NYMEX Natural Gas Future June 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 |
4.472 |
4.367 |
-0.105 |
-2.3% |
4.584 |
| High |
4.472 |
4.441 |
-0.031 |
-0.7% |
4.680 |
| Low |
4.359 |
4.346 |
-0.013 |
-0.3% |
4.346 |
| Close |
4.384 |
4.433 |
0.049 |
1.1% |
4.433 |
| Range |
0.113 |
0.095 |
-0.018 |
-15.9% |
0.334 |
| ATR |
0.142 |
0.139 |
-0.003 |
-2.4% |
0.000 |
| Volume |
14,880 |
18,373 |
3,493 |
23.5% |
73,358 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.692 |
4.657 |
4.485 |
|
| R3 |
4.597 |
4.562 |
4.459 |
|
| R2 |
4.502 |
4.502 |
4.450 |
|
| R1 |
4.467 |
4.467 |
4.442 |
4.485 |
| PP |
4.407 |
4.407 |
4.407 |
4.415 |
| S1 |
4.372 |
4.372 |
4.424 |
4.390 |
| S2 |
4.312 |
4.312 |
4.416 |
|
| S3 |
4.217 |
4.277 |
4.407 |
|
| S4 |
4.122 |
4.182 |
4.381 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.488 |
5.295 |
4.617 |
|
| R3 |
5.154 |
4.961 |
4.525 |
|
| R2 |
4.820 |
4.820 |
4.494 |
|
| R1 |
4.627 |
4.627 |
4.464 |
4.557 |
| PP |
4.486 |
4.486 |
4.486 |
4.451 |
| S1 |
4.293 |
4.293 |
4.402 |
4.223 |
| S2 |
4.152 |
4.152 |
4.372 |
|
| S3 |
3.818 |
3.959 |
4.341 |
|
| S4 |
3.484 |
3.625 |
4.249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.680 |
4.346 |
0.334 |
7.5% |
0.119 |
2.7% |
26% |
False |
True |
14,671 |
| 10 |
4.680 |
4.346 |
0.334 |
7.5% |
0.133 |
3.0% |
26% |
False |
True |
15,209 |
| 20 |
4.893 |
4.346 |
0.547 |
12.3% |
0.149 |
3.4% |
16% |
False |
True |
16,569 |
| 40 |
4.893 |
4.041 |
0.852 |
19.2% |
0.139 |
3.1% |
46% |
False |
False |
15,290 |
| 60 |
4.893 |
3.874 |
1.019 |
23.0% |
0.120 |
2.7% |
55% |
False |
False |
12,164 |
| 80 |
4.893 |
3.656 |
1.237 |
27.9% |
0.106 |
2.4% |
63% |
False |
False |
10,364 |
| 100 |
4.893 |
3.537 |
1.356 |
30.6% |
0.098 |
2.2% |
66% |
False |
False |
8,776 |
| 120 |
4.893 |
3.537 |
1.356 |
30.6% |
0.089 |
2.0% |
66% |
False |
False |
7,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.845 |
|
2.618 |
4.690 |
|
1.618 |
4.595 |
|
1.000 |
4.536 |
|
0.618 |
4.500 |
|
HIGH |
4.441 |
|
0.618 |
4.405 |
|
0.500 |
4.394 |
|
0.382 |
4.382 |
|
LOW |
4.346 |
|
0.618 |
4.287 |
|
1.000 |
4.251 |
|
1.618 |
4.192 |
|
2.618 |
4.097 |
|
4.250 |
3.942 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.420 |
4.470 |
| PP |
4.407 |
4.458 |
| S1 |
4.394 |
4.445 |
|