NYMEX Natural Gas Future May 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.015 |
3.899 |
-0.116 |
-2.9% |
4.158 |
| High |
4.054 |
3.942 |
-0.112 |
-2.8% |
4.244 |
| Low |
3.884 |
3.850 |
-0.034 |
-0.9% |
3.850 |
| Close |
3.888 |
3.894 |
0.006 |
0.2% |
3.894 |
| Range |
0.170 |
0.092 |
-0.078 |
-45.9% |
0.394 |
| ATR |
0.091 |
0.091 |
0.000 |
0.1% |
0.000 |
| Volume |
19,328 |
26,138 |
6,810 |
35.2% |
91,466 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.171 |
4.125 |
3.945 |
|
| R3 |
4.079 |
4.033 |
3.919 |
|
| R2 |
3.987 |
3.987 |
3.911 |
|
| R1 |
3.941 |
3.941 |
3.902 |
3.918 |
| PP |
3.895 |
3.895 |
3.895 |
3.884 |
| S1 |
3.849 |
3.849 |
3.886 |
3.826 |
| S2 |
3.803 |
3.803 |
3.877 |
|
| S3 |
3.711 |
3.757 |
3.869 |
|
| S4 |
3.619 |
3.665 |
3.843 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.178 |
4.930 |
4.111 |
|
| R3 |
4.784 |
4.536 |
4.002 |
|
| R2 |
4.390 |
4.390 |
3.966 |
|
| R1 |
4.142 |
4.142 |
3.930 |
4.069 |
| PP |
3.996 |
3.996 |
3.996 |
3.960 |
| S1 |
3.748 |
3.748 |
3.858 |
3.675 |
| S2 |
3.602 |
3.602 |
3.822 |
|
| S3 |
3.208 |
3.354 |
3.786 |
|
| S4 |
2.814 |
2.960 |
3.677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.244 |
3.850 |
0.394 |
10.1% |
0.121 |
3.1% |
11% |
False |
True |
18,293 |
| 10 |
4.244 |
3.850 |
0.394 |
10.1% |
0.104 |
2.7% |
11% |
False |
True |
14,463 |
| 20 |
4.244 |
3.850 |
0.394 |
10.1% |
0.086 |
2.2% |
11% |
False |
True |
14,702 |
| 40 |
4.244 |
3.570 |
0.674 |
17.3% |
0.077 |
2.0% |
48% |
False |
False |
12,478 |
| 60 |
4.244 |
3.495 |
0.749 |
19.2% |
0.074 |
1.9% |
53% |
False |
False |
9,692 |
| 80 |
4.244 |
3.495 |
0.749 |
19.2% |
0.068 |
1.8% |
53% |
False |
False |
8,025 |
| 100 |
4.244 |
3.495 |
0.749 |
19.2% |
0.066 |
1.7% |
53% |
False |
False |
6,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.333 |
|
2.618 |
4.183 |
|
1.618 |
4.091 |
|
1.000 |
4.034 |
|
0.618 |
3.999 |
|
HIGH |
3.942 |
|
0.618 |
3.907 |
|
0.500 |
3.896 |
|
0.382 |
3.885 |
|
LOW |
3.850 |
|
0.618 |
3.793 |
|
1.000 |
3.758 |
|
1.618 |
3.701 |
|
2.618 |
3.609 |
|
4.250 |
3.459 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.896 |
4.015 |
| PP |
3.895 |
3.974 |
| S1 |
3.895 |
3.934 |
|