NYMEX Natural Gas Future July 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
4.143 |
4.175 |
0.032 |
0.8% |
4.234 |
| High |
4.170 |
4.214 |
0.044 |
1.1% |
4.286 |
| Low |
4.107 |
4.136 |
0.029 |
0.7% |
3.910 |
| Close |
4.114 |
4.141 |
0.027 |
0.7% |
3.948 |
| Range |
0.063 |
0.078 |
0.015 |
23.8% |
0.376 |
| ATR |
0.086 |
0.087 |
0.001 |
1.2% |
0.000 |
| Volume |
7,132 |
4,059 |
-3,073 |
-43.1% |
24,497 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.398 |
4.347 |
4.184 |
|
| R3 |
4.320 |
4.269 |
4.162 |
|
| R2 |
4.242 |
4.242 |
4.155 |
|
| R1 |
4.191 |
4.191 |
4.148 |
4.178 |
| PP |
4.164 |
4.164 |
4.164 |
4.157 |
| S1 |
4.113 |
4.113 |
4.134 |
4.100 |
| S2 |
4.086 |
4.086 |
4.127 |
|
| S3 |
4.008 |
4.035 |
4.120 |
|
| S4 |
3.930 |
3.957 |
4.098 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.176 |
4.938 |
4.155 |
|
| R3 |
4.800 |
4.562 |
4.051 |
|
| R2 |
4.424 |
4.424 |
4.017 |
|
| R1 |
4.186 |
4.186 |
3.982 |
4.117 |
| PP |
4.048 |
4.048 |
4.048 |
4.014 |
| S1 |
3.810 |
3.810 |
3.914 |
3.741 |
| S2 |
3.672 |
3.672 |
3.879 |
|
| S3 |
3.296 |
3.434 |
3.845 |
|
| S4 |
2.920 |
3.058 |
3.741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.214 |
3.910 |
0.304 |
7.3% |
0.081 |
2.0% |
76% |
True |
False |
6,307 |
| 10 |
4.286 |
3.910 |
0.376 |
9.1% |
0.098 |
2.4% |
61% |
False |
False |
5,174 |
| 20 |
4.286 |
3.910 |
0.376 |
9.1% |
0.078 |
1.9% |
61% |
False |
False |
3,946 |
| 40 |
4.286 |
3.694 |
0.592 |
14.3% |
0.068 |
1.6% |
76% |
False |
False |
3,948 |
| 60 |
4.286 |
3.581 |
0.705 |
17.0% |
0.064 |
1.6% |
79% |
False |
False |
3,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.546 |
|
2.618 |
4.418 |
|
1.618 |
4.340 |
|
1.000 |
4.292 |
|
0.618 |
4.262 |
|
HIGH |
4.214 |
|
0.618 |
4.184 |
|
0.500 |
4.175 |
|
0.382 |
4.166 |
|
LOW |
4.136 |
|
0.618 |
4.088 |
|
1.000 |
4.058 |
|
1.618 |
4.010 |
|
2.618 |
3.932 |
|
4.250 |
3.805 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.175 |
4.149 |
| PP |
4.164 |
4.146 |
| S1 |
4.152 |
4.144 |
|