NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
4.519 |
4.405 |
-0.114 |
-2.5% |
4.329 |
| High |
4.519 |
4.423 |
-0.096 |
-2.1% |
4.595 |
| Low |
4.372 |
4.282 |
-0.090 |
-2.1% |
4.290 |
| Close |
4.404 |
4.309 |
-0.095 |
-2.2% |
4.519 |
| Range |
0.147 |
0.141 |
-0.006 |
-4.1% |
0.305 |
| ATR |
0.126 |
0.127 |
0.001 |
0.9% |
0.000 |
| Volume |
14,257 |
24,399 |
10,142 |
71.1% |
76,669 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.761 |
4.676 |
4.387 |
|
| R3 |
4.620 |
4.535 |
4.348 |
|
| R2 |
4.479 |
4.479 |
4.335 |
|
| R1 |
4.394 |
4.394 |
4.322 |
4.366 |
| PP |
4.338 |
4.338 |
4.338 |
4.324 |
| S1 |
4.253 |
4.253 |
4.296 |
4.225 |
| S2 |
4.197 |
4.197 |
4.283 |
|
| S3 |
4.056 |
4.112 |
4.270 |
|
| S4 |
3.915 |
3.971 |
4.231 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.383 |
5.256 |
4.687 |
|
| R3 |
5.078 |
4.951 |
4.603 |
|
| R2 |
4.773 |
4.773 |
4.575 |
|
| R1 |
4.646 |
4.646 |
4.547 |
4.710 |
| PP |
4.468 |
4.468 |
4.468 |
4.500 |
| S1 |
4.341 |
4.341 |
4.491 |
4.405 |
| S2 |
4.163 |
4.163 |
4.463 |
|
| S3 |
3.858 |
4.036 |
4.435 |
|
| S4 |
3.553 |
3.731 |
4.351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.595 |
4.282 |
0.313 |
7.3% |
0.129 |
3.0% |
9% |
False |
True |
18,762 |
| 10 |
4.595 |
4.282 |
0.313 |
7.3% |
0.116 |
2.7% |
9% |
False |
True |
14,950 |
| 20 |
4.680 |
4.282 |
0.398 |
9.2% |
0.116 |
2.7% |
7% |
False |
True |
14,500 |
| 40 |
4.893 |
4.282 |
0.611 |
14.2% |
0.134 |
3.1% |
4% |
False |
True |
16,039 |
| 60 |
4.893 |
3.874 |
1.019 |
23.6% |
0.129 |
3.0% |
43% |
False |
False |
14,081 |
| 80 |
4.893 |
3.874 |
1.019 |
23.6% |
0.114 |
2.6% |
43% |
False |
False |
11,982 |
| 100 |
4.893 |
3.604 |
1.289 |
29.9% |
0.104 |
2.4% |
55% |
False |
False |
10,237 |
| 120 |
4.893 |
3.537 |
1.356 |
31.5% |
0.096 |
2.2% |
57% |
False |
False |
8,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.022 |
|
2.618 |
4.792 |
|
1.618 |
4.651 |
|
1.000 |
4.564 |
|
0.618 |
4.510 |
|
HIGH |
4.423 |
|
0.618 |
4.369 |
|
0.500 |
4.353 |
|
0.382 |
4.336 |
|
LOW |
4.282 |
|
0.618 |
4.195 |
|
1.000 |
4.141 |
|
1.618 |
4.054 |
|
2.618 |
3.913 |
|
4.250 |
3.683 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.353 |
4.439 |
| PP |
4.338 |
4.395 |
| S1 |
4.324 |
4.352 |
|