NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.032 |
4.202 |
0.170 |
4.2% |
3.952 |
| High |
4.202 |
4.291 |
0.089 |
2.1% |
4.193 |
| Low |
4.018 |
4.188 |
0.170 |
4.2% |
3.952 |
| Close |
4.179 |
4.268 |
0.089 |
2.1% |
4.081 |
| Range |
0.184 |
0.103 |
-0.081 |
-44.0% |
0.241 |
| ATR |
0.103 |
0.104 |
0.001 |
0.6% |
0.000 |
| Volume |
38,739 |
42,857 |
4,118 |
10.6% |
299,568 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.558 |
4.516 |
4.325 |
|
| R3 |
4.455 |
4.413 |
4.296 |
|
| R2 |
4.352 |
4.352 |
4.287 |
|
| R1 |
4.310 |
4.310 |
4.277 |
4.331 |
| PP |
4.249 |
4.249 |
4.249 |
4.260 |
| S1 |
4.207 |
4.207 |
4.259 |
4.228 |
| S2 |
4.146 |
4.146 |
4.249 |
|
| S3 |
4.043 |
4.104 |
4.240 |
|
| S4 |
3.940 |
4.001 |
4.211 |
|
|
| 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 |
4.291 |
4.018 |
0.273 |
6.4% |
0.104 |
2.4% |
92% |
True |
False |
55,801 |
| 10 |
4.291 |
3.858 |
0.433 |
10.1% |
0.115 |
2.7% |
95% |
True |
False |
53,386 |
| 20 |
4.291 |
3.858 |
0.433 |
10.1% |
0.102 |
2.4% |
95% |
True |
False |
40,723 |
| 40 |
4.291 |
3.709 |
0.582 |
13.6% |
0.090 |
2.1% |
96% |
True |
False |
44,863 |
| 60 |
4.291 |
3.462 |
0.829 |
19.4% |
0.086 |
2.0% |
97% |
True |
False |
36,676 |
| 80 |
4.291 |
3.462 |
0.829 |
19.4% |
0.081 |
1.9% |
97% |
True |
False |
31,495 |
| 100 |
4.291 |
3.462 |
0.829 |
19.4% |
0.080 |
1.9% |
97% |
True |
False |
28,133 |
| 120 |
4.291 |
3.462 |
0.829 |
19.4% |
0.077 |
1.8% |
97% |
True |
False |
25,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.729 |
|
2.618 |
4.561 |
|
1.618 |
4.458 |
|
1.000 |
4.394 |
|
0.618 |
4.355 |
|
HIGH |
4.291 |
|
0.618 |
4.252 |
|
0.500 |
4.240 |
|
0.382 |
4.227 |
|
LOW |
4.188 |
|
0.618 |
4.124 |
|
1.000 |
4.085 |
|
1.618 |
4.021 |
|
2.618 |
3.918 |
|
4.250 |
3.750 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.259 |
4.230 |
| PP |
4.249 |
4.192 |
| S1 |
4.240 |
4.155 |
|