NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.375 |
4.504 |
0.129 |
2.9% |
4.623 |
| High |
4.439 |
4.587 |
0.148 |
3.3% |
4.733 |
| Low |
4.341 |
4.482 |
0.141 |
3.2% |
4.341 |
| Close |
4.425 |
4.536 |
0.111 |
2.5% |
4.425 |
| Range |
0.098 |
0.105 |
0.007 |
7.1% |
0.392 |
| ATR |
0.178 |
0.177 |
-0.001 |
-0.6% |
0.000 |
| Volume |
70,474 |
91,766 |
21,292 |
30.2% |
538,095 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.850 |
4.798 |
4.594 |
|
| R3 |
4.745 |
4.693 |
4.565 |
|
| R2 |
4.640 |
4.640 |
4.555 |
|
| R1 |
4.588 |
4.588 |
4.546 |
4.614 |
| PP |
4.535 |
4.535 |
4.535 |
4.548 |
| S1 |
4.483 |
4.483 |
4.526 |
4.509 |
| S2 |
4.430 |
4.430 |
4.517 |
|
| S3 |
4.325 |
4.378 |
4.507 |
|
| S4 |
4.220 |
4.273 |
4.478 |
|
|
| 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 |
4.683 |
4.341 |
0.342 |
7.5% |
0.128 |
2.8% |
57% |
False |
False |
101,355 |
| 10 |
4.733 |
4.341 |
0.392 |
8.6% |
0.152 |
3.4% |
50% |
False |
False |
111,686 |
| 20 |
5.209 |
4.341 |
0.868 |
19.1% |
0.196 |
4.3% |
22% |
False |
False |
130,954 |
| 40 |
5.209 |
4.018 |
1.191 |
26.3% |
0.180 |
4.0% |
43% |
False |
False |
107,934 |
| 60 |
5.209 |
3.858 |
1.351 |
29.8% |
0.153 |
3.4% |
50% |
False |
False |
84,942 |
| 80 |
5.209 |
3.593 |
1.616 |
35.6% |
0.134 |
2.9% |
58% |
False |
False |
74,892 |
| 100 |
5.209 |
3.462 |
1.747 |
38.5% |
0.122 |
2.7% |
61% |
False |
False |
63,967 |
| 120 |
5.209 |
3.462 |
1.747 |
38.5% |
0.114 |
2.5% |
61% |
False |
False |
55,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.033 |
|
2.618 |
4.862 |
|
1.618 |
4.757 |
|
1.000 |
4.692 |
|
0.618 |
4.652 |
|
HIGH |
4.587 |
|
0.618 |
4.547 |
|
0.500 |
4.535 |
|
0.382 |
4.522 |
|
LOW |
4.482 |
|
0.618 |
4.417 |
|
1.000 |
4.377 |
|
1.618 |
4.312 |
|
2.618 |
4.207 |
|
4.250 |
4.036 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.536 |
4.512 |
| PP |
4.535 |
4.488 |
| S1 |
4.535 |
4.464 |
|