NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3.964 |
4.075 |
0.111 |
2.8% |
4.198 |
| High |
4.085 |
4.130 |
0.045 |
1.1% |
4.263 |
| Low |
3.963 |
4.058 |
0.095 |
2.4% |
3.874 |
| Close |
4.057 |
4.113 |
0.056 |
1.4% |
3.916 |
| Range |
0.122 |
0.072 |
-0.050 |
-41.0% |
0.389 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.5% |
0.000 |
| Volume |
7,237 |
10,326 |
3,089 |
42.7% |
34,582 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.316 |
4.287 |
4.153 |
|
| R3 |
4.244 |
4.215 |
4.133 |
|
| R2 |
4.172 |
4.172 |
4.126 |
|
| R1 |
4.143 |
4.143 |
4.120 |
4.158 |
| PP |
4.100 |
4.100 |
4.100 |
4.108 |
| S1 |
4.071 |
4.071 |
4.106 |
4.086 |
| S2 |
4.028 |
4.028 |
4.100 |
|
| S3 |
3.956 |
3.999 |
4.093 |
|
| S4 |
3.884 |
3.927 |
4.073 |
|
|
| 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 |
4.187 |
3.874 |
0.313 |
7.6% |
0.117 |
2.9% |
76% |
False |
False |
8,732 |
| 10 |
4.263 |
3.874 |
0.389 |
9.5% |
0.104 |
2.5% |
61% |
False |
False |
6,573 |
| 20 |
4.263 |
3.874 |
0.389 |
9.5% |
0.082 |
2.0% |
61% |
False |
False |
5,550 |
| 40 |
4.263 |
3.656 |
0.607 |
14.8% |
0.073 |
1.8% |
75% |
False |
False |
5,223 |
| 60 |
4.263 |
3.537 |
0.726 |
17.7% |
0.070 |
1.7% |
79% |
False |
False |
4,265 |
| 80 |
4.263 |
3.537 |
0.726 |
17.7% |
0.064 |
1.6% |
79% |
False |
False |
3,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.436 |
|
2.618 |
4.318 |
|
1.618 |
4.246 |
|
1.000 |
4.202 |
|
0.618 |
4.174 |
|
HIGH |
4.130 |
|
0.618 |
4.102 |
|
0.500 |
4.094 |
|
0.382 |
4.086 |
|
LOW |
4.058 |
|
0.618 |
4.014 |
|
1.000 |
3.986 |
|
1.618 |
3.942 |
|
2.618 |
3.870 |
|
4.250 |
3.752 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.107 |
4.076 |
| PP |
4.100 |
4.039 |
| S1 |
4.094 |
4.002 |
|