |
0.000 |
| Volume |
287,690 |
187,066 |
-100,624 |
-35.0% |
1,212,496 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.708 |
5.600 |
5.094 |
|
| R3 |
5.434 |
5.326 |
5.018 |
|
| R2 |
5.160 |
5.160 |
4.993 |
|
| R1 |
5.052 |
5.052 |
4.968 |
5.106 |
| PP |
4.886 |
4.886 |
4.886 |
4.914 |
| S1 |
4.778 |
4.778 |
4.918 |
4.832 |
| S2 |
4.612 |
4.612 |
4.893 |
|
| S3 |
4.338 |
4.504 |
4.868 |
|
| S4 |
4.064 |
4.230 |
4.792 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.534 |
7.075 |
5.403 |
|
| R3 |
6.698 |
6.239 |
5.173 |
|
| R2 |
5.862 |
5.862 |
5.096 |
|
| R1 |
5.403 |
5.403 |
5.020 |
5.215 |
| PP |
5.026 |
5.026 |
5.026 |
4.932 |
| S1 |
4.567 |
4.567 |
4.866 |
4.379 |
| S2 |
4.190 |
4.190 |
4.790 |
|
| S3 |
3.354 |
3.731 |
4.713 |
|
| S4 |
2.518 |
2.895 |
4.483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.486 |
4.650 |
0.836 |
16.9% |
0.471 |
9.5% |
35% |
False |
False |
242,499 |
| 10 |
5.486 |
4.143 |
1.343 |
27.2% |
0.359 |
7.3% |
60% |
False |
False |
189,270 |
| 20 |
5.486 |
3.936 |
1.550 |
31.4% |
0.255 |
5.2% |
65% |
False |
False |
141,907 |
| 40 |
5.486 |
3.935 |
1.551 |
31.4% |
0.184 |
3.7% |
65% |
False |
False |
104,059 |
| 60 |
5.486 |
3.469 |
2.017 |
40.8% |
0.152 |
3.1% |
73% |
False |
False |
78,146 |
| 80 |
5.486 |
3.469 |
2.017 |
40.8% |
0.133 |
2.7% |
73% |
False |
False |
63,433 |
| 100 |
5.486 |
3.469 |
2.017 |
40.8% |
0.122 |
2.5% |
73% |
False |
False |
53,368 |
| 120 |
5.486 |
3.469 |
2.017 |
40.8% |
0.113 |
2.3% |
73% |
False |
False |
45,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.160 |
|
2.618 |
5.712 |
|
1.618 |
5.438 |
|
1.000 |
5.269 |
|
0.618 |
5.164 |
|
HIGH |
4.995 |
|
0.618 |
4.890 |
|
0.500 |
4.858 |
|
0.382 |
4.826 |
|
LOW |
4.721 |
|
0.618 |
4.552 |
|
1.000 |
4.447 |
|
1.618 |
4.278 |
|
2.618 |
4.004 |
|
4.250 |
3.557 |
|
|
| Fisher Pivots for day following 31-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.915 |
5.104 |
| PP |
4.886 |
5.050 |
| S1 |
4.858 |
4.997 |
|