NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.210 |
4.261 |
0.051 |
1.2% |
3.964 |
| High |
4.277 |
4.370 |
0.093 |
2.2% |
4.190 |
| Low |
4.194 |
4.212 |
0.018 |
0.4% |
3.963 |
| Close |
4.262 |
4.273 |
0.011 |
0.3% |
4.090 |
| Range |
0.083 |
0.158 |
0.075 |
90.4% |
0.227 |
| ATR |
0.092 |
0.097 |
0.005 |
5.1% |
0.000 |
| Volume |
7,397 |
9,767 |
2,370 |
32.0% |
46,242 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.759 |
4.674 |
4.360 |
|
| R3 |
4.601 |
4.516 |
4.316 |
|
| R2 |
4.443 |
4.443 |
4.302 |
|
| R1 |
4.358 |
4.358 |
4.287 |
4.401 |
| PP |
4.285 |
4.285 |
4.285 |
4.306 |
| S1 |
4.200 |
4.200 |
4.259 |
4.243 |
| S2 |
4.127 |
4.127 |
4.244 |
|
| S3 |
3.969 |
4.042 |
4.230 |
|
| S4 |
3.811 |
3.884 |
4.186 |
|
|
| 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 |
4.370 |
4.041 |
0.329 |
7.7% |
0.108 |
2.5% |
71% |
True |
False |
8,564 |
| 10 |
4.370 |
3.874 |
0.496 |
11.6% |
0.104 |
2.4% |
80% |
True |
False |
8,883 |
| 20 |
4.370 |
3.874 |
0.496 |
11.6% |
0.093 |
2.2% |
80% |
True |
False |
6,703 |
| 40 |
4.370 |
3.815 |
0.555 |
13.0% |
0.079 |
1.8% |
83% |
True |
False |
6,245 |
| 60 |
4.370 |
3.537 |
0.833 |
19.5% |
0.074 |
1.7% |
88% |
True |
False |
5,027 |
| 80 |
4.370 |
3.537 |
0.833 |
19.5% |
0.067 |
1.6% |
88% |
True |
False |
4,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.042 |
|
2.618 |
4.784 |
|
1.618 |
4.626 |
|
1.000 |
4.528 |
|
0.618 |
4.468 |
|
HIGH |
4.370 |
|
0.618 |
4.310 |
|
0.500 |
4.291 |
|
0.382 |
4.272 |
|
LOW |
4.212 |
|
0.618 |
4.114 |
|
1.000 |
4.054 |
|
1.618 |
3.956 |
|
2.618 |
3.798 |
|
4.250 |
3.541 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.291 |
4.251 |
| PP |
4.285 |
4.228 |
| S1 |
4.279 |
4.206 |
|