NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3.909 |
3.964 |
0.055 |
1.4% |
4.198 |
| High |
3.961 |
4.085 |
0.124 |
3.1% |
4.263 |
| Low |
3.874 |
3.963 |
0.089 |
2.3% |
3.874 |
| Close |
3.916 |
4.057 |
0.141 |
3.6% |
3.916 |
| Range |
0.087 |
0.122 |
0.035 |
40.2% |
0.389 |
| ATR |
0.086 |
0.092 |
0.006 |
6.9% |
0.000 |
| Volume |
9,976 |
7,237 |
-2,739 |
-27.5% |
34,582 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.351 |
4.124 |
|
| R3 |
4.279 |
4.229 |
4.091 |
|
| R2 |
4.157 |
4.157 |
4.079 |
|
| R1 |
4.107 |
4.107 |
4.068 |
4.132 |
| PP |
4.035 |
4.035 |
4.035 |
4.048 |
| S1 |
3.985 |
3.985 |
4.046 |
4.010 |
| S2 |
3.913 |
3.913 |
4.035 |
|
| S3 |
3.791 |
3.863 |
4.023 |
|
| S4 |
3.669 |
3.741 |
3.990 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.185 |
4.939 |
4.130 |
|
| R3 |
4.796 |
4.550 |
4.023 |
|
| R2 |
4.407 |
4.407 |
3.987 |
|
| R1 |
4.161 |
4.161 |
3.952 |
4.090 |
| PP |
4.018 |
4.018 |
4.018 |
3.982 |
| S1 |
3.772 |
3.772 |
3.880 |
3.701 |
| S2 |
3.629 |
3.629 |
3.845 |
|
| S3 |
3.240 |
3.383 |
3.809 |
|
| S4 |
2.851 |
2.994 |
3.702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.263 |
3.874 |
0.389 |
9.6% |
0.128 |
3.1% |
47% |
False |
False |
7,476 |
| 10 |
4.263 |
3.874 |
0.389 |
9.6% |
0.101 |
2.5% |
47% |
False |
False |
6,029 |
| 20 |
4.263 |
3.874 |
0.389 |
9.6% |
0.081 |
2.0% |
47% |
False |
False |
5,509 |
| 40 |
4.263 |
3.608 |
0.655 |
16.1% |
0.074 |
1.8% |
69% |
False |
False |
5,013 |
| 60 |
4.263 |
3.537 |
0.726 |
17.9% |
0.069 |
1.7% |
72% |
False |
False |
4,137 |
| 80 |
4.263 |
3.537 |
0.726 |
17.9% |
0.064 |
1.6% |
72% |
False |
False |
3,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.604 |
|
2.618 |
4.404 |
|
1.618 |
4.282 |
|
1.000 |
4.207 |
|
0.618 |
4.160 |
|
HIGH |
4.085 |
|
0.618 |
4.038 |
|
0.500 |
4.024 |
|
0.382 |
4.010 |
|
LOW |
3.963 |
|
0.618 |
3.888 |
|
1.000 |
3.841 |
|
1.618 |
3.766 |
|
2.618 |
3.644 |
|
4.250 |
3.445 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.046 |
4.031 |
| PP |
4.035 |
4.005 |
| S1 |
4.024 |
3.980 |
|