NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.471 |
4.377 |
-0.094 |
-2.1% |
4.504 |
| High |
4.474 |
4.378 |
-0.096 |
-2.1% |
4.587 |
| Low |
4.349 |
4.286 |
-0.063 |
-1.4% |
4.286 |
| Close |
4.369 |
4.313 |
-0.056 |
-1.3% |
4.313 |
| Range |
0.125 |
0.092 |
-0.033 |
-26.4% |
0.301 |
| ATR |
0.163 |
0.158 |
-0.005 |
-3.1% |
0.000 |
| Volume |
115,252 |
70,146 |
-45,106 |
-39.1% |
409,446 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.602 |
4.549 |
4.364 |
|
| R3 |
4.510 |
4.457 |
4.338 |
|
| R2 |
4.418 |
4.418 |
4.330 |
|
| R1 |
4.365 |
4.365 |
4.321 |
4.346 |
| PP |
4.326 |
4.326 |
4.326 |
4.316 |
| S1 |
4.273 |
4.273 |
4.305 |
4.254 |
| S2 |
4.234 |
4.234 |
4.296 |
|
| S3 |
4.142 |
4.181 |
4.288 |
|
| S4 |
4.050 |
4.089 |
4.262 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.298 |
5.107 |
4.479 |
|
| R3 |
4.997 |
4.806 |
4.396 |
|
| R2 |
4.696 |
4.696 |
4.368 |
|
| R1 |
4.505 |
4.505 |
4.341 |
4.450 |
| PP |
4.395 |
4.395 |
4.395 |
4.368 |
| S1 |
4.204 |
4.204 |
4.285 |
4.149 |
| S2 |
4.094 |
4.094 |
4.258 |
|
| S3 |
3.793 |
3.903 |
4.230 |
|
| S4 |
3.492 |
3.602 |
4.147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.587 |
4.286 |
0.301 |
7.0% |
0.102 |
2.4% |
9% |
False |
True |
81,889 |
| 10 |
4.733 |
4.286 |
0.447 |
10.4% |
0.122 |
2.8% |
6% |
False |
True |
94,754 |
| 20 |
5.209 |
4.286 |
0.923 |
21.4% |
0.179 |
4.2% |
3% |
False |
True |
118,153 |
| 40 |
5.209 |
4.277 |
0.932 |
21.6% |
0.177 |
4.1% |
4% |
False |
False |
109,993 |
| 60 |
5.209 |
3.858 |
1.351 |
31.3% |
0.154 |
3.6% |
34% |
False |
False |
87,342 |
| 80 |
5.209 |
3.763 |
1.446 |
33.5% |
0.135 |
3.1% |
38% |
False |
False |
77,901 |
| 100 |
5.209 |
3.462 |
1.747 |
40.5% |
0.123 |
2.9% |
49% |
False |
False |
66,500 |
| 120 |
5.209 |
3.462 |
1.747 |
40.5% |
0.114 |
2.6% |
49% |
False |
False |
57,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.769 |
|
2.618 |
4.619 |
|
1.618 |
4.527 |
|
1.000 |
4.470 |
|
0.618 |
4.435 |
|
HIGH |
4.378 |
|
0.618 |
4.343 |
|
0.500 |
4.332 |
|
0.382 |
4.321 |
|
LOW |
4.286 |
|
0.618 |
4.229 |
|
1.000 |
4.194 |
|
1.618 |
4.137 |
|
2.618 |
4.045 |
|
4.250 |
3.895 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.332 |
4.395 |
| PP |
4.326 |
4.368 |
| S1 |
4.319 |
4.340 |
|