NYMEX Natural Gas Future August 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 |
4.588 |
4.496 |
-0.092 |
-2.0% |
4.619 |
High |
4.618 |
4.505 |
-0.113 |
-2.4% |
4.674 |
Low |
4.469 |
4.398 |
-0.071 |
-1.6% |
4.476 |
Close |
4.505 |
4.424 |
-0.081 |
-1.8% |
4.615 |
Range |
0.149 |
0.107 |
-0.042 |
-28.2% |
0.198 |
ATR |
0.133 |
0.131 |
-0.002 |
-1.4% |
0.000 |
Volume |
4,758 |
8,274 |
3,516 |
73.9% |
29,210 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.763 |
4.701 |
4.483 |
|
R3 |
4.656 |
4.594 |
4.453 |
|
R2 |
4.549 |
4.549 |
4.444 |
|
R1 |
4.487 |
4.487 |
4.434 |
4.465 |
PP |
4.442 |
4.442 |
4.442 |
4.431 |
S1 |
4.380 |
4.380 |
4.414 |
4.358 |
S2 |
4.335 |
4.335 |
4.404 |
|
S3 |
4.228 |
4.273 |
4.395 |
|
S4 |
4.121 |
4.166 |
4.365 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.182 |
5.097 |
4.724 |
|
R3 |
4.984 |
4.899 |
4.669 |
|
R2 |
4.786 |
4.786 |
4.651 |
|
R1 |
4.701 |
4.701 |
4.633 |
4.645 |
PP |
4.588 |
4.588 |
4.588 |
4.560 |
S1 |
4.503 |
4.503 |
4.597 |
4.447 |
S2 |
4.390 |
4.390 |
4.579 |
|
S3 |
4.192 |
4.305 |
4.561 |
|
S4 |
3.994 |
4.107 |
4.506 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.700 |
4.398 |
0.302 |
6.8% |
0.110 |
2.5% |
9% |
False |
True |
6,010 |
10 |
4.700 |
4.398 |
0.302 |
6.8% |
0.128 |
2.9% |
9% |
False |
True |
6,217 |
20 |
4.891 |
4.398 |
0.493 |
11.1% |
0.137 |
3.1% |
5% |
False |
True |
6,527 |
40 |
4.891 |
4.061 |
0.830 |
18.8% |
0.123 |
2.8% |
44% |
False |
False |
5,501 |
60 |
4.891 |
3.921 |
0.970 |
21.9% |
0.106 |
2.4% |
52% |
False |
False |
4,304 |
80 |
4.891 |
3.710 |
1.181 |
26.7% |
0.094 |
2.1% |
60% |
False |
False |
3,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.960 |
2.618 |
4.785 |
1.618 |
4.678 |
1.000 |
4.612 |
0.618 |
4.571 |
HIGH |
4.505 |
0.618 |
4.464 |
0.500 |
4.452 |
0.382 |
4.439 |
LOW |
4.398 |
0.618 |
4.332 |
1.000 |
4.291 |
1.618 |
4.225 |
2.618 |
4.118 |
4.250 |
3.943 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.452 |
4.529 |
PP |
4.442 |
4.494 |
S1 |
4.433 |
4.459 |
|