NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.268 |
4.313 |
0.045 |
1.1% |
4.032 |
| High |
4.380 |
4.454 |
0.074 |
1.7% |
4.454 |
| Low |
4.220 |
4.312 |
0.092 |
2.2% |
4.018 |
| Close |
4.290 |
4.421 |
0.131 |
3.1% |
4.421 |
| Range |
0.160 |
0.142 |
-0.018 |
-11.3% |
0.436 |
| ATR |
0.108 |
0.112 |
0.004 |
3.7% |
0.000 |
| Volume |
62,726 |
79,222 |
16,496 |
26.3% |
223,544 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.822 |
4.763 |
4.499 |
|
| R3 |
4.680 |
4.621 |
4.460 |
|
| R2 |
4.538 |
4.538 |
4.447 |
|
| R1 |
4.479 |
4.479 |
4.434 |
4.509 |
| PP |
4.396 |
4.396 |
4.396 |
4.410 |
| S1 |
4.337 |
4.337 |
4.408 |
4.367 |
| S2 |
4.254 |
4.254 |
4.395 |
|
| S3 |
4.112 |
4.195 |
4.382 |
|
| S4 |
3.970 |
4.053 |
4.343 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.606 |
5.449 |
4.661 |
|
| R3 |
5.170 |
5.013 |
4.541 |
|
| R2 |
4.734 |
4.734 |
4.501 |
|
| R1 |
4.577 |
4.577 |
4.461 |
4.656 |
| PP |
4.298 |
4.298 |
4.298 |
4.337 |
| S1 |
4.141 |
4.141 |
4.381 |
4.220 |
| S2 |
3.862 |
3.862 |
4.341 |
|
| S3 |
3.426 |
3.705 |
4.301 |
|
| S4 |
2.990 |
3.269 |
4.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.454 |
4.018 |
0.436 |
9.9% |
0.129 |
2.9% |
92% |
True |
False |
62,905 |
| 10 |
4.454 |
3.858 |
0.596 |
13.5% |
0.113 |
2.5% |
94% |
True |
False |
59,022 |
| 20 |
4.454 |
3.858 |
0.596 |
13.5% |
0.112 |
2.5% |
94% |
True |
False |
44,565 |
| 40 |
4.454 |
3.763 |
0.691 |
15.6% |
0.093 |
2.1% |
95% |
True |
False |
47,094 |
| 60 |
4.454 |
3.462 |
0.992 |
22.4% |
0.087 |
2.0% |
97% |
True |
False |
38,629 |
| 80 |
4.454 |
3.462 |
0.992 |
22.4% |
0.084 |
1.9% |
97% |
True |
False |
32,854 |
| 100 |
4.454 |
3.462 |
0.992 |
22.4% |
0.081 |
1.8% |
97% |
True |
False |
29,312 |
| 120 |
4.454 |
3.462 |
0.992 |
22.4% |
0.078 |
1.8% |
97% |
True |
False |
26,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.058 |
|
2.618 |
4.826 |
|
1.618 |
4.684 |
|
1.000 |
4.596 |
|
0.618 |
4.542 |
|
HIGH |
4.454 |
|
0.618 |
4.400 |
|
0.500 |
4.383 |
|
0.382 |
4.366 |
|
LOW |
4.312 |
|
0.618 |
4.224 |
|
1.000 |
4.170 |
|
1.618 |
4.082 |
|
2.618 |
3.940 |
|
4.250 |
3.709 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.408 |
4.388 |
| PP |
4.396 |
4.354 |
| S1 |
4.383 |
4.321 |
|