NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.329 |
4.300 |
-0.029 |
-0.7% |
4.476 |
| High |
4.370 |
4.457 |
0.087 |
2.0% |
4.555 |
| Low |
4.290 |
4.297 |
0.007 |
0.2% |
4.308 |
| Close |
4.305 |
4.443 |
0.138 |
3.2% |
4.329 |
| Range |
0.080 |
0.160 |
0.080 |
100.0% |
0.247 |
| ATR |
0.122 |
0.125 |
0.003 |
2.2% |
0.000 |
| Volume |
11,101 |
10,413 |
-688 |
-6.2% |
54,607 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.879 |
4.821 |
4.531 |
|
| R3 |
4.719 |
4.661 |
4.487 |
|
| R2 |
4.559 |
4.559 |
4.472 |
|
| R1 |
4.501 |
4.501 |
4.458 |
4.530 |
| PP |
4.399 |
4.399 |
4.399 |
4.414 |
| S1 |
4.341 |
4.341 |
4.428 |
4.370 |
| S2 |
4.239 |
4.239 |
4.414 |
|
| S3 |
4.079 |
4.181 |
4.399 |
|
| S4 |
3.919 |
4.021 |
4.355 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.138 |
4.981 |
4.465 |
|
| R3 |
4.891 |
4.734 |
4.397 |
|
| R2 |
4.644 |
4.644 |
4.374 |
|
| R1 |
4.487 |
4.487 |
4.352 |
4.442 |
| PP |
4.397 |
4.397 |
4.397 |
4.375 |
| S1 |
4.240 |
4.240 |
4.306 |
4.195 |
| S2 |
4.150 |
4.150 |
4.284 |
|
| S3 |
3.903 |
3.993 |
4.261 |
|
| S4 |
3.656 |
3.746 |
4.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.504 |
4.290 |
0.214 |
4.8% |
0.102 |
2.3% |
71% |
False |
False |
11,139 |
| 10 |
4.594 |
4.290 |
0.304 |
6.8% |
0.104 |
2.3% |
50% |
False |
False |
12,083 |
| 20 |
4.680 |
4.290 |
0.390 |
8.8% |
0.121 |
2.7% |
39% |
False |
False |
14,655 |
| 40 |
4.893 |
4.234 |
0.659 |
14.8% |
0.135 |
3.0% |
32% |
False |
False |
15,218 |
| 60 |
4.893 |
3.874 |
1.019 |
22.9% |
0.124 |
2.8% |
56% |
False |
False |
12,882 |
| 80 |
4.893 |
3.856 |
1.037 |
23.3% |
0.109 |
2.4% |
57% |
False |
False |
11,086 |
| 100 |
4.893 |
3.537 |
1.356 |
30.5% |
0.100 |
2.3% |
67% |
False |
False |
9,430 |
| 120 |
4.893 |
3.537 |
1.356 |
30.5% |
0.092 |
2.1% |
67% |
False |
False |
8,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.137 |
|
2.618 |
4.876 |
|
1.618 |
4.716 |
|
1.000 |
4.617 |
|
0.618 |
4.556 |
|
HIGH |
4.457 |
|
0.618 |
4.396 |
|
0.500 |
4.377 |
|
0.382 |
4.358 |
|
LOW |
4.297 |
|
0.618 |
4.198 |
|
1.000 |
4.137 |
|
1.618 |
4.038 |
|
2.618 |
3.878 |
|
4.250 |
3.617 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.421 |
4.420 |
| PP |
4.399 |
4.397 |
| S1 |
4.377 |
4.374 |
|