NYMEX Natural Gas Future September 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 |
4.364 |
4.339 |
-0.025 |
-0.6% |
4.482 |
| High |
4.381 |
4.458 |
0.077 |
1.8% |
4.541 |
| Low |
4.307 |
4.339 |
0.032 |
0.7% |
4.324 |
| Close |
4.320 |
4.447 |
0.127 |
2.9% |
4.343 |
| Range |
0.074 |
0.119 |
0.045 |
60.8% |
0.217 |
| ATR |
0.110 |
0.112 |
0.002 |
1.8% |
0.000 |
| Volume |
3,534 |
4,204 |
670 |
19.0% |
20,379 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.772 |
4.728 |
4.512 |
|
| R3 |
4.653 |
4.609 |
4.480 |
|
| R2 |
4.534 |
4.534 |
4.469 |
|
| R1 |
4.490 |
4.490 |
4.458 |
4.512 |
| PP |
4.415 |
4.415 |
4.415 |
4.426 |
| S1 |
4.371 |
4.371 |
4.436 |
4.393 |
| S2 |
4.296 |
4.296 |
4.425 |
|
| S3 |
4.177 |
4.252 |
4.414 |
|
| S4 |
4.058 |
4.133 |
4.382 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.054 |
4.915 |
4.462 |
|
| R3 |
4.837 |
4.698 |
4.403 |
|
| R2 |
4.620 |
4.620 |
4.383 |
|
| R1 |
4.481 |
4.481 |
4.363 |
4.442 |
| PP |
4.403 |
4.403 |
4.403 |
4.383 |
| S1 |
4.264 |
4.264 |
4.323 |
4.225 |
| S2 |
4.186 |
4.186 |
4.303 |
|
| S3 |
3.969 |
4.047 |
4.283 |
|
| S4 |
3.752 |
3.830 |
4.224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.504 |
4.307 |
0.197 |
4.4% |
0.075 |
1.7% |
71% |
False |
False |
3,753 |
| 10 |
4.582 |
4.307 |
0.275 |
6.2% |
0.082 |
1.8% |
51% |
False |
False |
5,292 |
| 20 |
4.661 |
4.307 |
0.354 |
8.0% |
0.101 |
2.3% |
40% |
False |
False |
5,401 |
| 40 |
4.843 |
4.250 |
0.593 |
13.3% |
0.116 |
2.6% |
33% |
False |
False |
5,185 |
| 60 |
4.843 |
3.923 |
0.920 |
20.7% |
0.106 |
2.4% |
57% |
False |
False |
4,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.964 |
|
2.618 |
4.770 |
|
1.618 |
4.651 |
|
1.000 |
4.577 |
|
0.618 |
4.532 |
|
HIGH |
4.458 |
|
0.618 |
4.413 |
|
0.500 |
4.399 |
|
0.382 |
4.384 |
|
LOW |
4.339 |
|
0.618 |
4.265 |
|
1.000 |
4.220 |
|
1.618 |
4.146 |
|
2.618 |
4.027 |
|
4.250 |
3.833 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.431 |
4.426 |
| PP |
4.415 |
4.404 |
| S1 |
4.399 |
4.383 |
|