NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.377 |
4.312 |
-0.065 |
-1.5% |
4.504 |
| High |
4.378 |
4.350 |
-0.028 |
-0.6% |
4.587 |
| Low |
4.286 |
4.262 |
-0.024 |
-0.6% |
4.286 |
| Close |
4.313 |
4.276 |
-0.037 |
-0.9% |
4.313 |
| Range |
0.092 |
0.088 |
-0.004 |
-4.3% |
0.301 |
| ATR |
0.158 |
0.153 |
-0.005 |
-3.2% |
0.000 |
| Volume |
70,146 |
63,826 |
-6,320 |
-9.0% |
409,446 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.560 |
4.506 |
4.324 |
|
| R3 |
4.472 |
4.418 |
4.300 |
|
| R2 |
4.384 |
4.384 |
4.292 |
|
| R1 |
4.330 |
4.330 |
4.284 |
4.313 |
| PP |
4.296 |
4.296 |
4.296 |
4.288 |
| S1 |
4.242 |
4.242 |
4.268 |
4.225 |
| S2 |
4.208 |
4.208 |
4.260 |
|
| S3 |
4.120 |
4.154 |
4.252 |
|
| S4 |
4.032 |
4.066 |
4.228 |
|
|
| 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 |
4.549 |
4.262 |
0.287 |
6.7% |
0.098 |
2.3% |
5% |
False |
True |
76,301 |
| 10 |
4.683 |
4.262 |
0.421 |
9.8% |
0.113 |
2.6% |
3% |
False |
True |
88,828 |
| 20 |
4.774 |
4.262 |
0.512 |
12.0% |
0.153 |
3.6% |
3% |
False |
True |
111,681 |
| 40 |
5.209 |
4.262 |
0.947 |
22.1% |
0.176 |
4.1% |
1% |
False |
True |
109,608 |
| 60 |
5.209 |
3.858 |
1.351 |
31.6% |
0.155 |
3.6% |
31% |
False |
False |
87,927 |
| 80 |
5.209 |
3.763 |
1.446 |
33.8% |
0.135 |
3.1% |
35% |
False |
False |
78,351 |
| 100 |
5.209 |
3.462 |
1.747 |
40.9% |
0.123 |
2.9% |
47% |
False |
False |
67,021 |
| 120 |
5.209 |
3.462 |
1.747 |
40.9% |
0.115 |
2.7% |
47% |
False |
False |
58,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.724 |
|
2.618 |
4.580 |
|
1.618 |
4.492 |
|
1.000 |
4.438 |
|
0.618 |
4.404 |
|
HIGH |
4.350 |
|
0.618 |
4.316 |
|
0.500 |
4.306 |
|
0.382 |
4.296 |
|
LOW |
4.262 |
|
0.618 |
4.208 |
|
1.000 |
4.174 |
|
1.618 |
4.120 |
|
2.618 |
4.032 |
|
4.250 |
3.888 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.306 |
4.368 |
| PP |
4.296 |
4.337 |
| S1 |
4.286 |
4.307 |
|