NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.176 |
4.185 |
0.009 |
0.2% |
4.186 |
| High |
4.220 |
4.263 |
0.043 |
1.0% |
4.259 |
| Low |
4.140 |
4.128 |
-0.012 |
-0.3% |
4.098 |
| Close |
4.178 |
4.149 |
-0.029 |
-0.7% |
4.168 |
| Range |
0.080 |
0.135 |
0.055 |
68.8% |
0.161 |
| ATR |
0.085 |
0.088 |
0.004 |
4.3% |
0.000 |
| Volume |
45,986 |
24,666 |
-21,320 |
-46.4% |
113,831 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.585 |
4.502 |
4.223 |
|
| R3 |
4.450 |
4.367 |
4.186 |
|
| R2 |
4.315 |
4.315 |
4.174 |
|
| R1 |
4.232 |
4.232 |
4.161 |
4.206 |
| PP |
4.180 |
4.180 |
4.180 |
4.167 |
| S1 |
4.097 |
4.097 |
4.137 |
4.071 |
| S2 |
4.045 |
4.045 |
4.124 |
|
| S3 |
3.910 |
3.962 |
4.112 |
|
| S4 |
3.775 |
3.827 |
4.075 |
|
|
| 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 |
4.263 |
4.098 |
0.165 |
4.0% |
0.114 |
2.8% |
31% |
True |
False |
32,018 |
| 10 |
4.263 |
4.098 |
0.165 |
4.0% |
0.090 |
2.2% |
31% |
True |
False |
28,061 |
| 20 |
4.263 |
4.047 |
0.216 |
5.2% |
0.086 |
2.1% |
47% |
True |
False |
45,235 |
| 40 |
4.263 |
3.535 |
0.728 |
17.5% |
0.081 |
1.9% |
84% |
True |
False |
36,837 |
| 60 |
4.263 |
3.462 |
0.801 |
19.3% |
0.079 |
1.9% |
86% |
True |
False |
30,798 |
| 80 |
4.263 |
3.462 |
0.801 |
19.3% |
0.076 |
1.8% |
86% |
True |
False |
26,912 |
| 100 |
4.263 |
3.462 |
0.801 |
19.3% |
0.074 |
1.8% |
86% |
True |
False |
23,698 |
| 120 |
4.263 |
3.462 |
0.801 |
19.3% |
0.073 |
1.8% |
86% |
True |
False |
21,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.837 |
|
2.618 |
4.616 |
|
1.618 |
4.481 |
|
1.000 |
4.398 |
|
0.618 |
4.346 |
|
HIGH |
4.263 |
|
0.618 |
4.211 |
|
0.500 |
4.196 |
|
0.382 |
4.180 |
|
LOW |
4.128 |
|
0.618 |
4.045 |
|
1.000 |
3.993 |
|
1.618 |
3.910 |
|
2.618 |
3.775 |
|
4.250 |
3.554 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.196 |
4.184 |
| PP |
4.180 |
4.172 |
| S1 |
4.165 |
4.161 |
|