NYMEX Natural Gas Future April 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 |
4.165 |
4.176 |
0.011 |
0.3% |
4.186 |
| High |
4.226 |
4.220 |
-0.006 |
-0.1% |
4.259 |
| Low |
4.105 |
4.140 |
0.035 |
0.9% |
4.098 |
| Close |
4.168 |
4.178 |
0.010 |
0.2% |
4.168 |
| Range |
0.121 |
0.080 |
-0.041 |
-33.9% |
0.161 |
| ATR |
0.085 |
0.085 |
0.000 |
-0.4% |
0.000 |
| Volume |
26,935 |
45,986 |
19,051 |
70.7% |
113,831 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.419 |
4.379 |
4.222 |
|
| R3 |
4.339 |
4.299 |
4.200 |
|
| R2 |
4.259 |
4.259 |
4.193 |
|
| R1 |
4.219 |
4.219 |
4.185 |
4.239 |
| PP |
4.179 |
4.179 |
4.179 |
4.190 |
| S1 |
4.139 |
4.139 |
4.171 |
4.159 |
| S2 |
4.099 |
4.099 |
4.163 |
|
| S3 |
4.019 |
4.059 |
4.156 |
|
| S4 |
3.939 |
3.979 |
4.134 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.658 |
4.574 |
4.257 |
|
| R3 |
4.497 |
4.413 |
4.212 |
|
| R2 |
4.336 |
4.336 |
4.198 |
|
| R1 |
4.252 |
4.252 |
4.183 |
4.214 |
| PP |
4.175 |
4.175 |
4.175 |
4.156 |
| S1 |
4.091 |
4.091 |
4.153 |
4.053 |
| S2 |
4.014 |
4.014 |
4.138 |
|
| S3 |
3.853 |
3.930 |
4.124 |
|
| S4 |
3.692 |
3.769 |
4.079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.259 |
4.098 |
0.161 |
3.9% |
0.101 |
2.4% |
50% |
False |
False |
31,963 |
| 10 |
4.259 |
4.098 |
0.161 |
3.9% |
0.083 |
2.0% |
50% |
False |
False |
32,149 |
| 20 |
4.259 |
4.016 |
0.243 |
5.8% |
0.082 |
2.0% |
67% |
False |
False |
49,472 |
| 40 |
4.259 |
3.535 |
0.724 |
17.3% |
0.080 |
1.9% |
89% |
False |
False |
36,791 |
| 60 |
4.259 |
3.462 |
0.797 |
19.1% |
0.078 |
1.9% |
90% |
False |
False |
30,604 |
| 80 |
4.259 |
3.462 |
0.797 |
19.1% |
0.076 |
1.8% |
90% |
False |
False |
26,777 |
| 100 |
4.259 |
3.462 |
0.797 |
19.1% |
0.073 |
1.8% |
90% |
False |
False |
23,563 |
| 120 |
4.259 |
3.462 |
0.797 |
19.1% |
0.072 |
1.7% |
90% |
False |
False |
21,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.560 |
|
2.618 |
4.429 |
|
1.618 |
4.349 |
|
1.000 |
4.300 |
|
0.618 |
4.269 |
|
HIGH |
4.220 |
|
0.618 |
4.189 |
|
0.500 |
4.180 |
|
0.382 |
4.171 |
|
LOW |
4.140 |
|
0.618 |
4.091 |
|
1.000 |
4.060 |
|
1.618 |
4.011 |
|
2.618 |
3.931 |
|
4.250 |
3.800 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.180 |
4.174 |
| PP |
4.179 |
4.170 |
| S1 |
4.179 |
4.166 |
|