NYMEX Natural Gas Future June 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 |
4.563 |
4.472 |
-0.091 |
-2.0% |
4.604 |
| High |
4.594 |
4.472 |
-0.122 |
-2.7% |
4.665 |
| Low |
4.436 |
4.359 |
-0.077 |
-1.7% |
4.452 |
| Close |
4.470 |
4.384 |
-0.086 |
-1.9% |
4.589 |
| Range |
0.158 |
0.113 |
-0.045 |
-28.5% |
0.213 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.5% |
0.000 |
| Volume |
11,464 |
14,880 |
3,416 |
29.8% |
78,733 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.744 |
4.677 |
4.446 |
|
| R3 |
4.631 |
4.564 |
4.415 |
|
| R2 |
4.518 |
4.518 |
4.405 |
|
| R1 |
4.451 |
4.451 |
4.394 |
4.428 |
| PP |
4.405 |
4.405 |
4.405 |
4.394 |
| S1 |
4.338 |
4.338 |
4.374 |
4.315 |
| S2 |
4.292 |
4.292 |
4.363 |
|
| S3 |
4.179 |
4.225 |
4.353 |
|
| S4 |
4.066 |
4.112 |
4.322 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.208 |
5.111 |
4.706 |
|
| R3 |
4.995 |
4.898 |
4.648 |
|
| R2 |
4.782 |
4.782 |
4.628 |
|
| R1 |
4.685 |
4.685 |
4.609 |
4.627 |
| PP |
4.569 |
4.569 |
4.569 |
4.540 |
| S1 |
4.472 |
4.472 |
4.569 |
4.414 |
| S2 |
4.356 |
4.356 |
4.550 |
|
| S3 |
4.143 |
4.259 |
4.530 |
|
| S4 |
3.930 |
4.046 |
4.472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.680 |
4.359 |
0.321 |
7.3% |
0.117 |
2.7% |
8% |
False |
True |
14,145 |
| 10 |
4.680 |
4.359 |
0.321 |
7.3% |
0.140 |
3.2% |
8% |
False |
True |
15,253 |
| 20 |
4.893 |
4.359 |
0.534 |
12.2% |
0.149 |
3.4% |
5% |
False |
True |
16,692 |
| 40 |
4.893 |
4.041 |
0.852 |
19.4% |
0.139 |
3.2% |
40% |
False |
False |
15,110 |
| 60 |
4.893 |
3.874 |
1.019 |
23.2% |
0.120 |
2.7% |
50% |
False |
False |
11,923 |
| 80 |
4.893 |
3.656 |
1.237 |
28.2% |
0.106 |
2.4% |
59% |
False |
False |
10,166 |
| 100 |
4.893 |
3.537 |
1.356 |
30.9% |
0.097 |
2.2% |
62% |
False |
False |
8,603 |
| 120 |
4.893 |
3.537 |
1.356 |
30.9% |
0.089 |
2.0% |
62% |
False |
False |
7,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.952 |
|
2.618 |
4.768 |
|
1.618 |
4.655 |
|
1.000 |
4.585 |
|
0.618 |
4.542 |
|
HIGH |
4.472 |
|
0.618 |
4.429 |
|
0.500 |
4.416 |
|
0.382 |
4.402 |
|
LOW |
4.359 |
|
0.618 |
4.289 |
|
1.000 |
4.246 |
|
1.618 |
4.176 |
|
2.618 |
4.063 |
|
4.250 |
3.879 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.416 |
4.495 |
| PP |
4.405 |
4.458 |
| S1 |
4.395 |
4.421 |
|