NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.604 |
4.493 |
-0.111 |
-2.4% |
4.690 |
| High |
4.631 |
4.496 |
-0.135 |
-2.9% |
4.736 |
| Low |
4.448 |
4.355 |
-0.093 |
-2.1% |
4.463 |
| Close |
4.490 |
4.383 |
-0.107 |
-2.4% |
4.618 |
| Range |
0.183 |
0.141 |
-0.042 |
-23.0% |
0.273 |
| ATR |
0.187 |
0.184 |
-0.003 |
-1.8% |
0.000 |
| Volume |
117,744 |
130,716 |
12,972 |
11.0% |
615,982 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.834 |
4.750 |
4.461 |
|
| R3 |
4.693 |
4.609 |
4.422 |
|
| R2 |
4.552 |
4.552 |
4.409 |
|
| R1 |
4.468 |
4.468 |
4.396 |
4.440 |
| PP |
4.411 |
4.411 |
4.411 |
4.397 |
| S1 |
4.327 |
4.327 |
4.370 |
4.299 |
| S2 |
4.270 |
4.270 |
4.357 |
|
| S3 |
4.129 |
4.186 |
4.344 |
|
| S4 |
3.988 |
4.045 |
4.305 |
|
|
| 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 |
4.733 |
4.355 |
0.378 |
8.6% |
0.145 |
3.3% |
7% |
False |
True |
109,823 |
| 10 |
4.736 |
4.355 |
0.381 |
8.7% |
0.180 |
4.1% |
7% |
False |
True |
119,493 |
| 20 |
5.209 |
4.355 |
0.854 |
19.5% |
0.199 |
4.5% |
3% |
False |
True |
137,728 |
| 40 |
5.209 |
4.018 |
1.191 |
27.2% |
0.179 |
4.1% |
31% |
False |
False |
106,539 |
| 60 |
5.209 |
3.858 |
1.351 |
30.8% |
0.152 |
3.5% |
39% |
False |
False |
84,070 |
| 80 |
5.209 |
3.593 |
1.616 |
36.9% |
0.133 |
3.0% |
49% |
False |
False |
73,396 |
| 100 |
5.209 |
3.462 |
1.747 |
39.9% |
0.122 |
2.8% |
53% |
False |
False |
62,652 |
| 120 |
5.209 |
3.462 |
1.747 |
39.9% |
0.113 |
2.6% |
53% |
False |
False |
54,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.095 |
|
2.618 |
4.865 |
|
1.618 |
4.724 |
|
1.000 |
4.637 |
|
0.618 |
4.583 |
|
HIGH |
4.496 |
|
0.618 |
4.442 |
|
0.500 |
4.426 |
|
0.382 |
4.409 |
|
LOW |
4.355 |
|
0.618 |
4.268 |
|
1.000 |
4.214 |
|
1.618 |
4.127 |
|
2.618 |
3.986 |
|
4.250 |
3.756 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.426 |
4.519 |
| PP |
4.411 |
4.474 |
| S1 |
4.397 |
4.428 |
|