NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.493 |
4.375 |
-0.118 |
-2.6% |
4.623 |
| High |
4.496 |
4.439 |
-0.057 |
-1.3% |
4.733 |
| Low |
4.355 |
4.341 |
-0.014 |
-0.3% |
4.341 |
| Close |
4.383 |
4.425 |
0.042 |
1.0% |
4.425 |
| Range |
0.141 |
0.098 |
-0.043 |
-30.5% |
0.392 |
| ATR |
0.184 |
0.178 |
-0.006 |
-3.3% |
0.000 |
| Volume |
130,716 |
70,474 |
-60,242 |
-46.1% |
538,095 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.696 |
4.658 |
4.479 |
|
| R3 |
4.598 |
4.560 |
4.452 |
|
| R2 |
4.500 |
4.500 |
4.443 |
|
| R1 |
4.462 |
4.462 |
4.434 |
4.481 |
| PP |
4.402 |
4.402 |
4.402 |
4.411 |
| S1 |
4.364 |
4.364 |
4.416 |
4.383 |
| S2 |
4.304 |
4.304 |
4.407 |
|
| S3 |
4.206 |
4.266 |
4.398 |
|
| S4 |
4.108 |
4.168 |
4.371 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.676 |
5.442 |
4.641 |
|
| R3 |
5.284 |
5.050 |
4.533 |
|
| R2 |
4.892 |
4.892 |
4.497 |
|
| R1 |
4.658 |
4.658 |
4.461 |
4.579 |
| PP |
4.500 |
4.500 |
4.500 |
4.460 |
| S1 |
4.266 |
4.266 |
4.389 |
4.187 |
| S2 |
4.108 |
4.108 |
4.353 |
|
| S3 |
3.716 |
3.874 |
4.317 |
|
| S4 |
3.324 |
3.482 |
4.209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.733 |
4.341 |
0.392 |
8.9% |
0.142 |
3.2% |
21% |
False |
True |
107,619 |
| 10 |
4.736 |
4.341 |
0.395 |
8.9% |
0.169 |
3.8% |
21% |
False |
True |
115,407 |
| 20 |
5.209 |
4.341 |
0.868 |
19.6% |
0.199 |
4.5% |
10% |
False |
True |
133,022 |
| 40 |
5.209 |
4.018 |
1.191 |
26.9% |
0.180 |
4.1% |
34% |
False |
False |
106,898 |
| 60 |
5.209 |
3.858 |
1.351 |
30.5% |
0.152 |
3.4% |
42% |
False |
False |
84,485 |
| 80 |
5.209 |
3.593 |
1.616 |
36.5% |
0.133 |
3.0% |
51% |
False |
False |
73,968 |
| 100 |
5.209 |
3.462 |
1.747 |
39.5% |
0.122 |
2.8% |
55% |
False |
False |
63,210 |
| 120 |
5.209 |
3.462 |
1.747 |
39.5% |
0.113 |
2.6% |
55% |
False |
False |
55,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.856 |
|
2.618 |
4.696 |
|
1.618 |
4.598 |
|
1.000 |
4.537 |
|
0.618 |
4.500 |
|
HIGH |
4.439 |
|
0.618 |
4.402 |
|
0.500 |
4.390 |
|
0.382 |
4.378 |
|
LOW |
4.341 |
|
0.618 |
4.280 |
|
1.000 |
4.243 |
|
1.618 |
4.182 |
|
2.618 |
4.084 |
|
4.250 |
3.925 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.413 |
4.486 |
| PP |
4.402 |
4.466 |
| S1 |
4.390 |
4.445 |
|