NYMEX Natural Gas Future July 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 |
4.235 |
4.281 |
0.046 |
1.1% |
3.998 |
| High |
4.304 |
4.385 |
0.081 |
1.9% |
4.214 |
| Low |
4.235 |
4.243 |
0.008 |
0.2% |
3.998 |
| Close |
4.288 |
4.296 |
0.008 |
0.2% |
4.117 |
| Range |
0.069 |
0.142 |
0.073 |
105.8% |
0.216 |
| ATR |
0.088 |
0.092 |
0.004 |
4.4% |
0.000 |
| Volume |
2,851 |
7,511 |
4,660 |
163.5% |
30,065 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.734 |
4.657 |
4.374 |
|
| R3 |
4.592 |
4.515 |
4.335 |
|
| R2 |
4.450 |
4.450 |
4.322 |
|
| R1 |
4.373 |
4.373 |
4.309 |
4.412 |
| PP |
4.308 |
4.308 |
4.308 |
4.327 |
| S1 |
4.231 |
4.231 |
4.283 |
4.270 |
| S2 |
4.166 |
4.166 |
4.270 |
|
| S3 |
4.024 |
4.089 |
4.257 |
|
| S4 |
3.882 |
3.947 |
4.218 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.758 |
4.653 |
4.236 |
|
| R3 |
4.542 |
4.437 |
4.176 |
|
| R2 |
4.326 |
4.326 |
4.157 |
|
| R1 |
4.221 |
4.221 |
4.137 |
4.274 |
| PP |
4.110 |
4.110 |
4.110 |
4.136 |
| S1 |
4.005 |
4.005 |
4.097 |
4.058 |
| S2 |
3.894 |
3.894 |
4.077 |
|
| S3 |
3.678 |
3.789 |
4.058 |
|
| S4 |
3.462 |
3.573 |
3.998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.385 |
4.090 |
0.295 |
6.9% |
0.094 |
2.2% |
70% |
True |
False |
5,398 |
| 10 |
4.385 |
3.910 |
0.475 |
11.1% |
0.094 |
2.2% |
81% |
True |
False |
5,992 |
| 20 |
4.385 |
3.910 |
0.475 |
11.1% |
0.085 |
2.0% |
81% |
True |
False |
4,373 |
| 40 |
4.385 |
3.845 |
0.540 |
12.6% |
0.073 |
1.7% |
84% |
True |
False |
4,383 |
| 60 |
4.385 |
3.581 |
0.804 |
18.7% |
0.068 |
1.6% |
89% |
True |
False |
3,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.989 |
|
2.618 |
4.757 |
|
1.618 |
4.615 |
|
1.000 |
4.527 |
|
0.618 |
4.473 |
|
HIGH |
4.385 |
|
0.618 |
4.331 |
|
0.500 |
4.314 |
|
0.382 |
4.297 |
|
LOW |
4.243 |
|
0.618 |
4.155 |
|
1.000 |
4.101 |
|
1.618 |
4.013 |
|
2.618 |
3.871 |
|
4.250 |
3.640 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.314 |
4.277 |
| PP |
4.308 |
4.257 |
| S1 |
4.302 |
4.238 |
|