NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.330 |
4.311 |
-0.019 |
-0.4% |
4.041 |
| High |
4.365 |
4.439 |
0.074 |
1.7% |
4.370 |
| Low |
4.264 |
4.243 |
-0.021 |
-0.5% |
4.041 |
| Close |
4.338 |
4.251 |
-0.087 |
-2.0% |
4.338 |
| Range |
0.101 |
0.196 |
0.095 |
94.1% |
0.329 |
| ATR |
0.097 |
0.104 |
0.007 |
7.3% |
0.000 |
| Volume |
17,256 |
18,921 |
1,665 |
9.6% |
42,563 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.899 |
4.771 |
4.359 |
|
| R3 |
4.703 |
4.575 |
4.305 |
|
| R2 |
4.507 |
4.507 |
4.287 |
|
| R1 |
4.379 |
4.379 |
4.269 |
4.345 |
| PP |
4.311 |
4.311 |
4.311 |
4.294 |
| S1 |
4.183 |
4.183 |
4.233 |
4.149 |
| S2 |
4.115 |
4.115 |
4.215 |
|
| S3 |
3.919 |
3.987 |
4.197 |
|
| S4 |
3.723 |
3.791 |
4.143 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.237 |
5.116 |
4.519 |
|
| R3 |
4.908 |
4.787 |
4.428 |
|
| R2 |
4.579 |
4.579 |
4.398 |
|
| R1 |
4.458 |
4.458 |
4.368 |
4.519 |
| PP |
4.250 |
4.250 |
4.250 |
4.280 |
| S1 |
4.129 |
4.129 |
4.308 |
4.190 |
| S2 |
3.921 |
3.921 |
4.278 |
|
| S3 |
3.592 |
3.800 |
4.248 |
|
| S4 |
3.263 |
3.471 |
4.157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.439 |
4.041 |
0.398 |
9.4% |
0.140 |
3.3% |
53% |
True |
False |
12,296 |
| 10 |
4.439 |
3.963 |
0.476 |
11.2% |
0.110 |
2.6% |
61% |
True |
False |
10,772 |
| 20 |
4.439 |
3.874 |
0.565 |
13.3% |
0.102 |
2.4% |
67% |
True |
False |
8,210 |
| 40 |
4.439 |
3.856 |
0.583 |
13.7% |
0.082 |
1.9% |
68% |
True |
False |
6,954 |
| 60 |
4.439 |
3.537 |
0.902 |
21.2% |
0.077 |
1.8% |
79% |
True |
False |
5,570 |
| 80 |
4.439 |
3.537 |
0.902 |
21.2% |
0.071 |
1.7% |
79% |
True |
False |
4,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.272 |
|
2.618 |
4.952 |
|
1.618 |
4.756 |
|
1.000 |
4.635 |
|
0.618 |
4.560 |
|
HIGH |
4.439 |
|
0.618 |
4.364 |
|
0.500 |
4.341 |
|
0.382 |
4.318 |
|
LOW |
4.243 |
|
0.618 |
4.122 |
|
1.000 |
4.047 |
|
1.618 |
3.926 |
|
2.618 |
3.730 |
|
4.250 |
3.410 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.341 |
4.326 |
| PP |
4.311 |
4.301 |
| S1 |
4.281 |
4.276 |
|