NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.109 |
4.032 |
-0.077 |
-1.9% |
3.952 |
| High |
4.113 |
4.202 |
0.089 |
2.2% |
4.193 |
| Low |
4.057 |
4.018 |
-0.039 |
-1.0% |
3.952 |
| Close |
4.081 |
4.179 |
0.098 |
2.4% |
4.081 |
| Range |
0.056 |
0.184 |
0.128 |
228.6% |
0.241 |
| ATR |
0.097 |
0.103 |
0.006 |
6.4% |
0.000 |
| Volume |
90,985 |
38,739 |
-52,246 |
-57.4% |
299,568 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.685 |
4.616 |
4.280 |
|
| R3 |
4.501 |
4.432 |
4.230 |
|
| R2 |
4.317 |
4.317 |
4.213 |
|
| R1 |
4.248 |
4.248 |
4.196 |
4.283 |
| PP |
4.133 |
4.133 |
4.133 |
4.150 |
| S1 |
4.064 |
4.064 |
4.162 |
4.099 |
| S2 |
3.949 |
3.949 |
4.145 |
|
| S3 |
3.765 |
3.880 |
4.128 |
|
| S4 |
3.581 |
3.696 |
4.078 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.798 |
4.681 |
4.214 |
|
| R3 |
4.557 |
4.440 |
4.147 |
|
| R2 |
4.316 |
4.316 |
4.125 |
|
| R1 |
4.199 |
4.199 |
4.103 |
4.258 |
| PP |
4.075 |
4.075 |
4.075 |
4.105 |
| S1 |
3.958 |
3.958 |
4.059 |
4.017 |
| S2 |
3.834 |
3.834 |
4.037 |
|
| S3 |
3.593 |
3.717 |
4.015 |
|
| S4 |
3.352 |
3.476 |
3.948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.202 |
4.018 |
0.184 |
4.4% |
0.099 |
2.4% |
88% |
True |
True |
57,963 |
| 10 |
4.263 |
3.858 |
0.405 |
9.7% |
0.118 |
2.8% |
79% |
False |
False |
51,567 |
| 20 |
4.263 |
3.858 |
0.405 |
9.7% |
0.100 |
2.4% |
79% |
False |
False |
41,858 |
| 40 |
4.263 |
3.689 |
0.574 |
13.7% |
0.089 |
2.1% |
85% |
False |
False |
44,223 |
| 60 |
4.263 |
3.462 |
0.801 |
19.2% |
0.085 |
2.0% |
90% |
False |
False |
36,218 |
| 80 |
4.263 |
3.462 |
0.801 |
19.2% |
0.082 |
2.0% |
90% |
False |
False |
31,083 |
| 100 |
4.263 |
3.462 |
0.801 |
19.2% |
0.080 |
1.9% |
90% |
False |
False |
27,808 |
| 120 |
4.263 |
3.462 |
0.801 |
19.2% |
0.076 |
1.8% |
90% |
False |
False |
24,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.984 |
|
2.618 |
4.684 |
|
1.618 |
4.500 |
|
1.000 |
4.386 |
|
0.618 |
4.316 |
|
HIGH |
4.202 |
|
0.618 |
4.132 |
|
0.500 |
4.110 |
|
0.382 |
4.088 |
|
LOW |
4.018 |
|
0.618 |
3.904 |
|
1.000 |
3.834 |
|
1.618 |
3.720 |
|
2.618 |
3.536 |
|
4.250 |
3.236 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.156 |
4.156 |
| PP |
4.133 |
4.133 |
| S1 |
4.110 |
4.110 |
|