NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
4.540 |
4.553 |
0.013 |
0.3% |
4.311 |
| High |
4.591 |
4.662 |
0.071 |
1.5% |
4.499 |
| Low |
4.504 |
4.467 |
-0.037 |
-0.8% |
4.234 |
| Close |
4.590 |
4.500 |
-0.090 |
-2.0% |
4.396 |
| Range |
0.087 |
0.195 |
0.108 |
124.1% |
0.265 |
| ATR |
0.116 |
0.121 |
0.006 |
4.9% |
0.000 |
| Volume |
11,846 |
17,822 |
5,976 |
50.4% |
67,901 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.128 |
5.009 |
4.607 |
|
| R3 |
4.933 |
4.814 |
4.554 |
|
| R2 |
4.738 |
4.738 |
4.536 |
|
| R1 |
4.619 |
4.619 |
4.518 |
4.581 |
| PP |
4.543 |
4.543 |
4.543 |
4.524 |
| S1 |
4.424 |
4.424 |
4.482 |
4.386 |
| S2 |
4.348 |
4.348 |
4.464 |
|
| S3 |
4.153 |
4.229 |
4.446 |
|
| S4 |
3.958 |
4.034 |
4.393 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.171 |
5.049 |
4.542 |
|
| R3 |
4.906 |
4.784 |
4.469 |
|
| R2 |
4.641 |
4.641 |
4.445 |
|
| R1 |
4.519 |
4.519 |
4.420 |
4.580 |
| PP |
4.376 |
4.376 |
4.376 |
4.407 |
| S1 |
4.254 |
4.254 |
4.372 |
4.315 |
| S2 |
4.111 |
4.111 |
4.347 |
|
| S3 |
3.846 |
3.989 |
4.323 |
|
| S4 |
3.581 |
3.724 |
4.250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.662 |
4.292 |
0.370 |
8.2% |
0.142 |
3.2% |
56% |
True |
False |
13,591 |
| 10 |
4.662 |
4.212 |
0.450 |
10.0% |
0.144 |
3.2% |
64% |
True |
False |
13,659 |
| 20 |
4.662 |
3.874 |
0.788 |
17.5% |
0.124 |
2.7% |
79% |
True |
False |
11,223 |
| 40 |
4.662 |
3.874 |
0.788 |
17.5% |
0.097 |
2.2% |
79% |
True |
False |
8,213 |
| 60 |
4.662 |
3.608 |
1.054 |
23.4% |
0.086 |
1.9% |
85% |
True |
False |
6,729 |
| 80 |
4.662 |
3.537 |
1.125 |
25.0% |
0.079 |
1.8% |
86% |
True |
False |
5,579 |
| 100 |
4.662 |
3.537 |
1.125 |
25.0% |
0.073 |
1.6% |
86% |
True |
False |
4,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.491 |
|
2.618 |
5.173 |
|
1.618 |
4.978 |
|
1.000 |
4.857 |
|
0.618 |
4.783 |
|
HIGH |
4.662 |
|
0.618 |
4.588 |
|
0.500 |
4.565 |
|
0.382 |
4.541 |
|
LOW |
4.467 |
|
0.618 |
4.346 |
|
1.000 |
4.272 |
|
1.618 |
4.151 |
|
2.618 |
3.956 |
|
4.250 |
3.638 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.565 |
4.515 |
| PP |
4.543 |
4.510 |
| S1 |
4.522 |
4.505 |
|