NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3.908 |
3.952 |
0.044 |
1.1% |
4.176 |
| High |
3.952 |
4.084 |
0.132 |
3.3% |
4.263 |
| Low |
3.858 |
3.952 |
0.094 |
2.4% |
3.858 |
| Close |
3.905 |
4.056 |
0.151 |
3.9% |
3.905 |
| Range |
0.094 |
0.132 |
0.038 |
40.4% |
0.405 |
| ATR |
0.098 |
0.104 |
0.006 |
5.9% |
0.000 |
| Volume |
67,116 |
48,492 |
-18,624 |
-27.7% |
223,351 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.427 |
4.373 |
4.129 |
|
| R3 |
4.295 |
4.241 |
4.092 |
|
| R2 |
4.163 |
4.163 |
4.080 |
|
| R1 |
4.109 |
4.109 |
4.068 |
4.136 |
| PP |
4.031 |
4.031 |
4.031 |
4.044 |
| S1 |
3.977 |
3.977 |
4.044 |
4.004 |
| S2 |
3.899 |
3.899 |
4.032 |
|
| S3 |
3.767 |
3.845 |
4.020 |
|
| S4 |
3.635 |
3.713 |
3.983 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.224 |
4.969 |
4.128 |
|
| R3 |
4.819 |
4.564 |
4.016 |
|
| R2 |
4.414 |
4.414 |
3.979 |
|
| R1 |
4.159 |
4.159 |
3.942 |
4.084 |
| PP |
4.009 |
4.009 |
4.009 |
3.971 |
| S1 |
3.754 |
3.754 |
3.868 |
3.679 |
| S2 |
3.604 |
3.604 |
3.831 |
|
| S3 |
3.199 |
3.349 |
3.794 |
|
| S4 |
2.794 |
2.944 |
3.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.263 |
3.858 |
0.405 |
10.0% |
0.137 |
3.4% |
49% |
False |
False |
45,171 |
| 10 |
4.263 |
3.858 |
0.405 |
10.0% |
0.119 |
2.9% |
49% |
False |
False |
38,567 |
| 20 |
4.263 |
3.858 |
0.405 |
10.0% |
0.096 |
2.4% |
49% |
False |
False |
42,003 |
| 40 |
4.263 |
3.535 |
0.728 |
17.9% |
0.088 |
2.2% |
72% |
False |
False |
39,412 |
| 60 |
4.263 |
3.462 |
0.801 |
19.7% |
0.084 |
2.1% |
74% |
False |
False |
32,892 |
| 80 |
4.263 |
3.462 |
0.801 |
19.7% |
0.080 |
2.0% |
74% |
False |
False |
28,528 |
| 100 |
4.263 |
3.462 |
0.801 |
19.7% |
0.077 |
1.9% |
74% |
False |
False |
25,327 |
| 120 |
4.263 |
3.462 |
0.801 |
19.7% |
0.075 |
1.8% |
74% |
False |
False |
22,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.645 |
|
2.618 |
4.430 |
|
1.618 |
4.298 |
|
1.000 |
4.216 |
|
0.618 |
4.166 |
|
HIGH |
4.084 |
|
0.618 |
4.034 |
|
0.500 |
4.018 |
|
0.382 |
4.002 |
|
LOW |
3.952 |
|
0.618 |
3.870 |
|
1.000 |
3.820 |
|
1.618 |
3.738 |
|
2.618 |
3.606 |
|
4.250 |
3.391 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.043 |
4.028 |
| PP |
4.031 |
3.999 |
| S1 |
4.018 |
3.971 |
|