NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.569 |
4.515 |
-0.054 |
-1.2% |
4.364 |
| High |
4.594 |
4.523 |
-0.071 |
-1.5% |
4.594 |
| Low |
4.522 |
4.387 |
-0.135 |
-3.0% |
4.307 |
| Close |
4.531 |
4.420 |
-0.111 |
-2.4% |
4.531 |
| Range |
0.072 |
0.136 |
0.064 |
88.9% |
0.287 |
| ATR |
0.110 |
0.113 |
0.002 |
2.2% |
0.000 |
| Volume |
7,974 |
3,660 |
-4,314 |
-54.1% |
26,412 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.851 |
4.772 |
4.495 |
|
| R3 |
4.715 |
4.636 |
4.457 |
|
| R2 |
4.579 |
4.579 |
4.445 |
|
| R1 |
4.500 |
4.500 |
4.432 |
4.472 |
| PP |
4.443 |
4.443 |
4.443 |
4.429 |
| S1 |
4.364 |
4.364 |
4.408 |
4.336 |
| S2 |
4.307 |
4.307 |
4.395 |
|
| S3 |
4.171 |
4.228 |
4.383 |
|
| S4 |
4.035 |
4.092 |
4.345 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.338 |
5.222 |
4.689 |
|
| R3 |
5.051 |
4.935 |
4.610 |
|
| R2 |
4.764 |
4.764 |
4.584 |
|
| R1 |
4.648 |
4.648 |
4.557 |
4.706 |
| PP |
4.477 |
4.477 |
4.477 |
4.507 |
| S1 |
4.361 |
4.361 |
4.505 |
4.419 |
| S2 |
4.190 |
4.190 |
4.478 |
|
| S3 |
3.903 |
4.074 |
4.452 |
|
| S4 |
3.616 |
3.787 |
4.373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.594 |
4.339 |
0.255 |
5.8% |
0.114 |
2.6% |
32% |
False |
False |
5,307 |
| 10 |
4.594 |
4.307 |
0.287 |
6.5% |
0.088 |
2.0% |
39% |
False |
False |
4,581 |
| 20 |
4.661 |
4.307 |
0.354 |
8.0% |
0.096 |
2.2% |
32% |
False |
False |
5,145 |
| 40 |
4.843 |
4.307 |
0.536 |
12.1% |
0.116 |
2.6% |
21% |
False |
False |
5,331 |
| 60 |
4.843 |
3.923 |
0.920 |
20.8% |
0.110 |
2.5% |
54% |
False |
False |
4,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.101 |
|
2.618 |
4.879 |
|
1.618 |
4.743 |
|
1.000 |
4.659 |
|
0.618 |
4.607 |
|
HIGH |
4.523 |
|
0.618 |
4.471 |
|
0.500 |
4.455 |
|
0.382 |
4.439 |
|
LOW |
4.387 |
|
0.618 |
4.303 |
|
1.000 |
4.251 |
|
1.618 |
4.167 |
|
2.618 |
4.031 |
|
4.250 |
3.809 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.455 |
4.491 |
| PP |
4.443 |
4.467 |
| S1 |
4.432 |
4.444 |
|