NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.098 |
4.112 |
0.014 |
0.3% |
3.964 |
| High |
4.190 |
4.117 |
-0.073 |
-1.7% |
4.190 |
| Low |
4.098 |
4.074 |
-0.024 |
-0.6% |
3.963 |
| Close |
4.114 |
4.090 |
-0.024 |
-0.6% |
4.090 |
| Range |
0.092 |
0.043 |
-0.049 |
-53.3% |
0.227 |
| ATR |
0.090 |
0.087 |
-0.003 |
-3.7% |
0.000 |
| Volume |
6,211 |
11,304 |
5,093 |
82.0% |
46,242 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.223 |
4.199 |
4.114 |
|
| R3 |
4.180 |
4.156 |
4.102 |
|
| R2 |
4.137 |
4.137 |
4.098 |
|
| R1 |
4.113 |
4.113 |
4.094 |
4.104 |
| PP |
4.094 |
4.094 |
4.094 |
4.089 |
| S1 |
4.070 |
4.070 |
4.086 |
4.061 |
| S2 |
4.051 |
4.051 |
4.082 |
|
| S3 |
4.008 |
4.027 |
4.078 |
|
| S4 |
3.965 |
3.984 |
4.066 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.762 |
4.653 |
4.215 |
|
| R3 |
4.535 |
4.426 |
4.152 |
|
| R2 |
4.308 |
4.308 |
4.132 |
|
| R1 |
4.199 |
4.199 |
4.111 |
4.254 |
| PP |
4.081 |
4.081 |
4.081 |
4.108 |
| S1 |
3.972 |
3.972 |
4.069 |
4.027 |
| S2 |
3.854 |
3.854 |
4.048 |
|
| S3 |
3.627 |
3.745 |
4.028 |
|
| S4 |
3.400 |
3.518 |
3.965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.190 |
3.963 |
0.227 |
5.6% |
0.079 |
1.9% |
56% |
False |
False |
9,248 |
| 10 |
4.263 |
3.874 |
0.389 |
9.5% |
0.097 |
2.4% |
56% |
False |
False |
8,082 |
| 20 |
4.263 |
3.874 |
0.389 |
9.5% |
0.081 |
2.0% |
56% |
False |
False |
6,282 |
| 40 |
4.263 |
3.699 |
0.564 |
13.8% |
0.073 |
1.8% |
69% |
False |
False |
5,797 |
| 60 |
4.263 |
3.537 |
0.726 |
17.8% |
0.070 |
1.7% |
76% |
False |
False |
4,686 |
| 80 |
4.263 |
3.537 |
0.726 |
17.8% |
0.065 |
1.6% |
76% |
False |
False |
3,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.300 |
|
2.618 |
4.230 |
|
1.618 |
4.187 |
|
1.000 |
4.160 |
|
0.618 |
4.144 |
|
HIGH |
4.117 |
|
0.618 |
4.101 |
|
0.500 |
4.096 |
|
0.382 |
4.090 |
|
LOW |
4.074 |
|
0.618 |
4.047 |
|
1.000 |
4.031 |
|
1.618 |
4.004 |
|
2.618 |
3.961 |
|
4.250 |
3.891 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.096 |
4.132 |
| PP |
4.094 |
4.118 |
| S1 |
4.092 |
4.104 |
|