NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.566 |
4.641 |
0.075 |
1.6% |
4.690 |
| High |
4.695 |
4.681 |
-0.014 |
-0.3% |
4.736 |
| Low |
4.506 |
4.566 |
0.060 |
1.3% |
4.463 |
| Close |
4.662 |
4.618 |
-0.044 |
-0.9% |
4.618 |
| Range |
0.189 |
0.115 |
-0.074 |
-39.2% |
0.273 |
| ATR |
0.201 |
0.195 |
-0.006 |
-3.1% |
0.000 |
| Volume |
146,173 |
81,497 |
-64,676 |
-44.2% |
615,982 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.967 |
4.907 |
4.681 |
|
| R3 |
4.852 |
4.792 |
4.650 |
|
| R2 |
4.737 |
4.737 |
4.639 |
|
| R1 |
4.677 |
4.677 |
4.629 |
4.650 |
| PP |
4.622 |
4.622 |
4.622 |
4.608 |
| S1 |
4.562 |
4.562 |
4.607 |
4.535 |
| S2 |
4.507 |
4.507 |
4.597 |
|
| S3 |
4.392 |
4.447 |
4.586 |
|
| S4 |
4.277 |
4.332 |
4.555 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.425 |
5.294 |
4.768 |
|
| R3 |
5.152 |
5.021 |
4.693 |
|
| R2 |
4.879 |
4.879 |
4.668 |
|
| R1 |
4.748 |
4.748 |
4.643 |
4.677 |
| PP |
4.606 |
4.606 |
4.606 |
4.570 |
| S1 |
4.475 |
4.475 |
4.593 |
4.404 |
| S2 |
4.333 |
4.333 |
4.568 |
|
| S3 |
4.060 |
4.202 |
4.543 |
|
| S4 |
3.787 |
3.929 |
4.468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.736 |
4.463 |
0.273 |
5.9% |
0.196 |
4.2% |
57% |
False |
False |
123,196 |
| 10 |
5.209 |
4.441 |
0.768 |
16.6% |
0.237 |
5.1% |
23% |
False |
False |
141,552 |
| 20 |
5.209 |
4.382 |
0.827 |
17.9% |
0.202 |
4.4% |
29% |
False |
False |
135,432 |
| 40 |
5.209 |
3.858 |
1.351 |
29.3% |
0.176 |
3.8% |
56% |
False |
False |
100,086 |
| 60 |
5.209 |
3.858 |
1.351 |
29.3% |
0.147 |
3.2% |
56% |
False |
False |
81,371 |
| 80 |
5.209 |
3.535 |
1.674 |
36.2% |
0.129 |
2.8% |
65% |
False |
False |
68,566 |
| 100 |
5.209 |
3.462 |
1.747 |
37.8% |
0.119 |
2.6% |
66% |
False |
False |
58,732 |
| 120 |
5.209 |
3.462 |
1.747 |
37.8% |
0.110 |
2.4% |
66% |
False |
False |
51,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.170 |
|
2.618 |
4.982 |
|
1.618 |
4.867 |
|
1.000 |
4.796 |
|
0.618 |
4.752 |
|
HIGH |
4.681 |
|
0.618 |
4.637 |
|
0.500 |
4.624 |
|
0.382 |
4.610 |
|
LOW |
4.566 |
|
0.618 |
4.495 |
|
1.000 |
4.451 |
|
1.618 |
4.380 |
|
2.618 |
4.265 |
|
4.250 |
4.077 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.624 |
4.617 |
| PP |
4.622 |
4.615 |
| S1 |
4.620 |
4.614 |
|