NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.102 |
4.085 |
-0.017 |
-0.4% |
4.176 |
| High |
4.145 |
4.193 |
0.048 |
1.2% |
4.263 |
| Low |
4.077 |
4.085 |
0.008 |
0.2% |
3.858 |
| Close |
4.085 |
4.112 |
0.027 |
0.7% |
3.905 |
| Range |
0.068 |
0.108 |
0.040 |
58.8% |
0.405 |
| ATR |
0.100 |
0.100 |
0.001 |
0.6% |
0.000 |
| Volume |
56,092 |
50,333 |
-5,759 |
-10.3% |
223,351 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.454 |
4.391 |
4.171 |
|
| R3 |
4.346 |
4.283 |
4.142 |
|
| R2 |
4.238 |
4.238 |
4.132 |
|
| R1 |
4.175 |
4.175 |
4.122 |
4.207 |
| PP |
4.130 |
4.130 |
4.130 |
4.146 |
| S1 |
4.067 |
4.067 |
4.102 |
4.099 |
| S2 |
4.022 |
4.022 |
4.092 |
|
| S3 |
3.914 |
3.959 |
4.082 |
|
| S4 |
3.806 |
3.851 |
4.053 |
|
|
| 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 |
4.193 |
3.858 |
0.335 |
8.1% |
0.096 |
2.3% |
76% |
True |
False |
55,139 |
| 10 |
4.263 |
3.858 |
0.405 |
9.8% |
0.114 |
2.8% |
63% |
False |
False |
45,886 |
| 20 |
4.263 |
3.858 |
0.405 |
9.8% |
0.099 |
2.4% |
63% |
False |
False |
38,957 |
| 40 |
4.263 |
3.593 |
0.670 |
16.3% |
0.087 |
2.1% |
77% |
False |
False |
41,851 |
| 60 |
4.263 |
3.462 |
0.801 |
19.5% |
0.083 |
2.0% |
81% |
False |
False |
34,655 |
| 80 |
4.263 |
3.462 |
0.801 |
19.5% |
0.081 |
2.0% |
81% |
False |
False |
29,816 |
| 100 |
4.263 |
3.462 |
0.801 |
19.5% |
0.079 |
1.9% |
81% |
False |
False |
26,614 |
| 120 |
4.263 |
3.462 |
0.801 |
19.5% |
0.075 |
1.8% |
81% |
False |
False |
23,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.652 |
|
2.618 |
4.476 |
|
1.618 |
4.368 |
|
1.000 |
4.301 |
|
0.618 |
4.260 |
|
HIGH |
4.193 |
|
0.618 |
4.152 |
|
0.500 |
4.139 |
|
0.382 |
4.126 |
|
LOW |
4.085 |
|
0.618 |
4.018 |
|
1.000 |
3.977 |
|
1.618 |
3.910 |
|
2.618 |
3.802 |
|
4.250 |
3.626 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.139 |
4.125 |
| PP |
4.130 |
4.120 |
| S1 |
4.121 |
4.116 |
|