NYMEX Natural Gas Future July 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
4.623 |
4.592 |
-0.031 |
-0.7% |
4.506 |
| High |
4.660 |
4.784 |
0.124 |
2.7% |
4.739 |
| Low |
4.584 |
4.541 |
-0.043 |
-0.9% |
4.497 |
| Close |
4.589 |
4.780 |
0.191 |
4.2% |
4.673 |
| Range |
0.076 |
0.243 |
0.167 |
219.7% |
0.242 |
| ATR |
0.112 |
0.121 |
0.009 |
8.4% |
0.000 |
| Volume |
23,949 |
15,732 |
-8,217 |
-34.3% |
252,219 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.431 |
5.348 |
4.914 |
|
| R3 |
5.188 |
5.105 |
4.847 |
|
| R2 |
4.945 |
4.945 |
4.825 |
|
| R1 |
4.862 |
4.862 |
4.802 |
4.904 |
| PP |
4.702 |
4.702 |
4.702 |
4.722 |
| S1 |
4.619 |
4.619 |
4.758 |
4.661 |
| S2 |
4.459 |
4.459 |
4.735 |
|
| S3 |
4.216 |
4.376 |
4.713 |
|
| S4 |
3.973 |
4.133 |
4.646 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.362 |
5.260 |
4.806 |
|
| R3 |
5.120 |
5.018 |
4.740 |
|
| R2 |
4.878 |
4.878 |
4.717 |
|
| R1 |
4.776 |
4.776 |
4.695 |
4.827 |
| PP |
4.636 |
4.636 |
4.636 |
4.662 |
| S1 |
4.534 |
4.534 |
4.651 |
4.585 |
| S2 |
4.394 |
4.394 |
4.629 |
|
| S3 |
4.152 |
4.292 |
4.606 |
|
| S4 |
3.910 |
4.050 |
4.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.784 |
4.541 |
0.243 |
5.1% |
0.118 |
2.5% |
98% |
True |
True |
36,822 |
| 10 |
4.784 |
4.480 |
0.304 |
6.4% |
0.109 |
2.3% |
99% |
True |
False |
38,071 |
| 20 |
4.784 |
4.293 |
0.491 |
10.3% |
0.118 |
2.5% |
99% |
True |
False |
26,689 |
| 40 |
4.915 |
4.293 |
0.622 |
13.0% |
0.126 |
2.6% |
78% |
False |
False |
19,336 |
| 60 |
4.915 |
4.243 |
0.672 |
14.1% |
0.127 |
2.7% |
80% |
False |
False |
16,694 |
| 80 |
4.915 |
3.910 |
1.005 |
21.0% |
0.115 |
2.4% |
87% |
False |
False |
13,549 |
| 100 |
4.915 |
3.845 |
1.070 |
22.4% |
0.104 |
2.2% |
87% |
False |
False |
11,713 |
| 120 |
4.915 |
3.581 |
1.334 |
27.9% |
0.097 |
2.0% |
90% |
False |
False |
10,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.817 |
|
2.618 |
5.420 |
|
1.618 |
5.177 |
|
1.000 |
5.027 |
|
0.618 |
4.934 |
|
HIGH |
4.784 |
|
0.618 |
4.691 |
|
0.500 |
4.663 |
|
0.382 |
4.634 |
|
LOW |
4.541 |
|
0.618 |
4.391 |
|
1.000 |
4.298 |
|
1.618 |
4.148 |
|
2.618 |
3.905 |
|
4.250 |
3.508 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.741 |
4.741 |
| PP |
4.702 |
4.702 |
| S1 |
4.663 |
4.663 |
|